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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Documento de trabajo / Centro de Estudios Monetarios y Financieros"
~isPartOf:"Economics letters"
~person:"Kurita, Takamitsu"
~person:"Sentana, Enrique"
~subject:"Stock market"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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MEDEA: a DSGE model for the Sp...
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Kurita, Takamitsu
Sentana, Enrique
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Discussion paper series / LSE Financial Markets Group
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ECONIS (ZBW)
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1
Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000955509
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2
Risk and return in the Spanish stock market
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000917450
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3
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
Persistent link: https://www.econbiz.de/10000970451
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4
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
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5
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
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6
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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7
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
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8
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
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9
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
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