Narrow search
Showing 1 - 5 of 5
Cover Image
The rise and fall of the natural interest rate
Fiorentini, Gabriele; Galesi, Alessandro; … - 2018
Persistent link: https://www.econbiz.de/10011933764
Cover Image
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011796062
Cover Image
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2016
Persistent link: https://www.econbiz.de/10011799265
Cover Image
Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10011713398
Cover Image
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011795961