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On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele
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Sentana, Enrique
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Calzolari, Giorgio
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2003
Persistent link: https://www.econbiz.de/10001747011
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Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique
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Calzolari, Giorgio
;
Fiorentini, Gabriele
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2004
Persistent link: https://www.econbiz.de/10002506337
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