Sfoglia per Autore
Estimating Variances and Covariances in a Censored Regression Model
1993 G. CALZOLARI; G. FIORENTINI
Alternative Covariance Estimators of the Standard Tobit Model
1993 G. CALZOLARI; G. FIORENTINI
Analytic Derivatives and the Computation of GARCH Estimates
1996 G. FIORENTINI; G. CALZOLARI; L. PANATTONI
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment
1996 G. FIORENTINI; MARAVALL A.
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models
1998 G. CALZOLARI; FIORENTINI G.; SENTANA E.
Indirect Estimation of Continuous Time Interest Rate Models
1998 G. CALZOLARI; DI IORIO F.; FIORENTINI G.
A Tobit Model with GARCH Errors
1998 G. CALZOLARI; FIORENTINI G
From Autocovariances to Moving Average: An Algorithm Comparison
1998 G. FIORENTINI; C. PLANAS
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time
1998 G. CALZOLARI; F. DI IORIO ; G. FIORENTINI
“Conditional Means of Time Series Processes and Time Series Processes for Conditional Means. ”
1998 G. FIORENTINI; SENTANA E.
Indirect Estimation of Just-Identified Models with Control Variates.
1999 G. CALZOLARI; F. DI IORIO; G. FIORENTINI
La Estimacion Diaria de la Prima de Riesgo de la Volatilidad
1999 G. FIORENTINI; A. LEON A.; G. RUBIO
Indirect Inference and Variance Reduction using Control Variates
1999 G. CALZOLARI; F. DI IORIO; G. FIORENTINI
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality.
2000 G. FIORENTINI; E. SENTANA; G. CALZOLARI
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models
2001 G. CALZOLARI; FIORENTINI G; SENTANA E
Constrained indirect inference estimation.
2001 G. CALZOLARI; G. FIORENTINI; E. SENTANA
"Overcoming Non-Admissibility in ARIMA model based Signal Extraction"
2001 G. FIORENTINI; C. PLANAS
“Identification, estimation and testing of conditionally heteroskedastic factor models”
2001 E. SENTANA; G. FIORENTINI
Indirect Inference and Variance Reduction using Control Variates
2001 G. CALZOLARI; F. DI IORIO; G. FIORENTINI
“Estimation and Empirical Performance of Heston's Stochastic Volatility Model: The Case of a Thinly Traded Market”
2002 G. FIORENTINI; A. LEON; G. RUBIO
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