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
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
Citation: T. Nijman et E. Sentana, MARGINALIZATION AND CONTEMPORANEOUS AGGREGATION IN MULTIVARIATE GARCHPROCESSES, Journal of econometrics, 71(1-2), 1996, pp. 71-87