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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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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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Improved HAC covariance matrix estimation based on forecast errors
Kuan, Chung-ming; Hsieh, Yu-wei - In: Economics letters 99 (2008) 1, pp. 89-92
Persistent link: https://www.econbiz.de/10003723242
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Testing parameter constancy in models with infinite variance errors
Chen, Mei-yuan; Kuan, Chung-ming - In: Economics letters 72 (2001) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10001577873
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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Spurious number of breaks
Nunes, Luis C. - In: Economics letters 50 (1996) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming - In: Economics letters 44 (1994) 3, pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948472
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721