//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Großbritannien"
subject:"Volatilität"
~person:"Rodriguez, Gabriel"
~subject:"Bayesian Estimation and Comparison"
~subject:"Shock"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Volatilität
Bayesian Estimation and Comparison
Shock
Estimation theory
13
Schätztheorie
13
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Bayes-Statistik
7
Bayesian inference
7
Estimation
7
Schätzung
7
Peru
6
Stochastic Volatility
5
Stochastic process
5
Stochastischer Prozess
5
VAR model
5
VAR-Modell
5
Business cycle
4
Capital income
4
Kapitaleinkommen
4
Konjunktur
4
Schock
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
Impact assessment
3
Macroeconomic Fluctuations
3
Wechselkurs
3
Wirkungsanalyse
3
Aktienmarkt
2
Autoregressive vectors with time-varying parameters
2
Börsenkurs
2
Einheitswurzeltest
2
External Shocks
2
Share price
2
Stock market
2
Unit root test
2
structural change
2
ARMA model
1
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
5
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
9
Author
All
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
Kilian, Lutz
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Gouriéroux, Christian
13
Hafner, Christian M.
12
Kim, Donggyu
12
Lütkepohl, Helmut
12
Koop, Gary
11
Mancino, Maria Elvira
11
Pesaran, M. Hashem
11
Andersen, Torben
10
Ghysels, Eric
10
Sentana, Enrique
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Bekaert, Geert
9
Croux, Christophe
9
Fan, Jianqing
9
Liu, Zhi
9
Lucas, André
9
Monfort, Alain
9
Mykland, Per A.
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Bollerslev, Tim
8
Burkhauser, Richard V.
8
Hurvich, Clifford M.
8
Inoue, Atsushi
8
Jenkins, Stephen
8
Kapetanios, George
8
more ...
less ...
Published in...
All
Documento de trabajo
5
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
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->