Sfoglia per Autore
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations
2003 FIORENTINI G; SENTANA E; G. CALZOLARI
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models
2004 G. FIORENTINI; E. SENTANA; G. CALZOLARI
Constrained Indirect Estimation
2004 G. CALZOLARI; G. FIORENTINI; E. SENTANA
Likelihood-based Estimation of Latent Generalized ARCH Structure
2004 G. FIORENTINI; E. SENTANA E.; N. SHEPHARD
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks
2007 E.Sentana; G.Calzolari; G.Fiorentini
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks
2008 E. SENTANA; G. CALZOLARI; G. FIORENTINI
The marginal likelihood of Structural Time Series Models, with application to the US and the euro area NAIRU
2008 Gabriele Fiorentini; Christophe Planas; Alessandro Rossi
Bayesian Analysis of Output Gap
2008 C. PLANAS; A. ROSSI A; G. FIORENTINI
New testing approaches for mean variance predictability
2010 Gabriele Fiorentini; Enrique Sentana
Tests for serial dependence in static, nongaussian factor models
2012 Gabriele Fiorentini; Enrique Sentana
Efficient MCMC sampling in dynamic mixture models
2012 Gabriele Fiorentini; Christophe Planas; Alessandro Rossi
Sequential estimation of shape parameters in multivariate dynamic models
2012 Dante Amengual; Gabriele Fiorentini; Enrique Sentana
The marginal likelihood of dynamic mixture models
2012 G. Fiorentini; C. Planas; A. Rossi
Dynamic specification tests for static factor models
2012 Gabriele Fiorentini; Enrique Sentana
Latent factor models with conditional heteroskedasticity: estimation and forecast
2013 Giorgio Calzolari; Gabriele Fiorentini; Gian Piero Aielli
Fast indirect estimation of latent factor models with conditional heteroskedasticity
2013 Gian Piero Aielli; Giorgio Calzolari; Gabriele Fiorentini
Sequential estimation of shape parameters in multivariate dynamic models
2013 Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique
Efficient MCMC sampling in dynamic mixture models
2014 Gabriele Fiorentini, Christophe Planas, Alessandro Rossi
Comment on "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods"
2014 Fiorentini, Gabriele; Sentana, Enrique
Tests for serial depedence in static, non-Gaussian factor models
2015 Fiorentini, Gabriele
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