Sfoglia per Autore  

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Titolo Data di pubblicazione Autore(i) File
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
Mostrati risultati da 1 a 20 di 62
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