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ARCH model
Peru
75
Volatility
48
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46
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45
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45
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37
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37
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30
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14
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Rodriguez, Gabriel
21
Alanya, Willy
3
Abanto-Valle, Carlos A.
2
Alvaro, Dennis
2
Castro Cepero, Luis M.
2
Garrafa-Aragón, Hernán B.
2
Gonzáles Tanaka, José Carlos
2
Guillén, Ángel
2
Ojeda Cunya, Junior Alex
2
Ataurima Arellano, Miguel
1
Bedón, Paul
1
Collantes, Erika
1
Fernández Prada Saucedo, Jean Pierre
1
Herrera Aramburú, Andrés
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Tramontana, Roxana
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
8
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2
Computational economics
1
International journal of monetary economics and finance
1
Journal of emerging market finance
1
Macroeconomics and finance in emerging market economies
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Review of Pacific Basin financial markets and policies
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Review of development finance
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Revista de análisis económico
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Revista de métodos cuantitativos para la economía y la empresa
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models : empirical evidence from emerging and developed markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
- In:
Computational economics
64
(
2024
)
3
,
pp. 1775-1801
Persistent link: https://www.econbiz.de/10015143955
Saved in:
2
Asymmetries in volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538600
Saved in:
3
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538601
Saved in:
4
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
Saved in:
5
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
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6
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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7
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:
8
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415396
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9
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
10
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
- In:
Review of world economics
153
(
2017
)
1
,
pp. 71-103
Persistent link: https://www.econbiz.de/10011889303
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