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isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
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Capital market returns
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
The review of financial studies
130
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102
NBER working paper series
96
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415340
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2
A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
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3
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:
4
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:
5
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
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6
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:
7
Extreme value theory : an application to the Peruvian stock market returns
Calderón Vela, Alfredo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415274
Saved in:
8
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
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