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Volatilität
Peru
75
Volatility
47
Theorie
41
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41
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34
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34
Time series analysis
30
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30
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Rodriguez, Gabriel
45
Abanto-Valle, Carlos A.
4
Alanya, Willy
4
Garrafa-Aragón, Hernán B.
4
Ojeda Cunya, Junior Alex
4
Humala A., Alberto
3
Alvaro, Dennis
2
Ataurima Arellano, Miguel
2
Calero, Roberto
2
Castillo B., Paul
2
Castro Cepero, Luis M.
2
Chávez, Paulo
2
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2
Guillén, Ángel
2
Herrera Aramburú, Andrés
2
Manner, Hans
2
Salcedo Cisneros, Rodrigo
2
Stöckler, Florian
2
Tramontana, Roxana
2
Vassallo, Renato
2
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1
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1
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1
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1
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Pourtaghi, Hamed
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Documento de trabajo
11
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
11
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3
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
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1
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1
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1
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1
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
Saved in:
2
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
Saved in:
3
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:
4
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model
Rodriguez, Gabriel
- In:
Review of development finance
6
(
2016
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10011588077
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
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
6
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
Saved in:
7
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:
8
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
9
The unemployment rate, unemployment volatility, and crime
Fallahi, Firouz
;
Pourtaghi, Hamed
;
Rodriguez, Gabriel
- In:
International journal of social economics
39
(
2012
)
5/6
,
pp. 440-448
Persistent link: https://www.econbiz.de/10009672915
Saved in:
10
Foreign exchange intervention and exchange rate volatility in Peru
Humala A., Alberto
;
Rodriguez, Gabriel
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1485-1491
Persistent link: https://www.econbiz.de/10008938899
Saved in:
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