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person:"Audrino, Francesco"
subject:"Volatilität"
~person:"Rodriguez, Gabriel"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Audrino, Francesco
Rodriguez, Gabriel
Gao, Jiti
24
Cai, Zongwu
22
Marcellino, Massimiliano
22
Kapetanios, George
19
Linton, Oliver
19
Pesaran, M. Hashem
19
Swanson, Norman R.
18
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17
Härdle, Wolfgang
16
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13
Koop, Gary
13
Croux, Christophe
12
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11
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11
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11
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10
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10
Weidner, Martin
10
Berg, Gerard J. van den
9
Corradi, Valentina
9
Dijk, Dick van
9
Hoderlein, Stefan
9
Kitagawa, Toru
9
Lechner, Michael
9
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9
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8
Card, David E.
8
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8
Fang, Ying
8
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8
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8
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8
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8
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8
Pei, Zhuan
8
Rubio-Ramírez, Juan Francisco
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3
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ECONIS (ZBW)
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
3
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:
4
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:
5
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
6
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
7
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
8
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
10
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
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