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~person:"Rodriguez, Gabriel"
~subject:"ARCH model"
~subject:"Exchange rate"
~type_genre:"Graue Literatur"
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Rodriguez, Gabriel
McAleer, Michael
75
Chang, Chia-Lin
38
Caporale, Guglielmo Maria
31
Gupta, Rangan
28
Bauwens, Luc
20
Belke, Ansgar
18
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17
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16
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13
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12
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12
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11
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11
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11
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11
Teräsvirta, Timo
11
Engle, Robert F.
10
Gros, Daniel
10
Mittnik, Stefan
10
Silvennoinen, Annastiina
10
Gil-Alaña, Luis A.
9
Lanne, Markku
9
Paolella, Marc S.
9
Sarno, Lucio
9
Sucarrat, Genaro
9
Chen, Chi-chung
8
Christensen, Bent Jesper
8
Lucas, André
8
Lütkepohl, Helmut
8
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8
Rime, Dagfinn
8
Salisu, Afees A.
8
Xu, Yongdeng
8
Égert, Balázs
8
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7
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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1
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1
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
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2
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:
3
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:
4
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:
5
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
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2017
Persistent link: https://www.econbiz.de/10011738077
Saved in:
6
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
Saved in:
7
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
8
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415396
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9
An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305878
Saved in:
10
An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
-
2014
Persistent link: https://www.econbiz.de/10011413259
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