Narrow search
Showing 1 - 10 of 19
Cover Image
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
Cover Image
Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
Cover Image
Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
Cover Image
An EM algorithm for conditionally heteroskedastic factor models
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948473
Cover Image
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
Cover Image
Constrained indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001599297
Cover Image
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - In: Journal of econometrics 102 (2001) 2, pp. 143-164
Persistent link: https://www.econbiz.de/10001580599
Cover Image
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil G. - 2003
Persistent link: https://www.econbiz.de/10001786004
Cover Image
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele (contributor);  … - 2003 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
Cover Image
On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2003
Persistent link: https://www.econbiz.de/10001747011