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type_genre:"Arbeitspapier"
~person:"Sentana, Enrique"
~subject:"ARCH model"
~type_genre:"Working Paper"
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ARCH model
Estimation theory
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Statistical test
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
8
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Sentana, Enrique
Hafner, Christian M.
9
Francq, Christian
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Audrino, Francesco
7
Linton, Oliver
6
Rahbek, Anders
6
Sheppard, Kevin
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Engle, Robert F.
5
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Preminger, Arie
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5
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5
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4
Fiorentini, Gabriele
4
Koopman, Siem Jan
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Lütkepohl, Helmut
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Ooms, Marius
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Pedersen, Rasmus Søndergaard
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Silvennoinen, Annastiina
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Violante, Francesco
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Bauwens, Luc
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Calzolari, Giorgio
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Carnero, M. Angeles
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Gorgi, Paolo
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Grassi, Stefano
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Krämer, Walter
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Lucas, André
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McAleer, Michael
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ECONIS (ZBW)
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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
Saved in:
2
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
3
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
4
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
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