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~person:"Sentana, Enrique"
~person:"Teräsvirta, Timo"
~subject:"Börsenkurs"
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MEDEA: a DSGE model for the Sp...
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Börsenkurs
Schätztheorie
132
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Sentana, Enrique
Teräsvirta, Timo
Bali, Turan G.
20
Kapetanios, George
16
Farinós Viñas, José Emilio
13
Pesaran, M. Hashem
13
Tang, Yi
13
Engle, Robert F.
12
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12
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12
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10
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10
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10
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10
Maheswaran, S.
9
Herrero, Begoña
8
Kim, Donggyu
8
Li, Jia
8
Malec, Peter
8
Runde, Ralf
8
Allen, David E.
7
Bauwens, Luc
7
Bollerslev, Tim
7
Faff, Robert W.
7
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7
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6
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5
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ECONIS (ZBW)
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Riesgo y rentabilidad en el mercado de valores español
Sentana, Enrique
- In:
Moneda y crédito : revista de economía
(
1995
),
pp. 133-160
Persistent link: https://www.econbiz.de/10001184102
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2
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
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3
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
Saved in:
4
Risk and return in January : some UK evidence
Dēmos, Antōnēs A.
- In:
Econometric analysis of financial markets
,
(pp. 185-202)
.
1994
Persistent link: https://www.econbiz.de/10001284429
Saved in:
5
Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
Saved in:
6
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
8
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
9
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
10
Feedback traders and stock return autocorrelations : evidence from a century of daily data
Sentana, Enrique
- In:
The economic journal : the journal of the Royal …
102
(
1992
)
411
,
pp. 415-425
Persistent link: https://www.econbiz.de/10001129728
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