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~person:"Rodriguez, Gabriel"
~subject:"Markov chain"
~subject:"Stochastischer Prozess"
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Markov chain
Stochastischer Prozess
Markov-Kette
9
Volatility
7
Volatilität
7
Stochastic process
6
Theorie
6
Theory
6
Estimation
4
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Riemannian Manifold Hamiltonian Monte Carlo
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Rodriguez, Gabriel
Elliott, Robert J.
47
Casarin, Roberto
41
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
33
Dijk, Herman K. van
28
Guidolin, Massimo
28
Gupta, Rangan
27
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Kaufmann, Sylvia
23
Sola, Martin
23
Balbus, Lukasz
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kim, Chang-jin
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
Doraszelski, Ulrich
20
Frühwirth-Schnatter, Sylvia
20
Paap, Richard
20
Leiva-Leon, Danilo
19
Ravazzolo, Francesco
19
D'Amico, Guglielmo
18
Dijk, Dick van
18
Farmer, Roger E. A.
18
Kamihigashi, Takashi
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
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17
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Documento de trabajo
3
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Review of world economics
1
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ECONIS (ZBW)
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1
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:
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
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
- In:
Review of world economics
159
(
2023
)
2
,
pp. 505-544
Persistent link: https://www.econbiz.de/10014308071
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Using Markov-Switching models to identify the link between unemployment and criminality
Fallahi, Firouz
;
Rodriguez, Gabriel
-
2007
Persistent link: https://www.econbiz.de/10003423812
Saved in:
9
Estimation of the Taylor rule for Canada under multiple structural changes
Demers, Fanny Saul
;
Rodriguez, Gabriel
-
2001
Persistent link: https://www.econbiz.de/10001622429
Saved in:
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