Narrow search
Showing 1 - 10 of 15
Cover Image
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
Cover Image
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
Cover Image
Searching for additive outliers in nonstationary time series
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459085
Cover Image
The economic impact of professional teams on monthly hotel occupancy rates of Canadian cities : a Box-Jenkins approach
Lavoie, Marc; Rodriguez, Gabriel - In: Journal of sports economics 6 (2005) 3, pp. 314-324
Persistent link: https://www.econbiz.de/10003037254
Cover Image
Impact of monetary policy shocks in the Peruvian economy over time
Pérez Rojo, Flavio; Rodriguez, Gabriel - 2023 - This version: August 21, 2023
Persistent link: https://www.econbiz.de/10014430521
Cover Image
Regime-switching, stochastic volatility, fiscal policy shocks and macroeconomic fluctuations in Peru
Rodriguez, Gabriel; Santisteban, Joseph - 2024 - Primera edición
Persistent link: https://www.econbiz.de/10015156949
Cover Image
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
Cover Image
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; … - 2020
Persistent link: https://www.econbiz.de/10012435606
Cover Image
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre; Rodriguez, Gabriel - 2020
Persistent link: https://www.econbiz.de/10012435636
Cover Image
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 272-286
Persistent link: https://www.econbiz.de/10012655392