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subject:"Volatilität"
~person:"Engle, Robert F."
~person:"Rodriguez, Gabriel"
~person:"Xuan Vinh Vo"
~source:"econis"
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Volatilität
Estimation
151
Schätzung
151
Volatility
66
Theorie
40
Theory
40
Capital income
36
Kapitaleinkommen
36
Börsenkurs
33
Share price
33
USA
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United States
31
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23
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23
Peru
21
VAR model
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21
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20
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20
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20
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20
Optionspreistheorie
20
Wirkungsanalyse
20
Forecasting model
18
Prognoseverfahren
18
Spillover effect
18
Spillover-Effekt
18
Exchange rate
17
Hedging
17
Time series analysis
17
Wechselkurs
17
Welt
17
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17
Zeitreihenanalyse
17
Schock
15
Shock
15
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14
Bayesian inference
14
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25
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34
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32
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20
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20
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English
66
Author
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Engle, Robert F.
Rodriguez, Gabriel
Xuan Vinh Vo
McAleer, Michael
85
Gupta, Rangan
84
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
51
Bollerslev, Tim
44
Todorov, Viktor
35
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Bouri, Elie
30
Asai, Manabu
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Herwartz, Helmut
24
Koopman, Siem Jan
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
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National Bureau of Economic Research
4
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Documento de trabajo
8
International review of economics & finance : IREF
5
Discussion paper / Department of Economics, University of California San Diego
4
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
NBER Working Paper
3
Applied economics
2
International review of financial analysis
2
Review of world economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
Australian economic papers
1
Borsa Istanbul Review
1
Discussion paper series
1
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Forecasting volatility in the financial markets
1
Graz economics papers : GEP
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
Journal of econometrics
1
Journal of emerging market finance
1
Journal of financial stability
1
Journal of international money and finance
1
Research in international business and finance
1
Review of Pacific Basin financial markets and policies
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of theory and practice
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / Czech National Bank
1
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ECONIS (ZBW)
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1
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
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:
4
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
5
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:
6
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
7
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:
8
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:
9
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:
10
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
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