//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Analysing the effects of labou...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Peru
73
Volatility
45
Volatilität
43
Theorie
41
Theory
41
Estimation
40
Schätzung
40
Time series analysis
32
Zeitreihenanalyse
32
Exchange rate
23
Wechselkurs
23
Bayes-Statistik
22
Bayesian inference
22
Schock
20
Shock
20
Aktienmarkt
19
Stochastic process
19
Stock market
19
Unit root test
19
VAR model
19
VAR-Modell
19
Einheitswurzeltest
18
Latin America
17
Bruttoinlandsprodukt
16
Gross domestic product
16
Lateinamerika
16
ARCH model
15
ARCH-Modell
15
Impact assessment
15
Inflation
15
Wirkungsanalyse
15
Capital income
14
Kapitaleinkommen
14
Business cycle
13
Canada
13
Estimation theory
13
Geldpolitik
13
Kanada
13
Konjunktur
13
more ...
less ...
Online availability
All
Free
9
Undetermined
8
Type of publication
All
Book / Working Paper
10
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
19
Author
All
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
1
Pérez Rojo, Flavio
1
Urbina, Dante A.
1
more ...
less ...
Published in...
All
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
1
Review of Pacific Basin financial markets and policies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->