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Alvaro Escribano
ORCID
Publication Activity (10 Years)
Years Active: 2008-2016
Publications (10 Years): 1
Top Topics
Parametric Models
Conditional Density
Top Venues
Comput. Stat. Data Anal.
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Publications
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Genaro Sucarrat
,
Steffen Grønneberg
,
Alvaro Escribano
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown.
Comput. Stat. Data Anal.
100 (2016)
Alvaro Escribano
,
M. Teresa Santos-Martín
,
Ana E. Sipols
Testing for cointegration using induced-order statistics.
Comput. Stat.
23 (1) (2008)