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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - In: The econometrics journal 1 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
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The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique - In: The econometrics journal 12 (2009) 3, pp. 65-101
Persistent link: https://www.econbiz.de/10003948817
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Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio; Di Iorio, Francesca; Fiorentini, … - In: The econometrics journal 1 (1998) 1, pp. 100-112
Persistent link: https://www.econbiz.de/10001443683
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Indirect estimation of α-stable distributions and processes
Lombardi, Marco; Calzolari, Giorgio - In: The econometrics journal 11 (2008) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10003648683
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Indirect Estimation of α-Stable Distributions and Processes
Lombardi, Marco J.; Calzolari, Giorgio - In: The econometrics journal 11 (2008) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10007916426
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The econometrics of mean-variance efficiency tests: a survey
Sentana, Enrique - In: The econometrics journal 12 (2009) 3, pp. C65
Persistent link: https://www.econbiz.de/10008336841