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~person:"Garrafa-Aragón, Hernán B."
~person:"Rodriguez, Gabriel"
~subject:"Volatility"
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Garrafa-Aragón, Hernán B.
Rodriguez, Gabriel
Koopman, Siem Jan
17
Asai, Manabu
13
McAleer, Michael
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Forbes, Catherine Scipione
9
Martin, Gael M.
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Maneesoonthorn, Worapree
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Rodrigues, Paulo Jorge Maurício
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Scaillet, Olivier
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Seeger, Norman
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Bos, Charles S.
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Chang, Chia-Lin
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Dufour, Jean-Marie
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Ignatieva, Ekaterina
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
2
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
Saved in:
3
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
Saved in:
4
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
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