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subject:"Großbritannien"
subject:"Volatilität"
~person:"Rodriguez, Gabriel"
~person:"Todorov, Viktor"
~subject:"Bayesian Estimation and Comparison"
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Großbritannien
Volatilität
Bayesian Estimation and Comparison
Estimation theory
34
Schätztheorie
34
Volatility
28
Estimation
21
Schätzung
21
Time series analysis
21
Zeitreihenanalyse
21
Stochastic process
17
Stochastischer Prozess
17
Börsenkurs
11
Share price
11
Capital income
10
Kapitaleinkommen
10
Bayes-Statistik
7
Bayesian inference
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Option pricing theory
6
Optionspreistheorie
6
Peru
6
Stochastic volatility
6
High-frequency data
5
Stochastic Volatility
5
VAR model
5
VAR-Modell
5
ARCH model
4
ARCH-Modell
4
Business cycle
4
Konjunktur
4
Schock
4
Shock
4
Statistical distribution
4
Statistische Verteilung
4
Exchange rate
3
Impact assessment
3
Jumps
3
Macroeconomic Fluctuations
3
Martingal
3
Martingale
3
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9
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Non-commercial literature
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English
28
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Rodriguez, Gabriel
Todorov, Viktor
Koopman, Siem Jan
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
Mykland, Per A.
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
7
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Journal of econometrics
10
Documento de trabajo
5
ERID working paper
3
Economic Research Initiatives at Duke (ERID) Working Paper
2
CREATES research paper
1
Econometric theory
1
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
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
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ECONIS (ZBW)
28
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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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
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:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
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:
9
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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