Access Statistics for Dante Amengual

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Is a Normal Copula the Right Copula? 0 1 1 12 0 5 10 22
Is a normal copula the right copula? 0 1 5 34 0 1 9 21
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 1 55 0 2 11 129
Testing a Large Number of Hypotheses in Approximate Factor Models 1 1 4 19 3 5 15 24
Total Working Papers 1 3 11 120 3 13 45 196


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of mean-variance efficiency tests 0 0 3 88 0 2 17 372
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel 0 1 7 273 2 7 32 720
Market-based estimation of stochastic volatility models 1 2 7 24 2 5 32 87
Sequential estimation of shape parameters in multivariate dynamic models 0 0 3 35 0 3 22 148
Total Journal Articles 1 3 20 420 4 17 103 1,327


Statistics updated 2017-04-03