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subject:"Volatilität"
~person:"Sentana, Enrique"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
65
Schätztheorie
65
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23
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23
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14
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14
Time series analysis
14
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Sentana, Enrique
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Ghysels, Eric
9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Linton, Oliver
8
Wang, Yazhen
8
Ardia, David
7
Bibinger, Markus
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Croux, Christophe
7
Daníelsson, Jón
7
Fernández-Villaverde, Jesús
7
Francq, Christian
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Nelson, Daniel B.
7
Nolte, Ingmar
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
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Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
3
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
4
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
5
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
6
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
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