//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Sentana, E"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theorie
85
Theory
85
Estimation theory
64
Schätztheorie
64
Statistical test
36
Statistischer Test
36
Time series analysis
34
Zeitreihenanalyse
34
Portfolio selection
28
Portfolio-Management
28
Estimation
24
Schätzung
24
Volatility
22
Volatilität
22
CAPM
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Capital income
19
Kapitaleinkommen
19
Method of moments
19
Momentenmethode
19
USA
18
United States
18
ARCH model
15
Statistical distribution
13
Statistische Verteilung
13
Aktienmarkt
12
Cointegration
12
Gross domestic product
12
Kointegration
12
National income
12
Nationaleinkommen
12
Regression analysis
12
Regressionsanalyse
12
Stock market
12
Financial market
11
Finanzmarkt
11
Bruttoinlandsprodukt
10
Factor analysis
10
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
10
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
8
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
15
Author
All
Sentana, Enrique
15
Fiorentini, Gabriele
12
Calzolari, Giorgio
6
Shephard, Neil G.
5
Dēmos, Antōnēs A.
2
Institution
All
Instituto Valenciano de Investigaciones Económicas
1
Published in...
All
Documento de trabajo / Centro de Estudios Monetarios y Financieros
4
CEMFI working paper
2
Discussion paper series / LSE Financial Markets Group
2
Journal of econometrics
2
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Oxford Financial Research Centre economics series
1
The econometrics journal
1
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
2004
Persistent link: https://www.econbiz.de/10002506337
Saved in:
2
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
Saved in:
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
Likelihood-based estimation of latent Generalised ARCH structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
-
2002
Persistent link: https://www.econbiz.de/10001726581
Saved in:
5
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 10-25
Persistent link: https://www.econbiz.de/10003778191
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
9
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
-
2003
Persistent link: https://www.econbiz.de/10001786004
Saved in:
10
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10001580599
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->