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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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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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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000952880
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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000954651
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele - In: International economic review 39 (1998) 4, pp. 1101-1118
Persistent link: https://www.econbiz.de/10001338784
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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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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E. - In: Journal of econometrics 71 (1996) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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An index of co-movements in financial time series
Sentana, Enrique; Shah, Mushtaq - 1994
Persistent link: https://www.econbiz.de/10000893176
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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele; Sentana, Enrique - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000965277