☰

Dante Amengual, Ph.D. - Publications

Affiliations: 
2009 Princeton University, Princeton, NJ 
Area:
Financial Economics, Econometrics
Tree Info Similar researchers PubMed Report error

9 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Amengual D, Sentana E. Is a Normal Copula the Right Copula Journal of Business & Economic Statistics. 38: 350-366. DOI: 10.1080/07350015.2018.1505631  0.459
2020 Amengual D, Carrasco M, Sentana E. Testing distributional assumptions using a continuum of moments Journal of Econometrics. 218: 655-689. DOI: 10.1016/J.Jeconom.2020.04.033  0.369
2019 Almuzara M, Amengual D, Sentana E. Normality tests for latent variables Quantitative Economics. 10: 981-1017. DOI: 10.3982/Qe859  0.476
2017 Amengual D, Xiu D. Resolution of Policy Uncertainty and Sudden Declines in Volatility Journal of Econometrics. 203: 297-315. DOI: 10.2139/Ssrn.2348137  0.546
2016 Amengual D, Sentana E. Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference Journal of Financial Econometrics. 14: 248-252. DOI: 10.1093/Jjfinec/Nbv006  0.441
2015 Aït-Sahalia Y, Amengual D, Manresa E. Market-based estimation of stochastic volatility models Journal of Econometrics. 187: 418-435. DOI: 10.1016/J.Jeconom.2015.02.028  0.488
2013 Amengual D, Fiorentini G, Sentana E. Sequential estimation of shape parameters in multivariate dynamic models Journal of Econometrics. 177: 233-249. DOI: 10.1016/J.Jeconom.2013.04.010  0.552
2010 Amengual D, Sentana E. A comparison of mean-variance efficiency tests Journal of Econometrics. 154: 16-34. DOI: 10.1016/J.Jeconom.2009.06.006  0.509
2007 Amengual D, Watson MW. Consistent estimation of the number of dynamic factors in a large N and T panel Journal of Business and Economic Statistics. 25: 91-96. DOI: 10.1198/073500106000000585  0.496
Show low-probability matches.