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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000955509
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011879525
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Dynamic specification tests for static factor models
Fiorentini, Gabriele; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914397
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On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003572666
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Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele; Sentana, Enrique - 2013
Persistent link: https://www.econbiz.de/10010376711
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Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele; Sentana, Enrique - 2014
Persistent link: https://www.econbiz.de/10011408229
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On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2003
Persistent link: https://www.econbiz.de/10001747011
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230