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Direct inflation targets
King, Mervyn - In: Monetary policy strategies in Europe : a symposium at …, (pp. 45-75). 1996
Persistent link: https://www.econbiz.de/10001294121
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The effects of profit-sharing on employment, wages, stock returns and productivity : evidence from UK micro-data
Wadhwani, Sushil B.; Wall, Martin - 1988
Persistent link: https://www.econbiz.de/10000769165
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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - In: Investigaciones económicas 21 (1997) 2, pp. 297-359
Persistent link: https://www.econbiz.de/10001234518
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Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
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An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 177 (2013) 2, pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Dynamic factor models, (pp. 215-282). 2016
Persistent link: https://www.econbiz.de/10011448666
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Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408299
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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/10011408301