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Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 10-25
Persistent link: https://www.econbiz.de/10003778191
Saved in:
2
Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
2004
Persistent link: https://www.econbiz.de/10002506337
Saved in:
3
Likelihood-based estimation of latent generalized arch structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1517
Persistent link: https://www.econbiz.de/10002197476
Saved in:
4
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
5
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
6
Likelihood-based estimation of latent Generalised ARCH structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
-
2002
Persistent link: https://www.econbiz.de/10001726581
Saved in:
7
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
-
2003
Persistent link: https://www.econbiz.de/10001786004
Saved in:
8
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
Saved in:
9
On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2003
Persistent link: https://www.econbiz.de/10001747011
Saved in:
10
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Economics letters
83
(
2004
)
3
,
pp. 307-312
Persistent link: https://www.econbiz.de/10002049074
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