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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011686422
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
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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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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - In: Journal of financial economics 108 (2013) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509651