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~isPartOf:"Documento de trabajo / Centro de Estudios Monetarios y Financieros"
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Documento de trabajo / Centro de Estudios Monetarios y Financieros
Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio
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Fiorentini, Gabriele
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Sentana, Enrique
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2000
Persistent link: https://www.econbiz.de/10001486774
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The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele
;
Sentana, Enrique
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Calzolari, Giorgio
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2000
Persistent link: https://www.econbiz.de/10001525130
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
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1995
Persistent link: https://www.econbiz.de/10000924232
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