Items where Author is "Fiorentini, Gabriele"

Fiorentini, Gabriele, Sentana, Enrique and Shephard, Neil (2003) Likelihood-based estimation of latent generalised ARCH structures. Financial Markets Group Discussion Papers (453). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Calzorali, Giorgio, Fiorentini, Gabriele and Sentana, Enrique (2001) Constrained indirect inference estimation. Financial Markets Group Discussion Papers (384). Financial Markets Group, The London School of Economics and Political Science, London, UK.