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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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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000975307
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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000952880
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Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948472
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An EM algorithm for conditionally heteroskedastic factor models
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948473
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Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000965231
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997
Persistent link: https://www.econbiz.de/10000970451