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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"CEMFI working paper"
~person:"Sentana, Enrique"
~source:"econis"
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Stochastic process
Volatility
Estimation theory
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Maximum likelihood estimation
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finite normal mixtures
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outer product of the score
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structural vector autoregressions
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Sentana, Enrique
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The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
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2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
2
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
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2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
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2017
Persistent link: https://www.econbiz.de/10011686422
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