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Sentana, Enrique
17
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6
Peñaranda, Francisco
6
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5
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1
The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique
- In:
Annales d'économie et de statistique
(
2000
),
pp. 1-19
Persistent link: https://www.econbiz.de/10001536202
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2
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
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3
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
Saved in:
4
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Economics letters
83
(
2004
)
3
,
pp. 307-312
Persistent link: https://www.econbiz.de/10002049074
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5
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003572666
Saved in:
6
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10009743648
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7
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
8
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008663535
Saved in:
9
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011333153
Saved in:
10
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
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