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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil G. - 2003
Persistent link: https://www.econbiz.de/10001786004
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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
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Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele; Maravall Herrero, Agustín - 1994
Persistent link: https://www.econbiz.de/10000147942
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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000151461
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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele (contributor);  … - 2003 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
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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
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Overcoming nonadmissibility in ARIMA-model-based signal extraction
Fiorentini, Gabriele; Planas, Christophe - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 455-464
Persistent link: https://www.econbiz.de/10001646383
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Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele; León Valle, Ángel Manuel; … - In: Journal of empirical finance 9 (2002) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
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Likelihood-based estimation of latent Generalised ARCH structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil G. - 2002
Persistent link: https://www.econbiz.de/10001726581
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Likelihood-based estimation of latent generalized arch structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1481-1517
Persistent link: https://www.econbiz.de/10002197476