Narrow search
Showing 1 - 10 of 71
Cover Image
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
Cover Image
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
Cover Image
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997
Persistent link: https://www.econbiz.de/10000970451
Cover Image
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000973039
Cover Image
Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
Cover Image
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
Cover Image
Risk and return in January : some UK evidence
Dēmos, Antōnēs A. - In: Econometric analysis of financial markets, (pp. 185-202). 1994
Persistent link: https://www.econbiz.de/10001284429
Cover Image
Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique - In: The review of economic studies 58 (1991) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
Cover Image
Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Cover Image
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A. - In: Journal of econometrics 86 (1998) 1, pp. 97-127
Persistent link: https://www.econbiz.de/10001243865