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The rise and fall of the natural interest rate
Fiorentini, Gabriele; Galesi, Alessandro; … - 2018
Persistent link: https://www.econbiz.de/10011933764
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Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011795961
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011796062
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10011713398
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2016
Persistent link: https://www.econbiz.de/10011799265