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~person:"Rodriguez, Gabriel"
~subject:"CAPM"
~subject:"Risiko"
~subject:"Volatilität"
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CAPM
Risiko
Volatilität
Capital market returns
9
Kapitalmarktrendite
9
Peru
7
Volatility
6
Aktienmarkt
5
Stock market
5
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Rodriguez, Gabriel
McAleer, Michael
51
Bali, Turan G.
26
Cakici, Nusret
26
Zaremba, Adam
21
Chang, Chia-Lin
18
Asai, Manabu
11
Freyberger, Joachim
11
Neuhierl, Andreas
11
Weber, Michael
11
Lettau, Martin
10
Long, Huaigang
10
Bekaert, Geert
9
Bianchi, Francesco
9
Demirtas, K. Ozgur
9
Favero, Carlo A.
9
Kang, Wensheng
9
Ludvigson, Sydney C.
9
Ratti, Ronald A.
9
Whitelaw, Robert
9
Ang, Andrew
8
Atilgan, Yigit
8
Baele, Lieven
8
Garcia, René
8
Inghelbrecht, Koen
8
Allen, David E.
7
Almeida, Caio
7
Bollerslev, Tim
7
Hjalmarsson, Erik
7
Whitelaw, Robert F.
7
Daniel, Kent
6
Guo, Hui
6
Lambertides, Neophytos
6
Lewis, Karen K.
6
Liu, Edith X.
6
Ma, Sai
6
Martinet, Guillaume Gaetan
6
Savva, Christos S.
6
Stambaugh, Robert F.
6
Tebaldi, Claudio
6
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
International journal of monetary economics and finance
1
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ECONIS (ZBW)
6
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1
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
Saved in:
2
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
Saved in:
3
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
Saved in:
4
Distinguishing between true and spurious long memory in the volatility of stock market returns in Latin America
Pardo Fidueroa, Renzo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415308
Saved in:
5
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:
6
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:
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