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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000952880
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2
Likelihood-based estimation of latent Generalised ARCH structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
-
2002
Persistent link: https://www.econbiz.de/10001726581
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3
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
Saved in:
4
The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2000
Persistent link: https://www.econbiz.de/10001525130
Saved in:
5
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
Persistent link: https://www.econbiz.de/10000970451
Saved in:
6
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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7
Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
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8
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
9
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
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10
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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