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A spectral EM algorithm for dy...
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CAPM
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Sentana, Enrique
24
Peñaranda, Francisco
12
Penaranda, Francisco
3
Dēmos, Antōnēs A.
2
Fiorentini, Gabriele
2
León Valle, Ángel Manuel
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Econometric analysis of financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
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2
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
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3
The econometrics of the stock market
Sentana, Enrique
- In:
Investigaciones económicas
17
(
1993
)
3
,
pp. 421-444
Persistent link: https://www.econbiz.de/10001162617
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4
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
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5
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
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6
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:
7
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:
8
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:
9
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:
10
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
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