Fiorentini, Gabriele
VIAF ID: 20385509 ( Personal )
Permalink: http://viaf.org/viaf/20385509
Preferred Forms
- 100 1 _ ‡a Fiorentini, Gabriele
- 100 1 0 ‡a Fiorentini, Gabriele
- 100 1 _ ‡a Fiorentini, Gabriele
- 100 1 _ ‡a Fiorentini, Gabriele
- 100 1 _ ‡a Fiorentini, Gabriele
- 100 1 _ ‡a Fiorentini, Gabriele
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4xx's: Alternate Name Forms (1)
Works
Title | Sources |
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Analytic derivatives and the computation of garch estimates | |
Conditional heteroskedasticity in nonlinear simultaneous equations | |
Conditional means of time series processes and time series processes for conditional means | |
Constrained EMM and indirect inference estimation | |
Control variates for variance reduction in indirect inference interest rate models in continuous time | |
Identification, estimation and testing of conditionally heteroskedastic factor models | |
Likelihood-based estimation of latent generalised arch structures | |
Short-term options with stochastic volatility estimation and empirical performance | |
A Tobit model with GARCH errors | |
Unobserved components in ARCH models an application to seasonal adjustment |