AAAAAA

   
Results: 1-8 |
Results: 8
AN EM ALGORITHM FOR CONDITIONALLY HETEROSCEDASTIC FACTOR MODELS
Authors: DEMOS A SENTANA E
Citation: A. Demos et E. Sentana, AN EM ALGORITHM FOR CONDITIONALLY HETEROSCEDASTIC FACTOR MODELS, Journal of business & economic statistics, 16(3), 1998, pp. 357-361
TESTING FOR GARCH EFFECTS - A ONE-SIDED APPROACH
Authors: DEMOS A SENTANA E
Citation: A. Demos et E. Sentana, TESTING FOR GARCH EFFECTS - A ONE-SIDED APPROACH, Journal of econometrics, 86(1), 1998, pp. 97-127
ESTIMATION OF A TRIANGULAR, SEEMINGLY UNRELATED, REGRESSION SYSTEM BYOLS
Authors: SENTANA E
Citation: E. Sentana, ESTIMATION OF A TRIANGULAR, SEEMINGLY UNRELATED, REGRESSION SYSTEM BYOLS, Econometric theory, 14(2), 1998, pp. 289-290
CONDITIONAL MEANS OF TIME-SERIES PROCESSES AND TIME-SERIES PROCESSES FOR CONDITIONAL MEANS
Authors: FIORENTINI G SENTANA E
Citation: G. Fiorentini et E. Sentana, CONDITIONAL MEANS OF TIME-SERIES PROCESSES AND TIME-SERIES PROCESSES FOR CONDITIONAL MEANS, International economic review, 39(4), 1998, pp. 1101-1118
MULTIVARIATE REGRESSION WITH UNEQUAL NUMBER OF OBSERVATIONS
Authors: SENTANA E
Citation: E. Sentana, MULTIVARIATE REGRESSION WITH UNEQUAL NUMBER OF OBSERVATIONS, Econometric theory, 13(4), 1997, pp. 613-614
MARGINALIZATION AND CONTEMPORANEOUS AGGREGATION IN MULTIVARIATE GARCHPROCESSES
Authors: NIJMAN T SENTANA E
Citation: T. Nijman et E. Sentana, MARGINALIZATION AND CONTEMPORANEOUS AGGREGATION IN MULTIVARIATE GARCHPROCESSES, Journal of econometrics, 71(1-2), 1996, pp. 71-87
QUADRATIC ARCH MODELS
Authors: SENTANA E
Citation: E. Sentana, QUADRATIC ARCH MODELS, Review of Economic Studies, 62(4), 1995, pp. 639-661
VOLATILITY AND LINKS BETWEEN NATIONAL STOCK MARKETS
Authors: KING M SENTANA E WADHWANI S
Citation: M. King et al., VOLATILITY AND LINKS BETWEEN NATIONAL STOCK MARKETS, Econometrica, 62(4), 1994, pp. 901-933
Risultati: 1-8 |