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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
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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
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Searching for additive outliers in nonstationary time series
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459085
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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
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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
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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
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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
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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
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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
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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