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~person:"Rodriguez, Gabriel"
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Search: subject_exact:"ARIMA-Modell"
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ARMA model
5
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5
Time series analysis
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3
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Rodriguez, Gabriel
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Karanasos, Menelaos
12
Poskitt, Donald Stephen
12
Sibbertsen, Philipp
11
Lütkepohl, Helmut
10
Maravall Herrero, Agustín
10
Palm, Franz C.
10
Silvestrini, Andrea
10
Athanasopoulos, George
9
Koopman, Siem Jan
9
Vahid, Farshid
9
Baillie, Richard
8
Kapetanios, George
8
Laurent, Sébastien
8
Saikkonen, Pentti
8
Asai, Manabu
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Gupta, Rangan
7
Hecq, Alain W. J.
7
Lieberman, Offer
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Račev, Svetlozar T.
7
Bhardwaj, Geetesh
6
Chan, Joshua
6
Dufays, Arnaud
6
Fabozzi, Frank J.
6
Hauser, Michael A.
6
Hyndman, Rob J.
6
Lardic, Sandrine
6
Liesenfeld, Roman
6
Ling, Shiqing
6
Mayoral, Laura
6
Meitz, Mika
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6
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
2
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
2
A note about detection of additive outliers with fractional errors
Rodriguez, Gabriel
;
Ramirez, Dionisio
-
2013
Persistent link: https://www.econbiz.de/10010260206
Saved in:
3
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
4
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
5
A comparative note about estimation of the fractional parameter under additive outliers
Rodriguez, Gabriel
-
2013
Persistent link: https://www.econbiz.de/10010260195
Saved in:
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