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Volatilität
Peru
73
Volatility
49
Theorie
39
Theory
39
Estimation
36
Schätzung
36
Time series analysis
33
Zeitreihenanalyse
33
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Rodriguez, Gabriel
43
Alanya, Willy
4
Ojeda Cunya, Junior Alex
4
Abanto-Valle, Carlos A.
3
Bazán-Palomino, Walter
3
Garrafa-Aragón, Hernán B.
3
Humala A., Alberto
3
Alvaro, Dennis
2
Ataurima Arellano, Miguel
2
Calero, Roberto
2
Castillo B., Paul
2
Chávez, Paulo
2
Gonzáles Tanaka, José Carlos
2
Guillén, Ángel
2
Herrera Aramburú, Andrés
2
Manner, Hans
2
Salcedo Cisneros, Rodrigo
2
Stöckler, Florian
2
Tramontana, Roxana
2
Vassallo, Renato
2
Alvarado, Mauricio
1
Castro Cepero, Luis M.
1
Collantes, Erika
1
Fallahi, Firouz
1
Fernández Prada Saucedo, Jean Pierre
1
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1
Lengua Lafosse, Patricia
1
Pardo Fidueroa, Renzo
1
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1
Pérez Rojo, Flavio
1
Rodríguez, Gabriel
1
Surco, Luis
1
Urbina, Dante A.
1
Winkelried, Diego
1
Yamuca Salvatierra, Lorena
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Documento de trabajo
11
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
11
Review of world economics
3
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Economic modelling
1
Finance research letters
1
Graz economics papers : GEP
1
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1
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1
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1
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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
2
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model
Rodriguez, Gabriel
- In:
Review of development finance
6
(
2016
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10011588077
Saved in:
3
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
4
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415396
Saved in:
5
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
6
Foreign exchange intervention and exchange rate volatility in Peru
Humala A., Alberto
;
Rodriguez, Gabriel
-
2009
Persistent link: https://www.econbiz.de/10003832799
Saved in:
7
Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú
Humala A., Alberto
;
Rodriguez, Gabriel
- In:
Monetaria
32
(
2009
)
1
,
pp. 47-61
Persistent link: https://www.econbiz.de/10003947887
Saved in:
8
An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305878
Saved in:
9
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
10
Asymmetries in volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538600
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