//--> //--> //--> //-->
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:"Volatility"
~person:"Diebold, Francis X."
~person:"Rodriguez, Gabriel"
~type_genre:"Graue Literatur"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
46
Schätzung
46
Volatilität
17
Impact assessment
14
USA
14
United States
14
Wirkungsanalyse
14
Business cycle
12
Konjunktur
12
Theorie
11
Theory
11
VAR model
11
VAR-Modell
11
Peru
10
Bayes-Statistik
9
Bayesian inference
9
Estimation theory
9
Forecasting model
9
Prognoseverfahren
9
Schätztheorie
9
Deutschland
8
Germany
8
Capital income
7
Kapitaleinkommen
7
Schock
7
Shock
7
Stochastic Volatility
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Devisenmarkt
6
Foreign exchange market
6
Stochastic process
6
Stochastischer Prozess
6
Yield curve
6
Zinsstruktur
6
Peruvian Economy
5
Exchange rate
4
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
18
Working Paper
18
Non-commercial literature
17
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
17
Author
All
Diebold, Francis X.
Rodriguez, Gabriel
McAleer, Michael
46
Caporale, Guglielmo Maria
26
Gupta, Rangan
20
Härdle, Wolfgang
20
Pierdzioch, Christian
20
Belke, Ansgar
19
Hautsch, Nikolaus
19
Herwartz, Helmut
14
Mumtaz, Haroon
14
Koopman, Siem Jan
13
Chang, Chia-Lin
12
Döpke, Jörg
12
Asai, Manabu
11
Chan, Joshua
11
Gil-Alaña, Luis A.
11
Hafner, Christian M.
11
Pesaran, M. Hashem
11
Bollerslev, Tim
10
Buch, Claudia M.
10
Allen, David E.
9
Bos, Charles S.
9
Caporin, Massimiliano
9
Huber, Florian
9
Aghion, Philippe
8
Andersen, Torben
8
Bartram, Söhnke M.
8
Cheung, Yin-Wong
8
Clark, Todd E.
8
Lettau, Martin
8
Lux, Thomas
8
Marcellino, Massimiliano
8
Medeiros, Marcelo C.
8
Mittnik, Stefan
8
Paolella, Marc S.
8
Spagnolo, Nicola
8
Baum, Christopher F.
7
Chiarella, Carl
7
Conrad, Christian
7
Gros, Daniel
7
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
Published in...
All
Documento de trabajo
8
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
American Economic Review papers and proceedings
1
Graz economics papers : GEP
1
Technical working paper / National Bureau of Economic Research
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
2
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:
3
Modeling the trend, persistence, and volatility of inflation in pacific alliance countries: an empirical application using a model with inflation bands
Rodriguez, Gabriel
;
Surco, Luis
-
2024
Persistent link: https://www.econbiz.de/10014526339
Saved in:
4
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:
5
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
6
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:
7
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:
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
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
10
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->