Author:
Fiorentini Gabriele,Sentana Enrique
Funder
Spanish Ministry of Economy & Competitiveness
Subject
Applied Mathematics,Economics and Econometrics
Reference39 articles.
1. Sequential estimators of shape parameters in multivariate dynamic models;Amengual;J. Econometrics,2013
2. A comparison of mean–variance efficiency tests;Amengual;J. Econometrics,2010
3. Inference in multivariate dynamic models with elliptical innovations, mimeo, CEMFI;Amengual,2011
4. Comment;Andrews;J. Bus. Econom. Statist.,2014
5. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model;Bollerslev;Rev. Econ. Stat.,1990
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献