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:"Zeitreihenanalyse"
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
Have European Unemployment Rat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Peru
81
Volatility
44
Volatilität
44
Estimation
37
Schätzung
37
Theorie
37
Theory
37
Time series analysis
33
Exchange rate
25
Wechselkurs
23
Bayes-Statistik
22
Bayesian inference
22
Latin America
20
Schock
20
Shock
20
Aktienmarkt
19
Einheitswurzeltest
19
Stochastic process
19
Stochastischer Prozess
19
Stock market
19
Unit root test
19
VAR model
19
VAR-Modell
19
Inflation
17
Lateinamerika
17
Bruttoinlandsprodukt
16
Gross domestic product
16
ARCH model
15
ARCH-Modell
15
Monetary policy
15
Capital income
14
Estimation theory
14
Geldpolitik
14
Kapitaleinkommen
14
Schätztheorie
14
Unemployment
14
Business cycle
13
Canada
13
Impact assessment
13
more ...
less ...
Online availability
All
Free
14
Undetermined
9
Type of publication
All
Article
17
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
16
Article in journal
16
Aufsatz in Zeitschrift
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
33
Author
All
Rodriguez, Gabriel
32
Guillén, Ángel
3
Ojeda Cunya, Junior Alex
3
Perron, Pierre
3
Ramirez, Dionisio
3
Alvaro, Dennis
2
Aquino, Juan Carlos
2
Chávez, Paulo
2
Alvarado, Mauricio
1
Baldé, Thierno A.
1
Calero, Roberto
1
Castillo B., Paul
1
Fallahi, Firouz
1
Gonzáles Tanaka, José Carlos
1
Herrera Aramburú, Andrés
1
Pardo Fidueroa, Renzo
1
Quineche, Ricardo
1
Ramírez-Carrera, Dionisio
1
Rodríguez, Gabriel
1
Salcedo Cisneros, Rodrigo
1
Tramontana, Roxana
1
Vassallo, Renato
1
Villanueva Vega, Pierina
1
more ...
less ...
Published in...
All
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
10
Documento de trabajo
5
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Review of world economics
2
Advances on international economics
1
Applied economics letters
1
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
Econometrics : open access journal
1
International journal of monetary economics and finance
1
Latin American economic review : LAER ; official journal of Centro de Investigación y Docencia Económica (CIDE)
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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:
4
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:
5
A comparative note about estimation of the fractional parameter under additive outliers
Rodriguez, Gabriel
-
2013
Persistent link: https://www.econbiz.de/10010260195
Saved in:
6
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:
7
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:
8
An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
-
2014
Persistent link: https://www.econbiz.de/10011413259
Saved in:
9
Distinguishing between true and spurious long memory in the volatility of stock market returns in Latin America
Pardo Fidueroa, Renzo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415308
Saved in:
10
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
