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~subject:"Volatilität"
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Volatilität
Theorie
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Sentana, Enrique
24
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7
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5
Fiorentini, Gabriele
4
Carrasco, Marine
3
King, Mervyn
3
Wadhwani, Sushil B.
3
Chen, Xiaohong
2
Mencia, Javier
2
Tian, Zhanyuan
2
Xiu, Dacheng
2
Aït-Sahalia, Yacine
1
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Econometric theory
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
3
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
Saved in:
4
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
5
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879525
Saved in:
6
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011900148
Saved in:
7
An index of co-movements in financial time series
Sentana, Enrique
;
Shah, Mushtaq
-
1994
Persistent link: https://www.econbiz.de/10000893176
Saved in:
8
Volatility and links between national stock markets
King, Mervyn
;
Sentana, Enrique
;
Wadhwani, Sushil B.
-
1990
Persistent link: https://www.econbiz.de/10000806989
Saved in:
9
Volatility and links between national stock markets
King, Mervyn
;
Sentana, Enrique
;
Wadhwani, Sushil B.
-
1993
Persistent link: https://www.econbiz.de/10000875068
Saved in:
10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
Saved in:
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