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accessRights:"free"
~person:"Rodriguez, Gabriel"
~subject:"Stock market"
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Rodriguez, Gabriel
Ilomäki, Jukka
7
Laurila, Hannu
7
McAleer, Michael
7
Weber, Michael
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Carpenter, Jennifer N.
5
Glabadanidis, Paskalis
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Lu, Fangzhou
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Payne, Richard
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Sarno, Lucio
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Schmidt, Lawrence
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Valente, Giorgio
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Wang, Qingwei
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Whitelaw, Robert
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Xie, Ru
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Zakamulin, Valeriy
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Al-Mulali, Usama
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Al-hajj, Ekhlas
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Atmaz, Adem
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Basak, Suleyman
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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ECONIS (ZBW)
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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
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2
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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3
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
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4
Extreme value theory : an application to the Peruvian stock market returns
Calderón Vela, Alfredo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415274
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