Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Trend-cycle decomposition for...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Peru
111
Volatilität
46
Theorie
42
Theory
42
Perú
40
Estimation
35
Schätzung
35
Time series analysis
31
Zeitreihenanalyse
31
Exchange rate
24
Latin America
24
Wechselkurs
24
Lateinamerika
23
VAR model
23
VAR-Modell
23
Aktienmarkt
22
Stock market
22
ARCH model
21
ARCH-Modell
21
Bayes-Statistik
21
Bayesian inference
21
Schock
21
Shock
21
Einheitswurzeltest
20
Unit root test
20
Bruttoinlandsprodukt
16
Capital market returns
16
Estimation theory
16
Gross domestic product
16
Kapitalmarktrendite
16
Schätztheorie
16
Unemployment
16
Business cycle
15
Inflation
15
Konjunktur
15
Stochastic process
15
Stochastischer Prozess
15
Canada
14
Structural break
14
more ...
less ...
Online availability
All
Free
28
Undetermined
14
Type of publication
All
Book / Working Paper
28
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
45
Undetermined
2
Spanish
1
Author
All
Rodriguez, Gabriel
48
Abanto-Valle, Carlos A.
4
Alanya, Willy
4
Garrafa-Aragón, Hernán B.
4
Ojeda Cunya, Junior Alex
4
Humala A., Alberto
3
Tramontana, Roxana
3
Alvaro, Dennis
2
Ataurima Arellano, Miguel
2
Calero, Roberto
2
Castillo B., Paul
2
Castro Cepero, Luis M.
2
Chávez, Paulo
2
Gonzáles Tanaka, José Carlos
2
Guillén, Ángel
2
Herrera Aramburú, Andrés
2
Manner, Hans
2
Salcedo Cisneros, Rodrigo
2
Stöckler, Florian
2
Vassallo, Renato
2
Alvarado, Mauricio
1
Collantes, Erika
1
Fallahi, Firouz
1
Fernández Prada Saucedo, Jean Pierre
1
Guevara, Brenda
1
Lengua Lafosse, Patricia
1
Ojeda, Junior
1
Pardo Fidueroa, Renzo
1
Pourtaghi, Hamed
1
Pérez Rojo, Flavio
1
Santisteban, Joseph
1
Surco, Luis
1
Urbina, Dante A.
1
Yamuca Salvatierra, Lorena
1
more ...
less ...
Institution
All
Departamento de Economía, Pontificia Universidad Católica del Perú
2
Published in...
All
Documento de trabajo
12
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
11
Review of world economics
3
Documentos de Trabajo / Working Papers
2
Serie de documentos de trabajo
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Computational economics
1
Economic modelling
1
Graz economics papers : GEP
1
International journal of monetary economics and finance
1
International journal of social economics
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Macroeconomics and finance in emerging market economies
1
Monetaria
1
Portuguese economic journal
1
Review of Pacific Basin financial markets and policies
1
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
RePEc
2
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
