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Demanda de dinero y estacionalidad en el mercado monetario

Rodriguez, Gabriel - In: Economía : revista del Departamento de Economía, … 16 (1995) 32, pp. 141-157

Persistent link: https://www.econbiz.de/10001189299

An empirical note about additive outliers and nonstationarity in Latin-American inflation series

Rodriguez, Gabriel - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 361-372

Persistent link: https://www.econbiz.de/10002080079

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

Extreme value theory : an application to the Peruvian stock market returns

Rodriguez, Gabriel - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 48-74

Using daily observations of the index and stock market returns for the Peruvian case from January 3, 1990 to May 31, 2013, this paper models the distribution of daily loss probability, estimates maximum quantiles and tail probabilities of this distribution, and models the extremes through a...

Persistent link: https://www.econbiz.de/10011689643