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GABRIEL RODRIGUEZ

GABRIEL RODRIGUEZ

GABRIEL RODRIGUEZ

PhD in Economics (Econometrics), UNIVERSIDAD DE MONTREAL

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Máster en Ciencias (UNIVERSIDAD DE MONTREAL)

Licenciado en Economía
DOCENTE ORDINARIO - PRINCIPAL
Docente a tiempo completo (DTC)
Departamento Académico de Economía - Sección Economía

Publicaciones

Se encontraron 138 publicaciones

RODRIGUEZ, G.(2017). Extreme Value Theory: An Application to the Peruvian Stock Market Returns. Revista de Métodos Cuantitativos para la Economía y la Empresa. Volumen: 23. (pp. 48 - 74). Recuperado de: https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2686
RODRIGUEZ, G.(2017). Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory. North American Journal of Economics and Finance. Volumen: 42. (pp. 393 - 420). Recuperado de: https://www.sciencedirect.com/science/article/abs/pii/S1062940817302413
Álvaro, D.; Guillén, Á.; RODRIGUEZ, G.(2017). Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts. Review of World Economics. Volumen: 153. (pp. 71 - 103). Recuperado de: https://link.springer.com/article/10.1007/s10290-016-0271-z
RODRIGUEZ, G.(2017). Selecting Between Autoregressive Conditional Heterocedasticidity Models: An Empirical Application to the Volatility of Stock Returns in Peru. Revista de Análisis Económico. Volumen: 32. (pp. 69 - 94). Recuperado de: http://www.rae-ear.org/index.php/rae/article/view/544
Quineche, R. y RODRIGUEZ, G.(2017). Selecting the Lag Length for the MGLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations Test for a Unit Root with Structural Change. Econometrics. Volumen: 5. (pp. 1 - 10). Recuperado de: http://www.mdpi.com/2225-1146/5/2/17/htm
RODRIGUEZ, G.(2016). A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers. Communications in Statistics: Simulation and Computation. Volumen: 45. (pp. 207 - 221). Recuperado de: http://www.tandfonline.com/toc/lssp20/current#.Vjfv87cveiM
OJEDA, J. A. y RODRIGUEZ, G.(2016). An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns. Macroeconomics and Finance in Emerging Market Economies. Volumen: 9. (pp. 34 - 45). Recuperado de: http://www.tandfonline.com/toc/reme20/9/1?nav=tocList
Ojeda, J. A. y RODRIGUEZ, G.(2016). An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns. Macroeconomics and Finance in Emerging Market Economies. Volumen: 9. (pp. 34 - 55). Recuperado de: http://www.tandfonline.com/toc/reme20/9/1?nav=tocList