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~isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
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Capital market returns
8
Kapitalmarktrendite
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Peru
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Volatility
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Volatilität
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Aktienmarkt
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Stock market
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Rodriguez, Gabriel
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
103
NBER working paper series
94
Journal of financial and quantitative analysis : JFQA
90
NBER Working Paper
77
Discussion paper / Centre for Economic Policy Research
74
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Journal of banking & finance
37
Finance research letters
33
Pacific-Basin finance journal
32
SpringerLink / Bücher
31
International review of finance
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
28
International review of financial analysis
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Applied economics
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Econometric Institute research papers
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Energy economics
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial management
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The journal of financial research
21
Journal of international financial markets, institutions & money
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Review of finance : journal of the European Finance Association
18
International review of economics & finance : IREF
17
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
17
Review of asset pricing studies
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Springer eBook Collection
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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International finance discussion papers
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Journal of risk and financial management : JRFM
14
Research paper series / Swiss Finance Institute
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Springer eBook Collection / Economics and Finance
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Economics letters
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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
Saved in:
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
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