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~person:"Rodriguez, Gabriel"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Markov chain
9
Markov-Kette
9
Volatility
7
Volatilität
7
Stochastic process
6
Theorie
6
Theory
6
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Lateinamerika
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Monte Carlo simulation
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Riemannian Manifold Hamiltonian Monte Carlo
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Stochastic Volatility in Mean
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Peru
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Rodriguez, Gabriel
Elliott, Robert J.
17
Siu, Tak Kuen
13
Nguyen, Duy
12
Cui, Zhenyu
10
Rady, Sven
10
Keller, Godfrey
9
Chan, Leunglung
7
Chib, Siddhartha
7
Forbes, Catherine Scipione
7
Kirkby, J. Lars
7
Kirkby, Justin
7
Martin, Gael M.
7
Sethi, Suresh
7
Hainaut, Donatien
6
Maneesoonthorn, Worapree
6
Shephard, Neil G.
6
Balbus, Lukasz
5
Chiarella, Carl
5
Ferrari, Giorgio
5
Kolkiewicz, Adam W.
5
León-González, Roberto
5
Mamon, Rogemar S.
5
Men, Zhongxian
5
Omori, Yasuhiro
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Wirjanto, Tony S.
5
Yu, Jun
5
Zhang, Hanqin
5
Zhang, Qing
5
Zhu, Song-Ping
5
Casarin, Roberto
4
Chan, Joshua
4
Chen, Son-nan
4
Ching, Wai Ki
4
Dimitrakopoulos, Stefanos
4
Gapeev, Pavel V.
4
Goutte, Stéphane
4
He, Xin-Jiang
4
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Documento de trabajo
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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
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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