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~subject:"Stochastic process"
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Stochastic process
Peru
81
Volatility
44
Volatilität
44
Estimation
37
Schätzung
37
Theorie
37
Theory
37
Time series analysis
33
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25
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23
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22
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22
Latin America
20
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20
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20
Aktienmarkt
19
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Stochastischer Prozess
19
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19
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14
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14
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14
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14
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14
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Rodriguez, Gabriel
19
Abanto-Valle, Carlos A.
3
Garrafa-Aragón, Hernán B.
3
Alanya, Willy
2
Alvaro, Dennis
2
Calero, Roberto
2
Chávez, Paulo
2
Guillén, Ángel
2
Salcedo Cisneros, Rodrigo
2
Alvarado, Mauricio
1
Ataurima Arellano, Miguel
1
Castillo B., Paul
1
Castro Cepero, Luis M.
1
Fernández Prada Saucedo, Jean Pierre
1
Lavoie, Marc
1
Lengua Lafosse, Patricia
1
Ojeda Cunya, Junior Alex
1
Perron, Pierre
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Pérez Rojo, Flavio
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Urbina, Dante A.
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Documento de trabajo
8
Review of world economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of sports economics
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
19
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1
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538601
Saved in:
2
The economic impact of professional teams on monthly hotel occupancy rates of Canadian cities : a Box-Jenkins approach
Lavoie, Marc
;
Rodriguez, Gabriel
- In:
Journal of sports economics
6
(
2005
)
3
,
pp. 314-324
Persistent link: https://www.econbiz.de/10003037254
Saved in:
3
Searching for additive outliers in nonstationary time series
Perron, Pierre
;
Rodriguez, Gabriel
-
2000
Persistent link: https://www.econbiz.de/10001459085
Saved in:
4
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
Saved in:
5
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
6
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
7
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
8
Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
9
Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
10
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
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