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~person:"Rodriguez, Gabriel"
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Capital market returns
9
Kapitalmarktrendite
9
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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Exchange rate
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Rodriguez, Gabriel
McAleer, Michael
69
Weber, Michael
31
Bali, Turan G.
30
Zaremba, Adam
30
Cakici, Nusret
28
Chang, Chia-Lin
26
Nagel, Stefan
17
Lettau, Martin
16
Stambaugh, Robert F.
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Allen, David E.
14
Asai, Manabu
14
Zhou, Guofu
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Hasan, Iftekhar
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Hjalmarsson, Erik
13
Kang, Wensheng
13
Kelly, Bryan T.
13
Long, Huaigang
13
Massa, Massimo
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Neuhierl, Andreas
13
Papanikolaou, Dimitris
13
Ratti, Ronald A.
13
Whitelaw, Robert
13
Demirtas, K. Ozgur
12
Glabadanidis, Paskalis
12
Whitelaw, Robert F.
12
Bartram, Söhnke M.
11
Chiah, Mardy
11
Freyberger, Joachim
11
Griffin, John M.
11
Hirshleifer, David
11
Adam, Klaus
10
Atilgan, Yigit
10
Da, Zhi
10
Donangelo, Andres
10
Grossman, Richard S.
10
Guo, Hui
10
Hsu, Po-Hsuan
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Linnainmaa, Juhani
10
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
8
International journal of monetary economics and finance
1
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ECONIS (ZBW)
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1
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
Saved in:
9
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
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