Personal profile
Research Interests
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Dive into the research topics where Gloria Patricia Lengua Lafosse is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Projects
- 4 Finished
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A-128-2019: Volatilidades, correlaciones y contagio en los retornos bursátiles de Perú, América Latina y EE.UU: Aplicación de Modelos Multivariados de heterocedasticidad Condicional Autoregresiva
1/12/18 → 30/08/20
Project: Internal Funds (Contest)
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A-127-2019: Análisis de choques de política fiscal en modelos DSGE para la economía Peruana
1/12/18 → 30/08/20
Project: Internal Funds (Contest)
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IP-123-2018: Estimación bayesiana de un modelo de economía abierta con dolarización parcial incluyendo vínculos reales - financieros para la economía peruana.
1/12/17 → 30/08/19
Project: Internal Funds (Contest)
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IP-097-2018: An Empirical Application of a Stochastic Volatility Model with GH Skew Student´s t-Distribution to the Volatility of Latin-American Stock Returns
1/12/17 → 30/08/19
Project: Internal Funds (Contest)
Research output
- 1 Article
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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, P. & Rodríguez, G., Aug 2018, In: Quarterly Review of Economics and Finance. 69, p. 155-173 19 p.Research output: Contribution to journal › Article › peer-review
Open Access12 Scopus citations