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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011879525
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Dynamic specification tests for static factor models
Fiorentini, Gabriele; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914397
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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
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Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele; Sentana, Enrique - 2013
Persistent link: https://www.econbiz.de/10010376711
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Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele; Sentana, Enrique - 2014
Persistent link: https://www.econbiz.de/10011408229
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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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Moment tests of independent components
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660817
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Multivariate Hermite polynomials and information matrix tests
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660820
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660824
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10009743572