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~subject:"Volatility"
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Estimation and testing of dyna...
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Volatility
Theorie
98
Theory
97
Estimation theory
65
Schätztheorie
65
Statistical test
37
Statistischer Test
37
Time series analysis
36
Zeitreihenanalyse
36
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34
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34
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28
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14
Nationaleinkommen
14
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14
Bruttoinlandsprodukt
13
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13
Finanzmarkt
13
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English
26
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Sentana, Enrique
27
Fiorentini, Gabriele
7
Mencía, Javier
7
King, Mervyn
3
Wadhwani, Sushil B.
3
Amengual, Dante
2
Mencia, Javier
2
Shephard, Neil
2
Tian, Zhanyuan
2
Calzolari, Giorgio
1
Meníca, Javier
1
SENTANA, ENRIQUE
1
Shah, Mushtaq
1
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Economics Group, Nuffield College, University of Oxford
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1
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CEMFI working paper
5
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3
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2
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2
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1
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ECONIS (ZBW)
24
RePEc
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1
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:
2
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
3
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879525
Saved in:
4
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011900148
Saved in:
5
An index of co-movements in financial time series
Sentana, Enrique
;
Shah, Mushtaq
-
1994
Persistent link: https://www.econbiz.de/10000893176
Saved in:
6
Volatility and links between national stock markets
King, Mervyn
;
Sentana, Enrique
;
Wadhwani, Sushil B.
-
1990
Persistent link: https://www.econbiz.de/10000806989
Saved in:
7
Volatility and links between national stock markets
King, Mervyn
;
Sentana, Enrique
;
Wadhwani, Sushil B.
-
1993
Persistent link: https://www.econbiz.de/10000875068
Saved in:
8
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
Saved in:
9
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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