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CAPM
Theorie
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80
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Estimation theory
66
Schätztheorie
66
Monetary policy
57
Geldpolitik
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33
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30
Capital income
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Financial market
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Aktienmarkt
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Stock market
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Börsenkurs
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19
ARCH-Modell
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Gross domestic product
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Kalman filter
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English
23
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Sentana, Enrique
24
Peñaranda, Francisco
12
Penaranda, Francisco
3
Dēmos, Antōnēs A.
2
Fiorentini, Gabriele
2
León Valle, Ángel Manuel
2
Manresa, Elena
1
Shah, Mushtaq
1
Sánchez-Torres, Pedro Luis
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CEMFI working paper
3
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2
Discussion paper series / LSE Financial Markets Group
2
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2
Investigaciones económicas
2
Journal of econometrics
2
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
2
Center for Financial Innovation and Stability Working Paper
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Econometric analysis of financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
Moneda y crédito : revista de economía
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
The econometrics of the stock market
Sentana, Enrique
- In:
Investigaciones económicas
17
(
1993
)
3
,
pp. 421-444
Persistent link: https://www.econbiz.de/10001162617
Saved in:
2
Riesgo y rentabilidad en el mercado de valores español
Sentana, Enrique
- In:
Moneda y crédito : revista de economía
(
1995
),
pp. 133-160
Persistent link: https://www.econbiz.de/10001184102
Saved in:
3
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002506252
Saved in:
4
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008663535
Saved in:
5
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10008663772
Saved in:
6
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
7
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011333153
Saved in:
8
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009685912
Saved in:
9
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002123665
Saved in:
10
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
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