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subject:"Großbritannien"
subject:"Volatilität"
~person:"Mykland, Per A."
~person:"Rodriguez, Gabriel"
~subject:"Bayesian Estimation and Comparison"
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Großbritannien
Volatilität
Bayesian Estimation and Comparison
Estimation theory
40
Schätztheorie
40
Volatility
18
Time series analysis
16
Zeitreihenanalyse
16
Sampling
11
Stichprobenerhebung
11
Market microstructure
10
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Estimation
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Kapitaleinkommen
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Bayes-Statistik
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Peru
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Stochastic Volatility
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Mykland, Per A.
Rodriguez, Gabriel
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Diebold, Francis X.
14
Härdle, Wolfgang
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Hafner, Christian M.
12
Kim, Donggyu
12
Mancino, Maria Elvira
11
Andersen, Torben
10
Ghysels, Eric
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Bekaert, Geert
9
Fan, Jianqing
9
Liu, Zhi
9
Lucas, André
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Bollerslev, Tim
8
Burkhauser, Richard V.
8
Hurvich, Clifford M.
8
Jenkins, Stephen
8
Koop, Gary
8
Kristensen, Dennis
8
Linton, Oliver
8
Sentana, Enrique
8
Sibbertsen, Philipp
8
Wang, Yazhen
8
Ardia, David
7
Bibinger, Markus
7
Cavaliere, Giuseppe
7
Croux, Christophe
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
International journal of monetary economics and finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of Pacific Basin financial markets and policies
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Revista de análisis económico
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ECONIS (ZBW)
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
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
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:
6
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:
7
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
8
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
9
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
10
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:
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