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Details about Dante Amengual

Homepage:http://www.cemfi.es/~amengual
Postal address:Casado del Alisal 5 Madrid, 28014, SPAIN
Workplace:Centro de Estudios Monetarios y Financieros (CEMFI) (Center for Monetary and Financial Studies), (more information at EDIRC)

Access statistics for papers by Dante Amengual.

Last updated 2016-01-16. Update your information in the RePEc Author Service.

Short-id: pam97


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Working Papers

2015

  1. Is a normal copula the right copula?
    Working Papers, CEMFI Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads

Journal Articles

2015

  1. Market-based estimation of stochastic volatility models
    Journal of Econometrics, 2015, 187, (2), 418-435 Downloads View citations (6)

2013

  1. Sequential estimation of shape parameters in multivariate dynamic models
    Journal of Econometrics, 2013, 177, (2), 233-249 Downloads View citations (2)

2010

  1. A comparison of mean-variance efficiency tests
    Journal of Econometrics, 2010, 154, (1), 16-34 Downloads View citations (15)

2007

  1. Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
    Journal of Business & Economic Statistics, 2007, 25, 91-96 Downloads View citations (99)
 
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