Gabriele Fiorentini

Gabriele Fiorentini

Università degli Studi di Firenze - Firenze / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 1804427
University of Florence
person_outline Gabriele Fiorentini's MOST POPULAR ARTICLES
1-) Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations Journal of Business & Economic Statistics 21 (4), 532-546, 2003
2-) Analytic derivatives and the computation of GARCH estimates Journal of applied econometrics 11 (4), 399-417, 1996
3-) Likelihood‐based estimation of latent generalized ARCH structures Econometrica 72 (5), 1481-1517, 2004
4-) E. Sentana (2004), Constrained Indirect Inference Estimation Review of Economic Studies 71, 945, 0
5-) E. Sentana (2004), Constrained Indirect Inference EstimationC Calzolari, G FiorentiniReview of Economic Studies 71, 945, 0103*