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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

Estimating output gap, core inflation, and the NAIRU for Peru, 1979 - 2007

Rodriguez, Gabriel - In: Applied econometrics and international development 10 (2010) 1, pp. 151-162

Persistent link: https://www.econbiz.de/10009565100

The role of the interprovincial transfers in the ß-convergence process : further empirical evidence for Canada

Rodriguez, Gabriel - In: Journal of economic studies 33 (2006) 1, pp. 12-29

Persistent link: https://www.econbiz.de/10003275153

Using a forward-looking Phillips curve to estimate the output gap in Peru

Rodriguez, Gabriel - In: Review of applied economics 16 (2020) 1/2, pp. 17-29

Persistent link: https://www.econbiz.de/10012670437

Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central : evidencia empírica para el Perú

Rodriguez, Gabriel - In: Revista de estudios económicos 15 (2008), pp. 9-20

Persistent link: https://www.econbiz.de/10008661438

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

Extreme value theory : an application to the Peruvian stock market returns

Rodriguez, Gabriel - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 48-74

Using daily observations of the index and stock market returns for the Peruvian case from January 3, 1990 to May 31, 2013, this paper models the distribution of daily loss probability, estimates maximum quantiles and tail probabilities of this distribution, and models the extremes through a...

Persistent link: https://www.econbiz.de/10011689643

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

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

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