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Sentana, Enrique
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Parametric properties of semi-nonparametric distributions, with applications to optain valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
-
2007
Persistent link: https://www.econbiz.de/10003765218
Saved in:
2
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Penaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002410361
Saved in:
3
Estimation and testing of dynamic models with generalised hyperbolic innovations
Sentana, Enrique
;
Mencía, Javier
-
2004
Persistent link: https://www.econbiz.de/10002585360
Saved in:
4
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil G.
-
2003
Persistent link: https://www.econbiz.de/10001786004
Saved in:
5
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001592527
Saved in:
6
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
7
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1999
Persistent link: https://www.econbiz.de/10000168055
Saved in:
8
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000954651
Saved in:
9
Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000966054
Saved in:
10
Risk and return in the Spanish stock market
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000917450
Saved in:
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