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person:"Audrino, Francesco"
subject:"Volatilität"
~person:"Rodriguez, Gabriel"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
9
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5
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5
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4
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Audrino, Francesco
Rodriguez, Gabriel
Kumar, Dilip
16
Maheswaran, S.
15
Cai, Zongwu
14
Kumbhakar, Subal
14
Gao, Jiti
13
Linton, Oliver
13
Su, Liangjun
13
Tauchen, George Eugene
13
Baltagi, Badi H.
12
Phillips, Peter C. B.
12
Teräsvirta, Timo
12
Todorov, Viktor
12
Kapetanios, George
11
Li, Jia
11
Francq, Christian
10
Koop, Gary
10
Demetrescu, Matei
9
Lesage, James P.
9
Andersen, Torben
8
Baillie, Richard
8
Ghysels, Eric
8
Hafner, Christian M.
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Koopman, Siem Jan
8
Lee, Lung-fei
8
Li, Qi
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Swanson, Norman R.
8
Taylor, Robert
8
Tsionas, Efthymios G.
8
Ullah, Aman
8
Westerlund, Joakim
8
Zakoïan, Jean-Michel
8
Bauwens, Luc
7
Bollerslev, Tim
7
Gouriéroux, Christian
7
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7
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Economic modelling
1
International journal of monetary economics and finance
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
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ECONIS (ZBW)
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1
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
2
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
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
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:
5
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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