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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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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - In: Investigaciones económicas 21 (1997) 2, pp. 297-359
Persistent link: https://www.econbiz.de/10001234518
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Mean-variance-skewness analysis : an application to risk premia in the Spanish stock market
Sánchez-Torres, Pedro Luis - In: Investigaciones económicas 22 (1998) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001243514
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Risk and return in the Spanish stock market
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000917450
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011879525
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
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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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A comparison of meanvariance efficiency tests
Amengual, Dante; Sentana, Enrique - In: Journal of econometrics 154 (2010) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10003931734