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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - In: The econometrics journal 1 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
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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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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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An index of co-movements in financial time series
Sentana, Enrique; Shah, Mushtaq - 1994
Persistent link: https://www.econbiz.de/10000893176
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Volatility and links between national stock markets
King, Mervyn; Sentana, Enrique; Wadhwani, Sushil B. - 1990
Persistent link: https://www.econbiz.de/10000806989
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Volatility and links between national stock markets
King, Mervyn; Sentana, Enrique; Wadhwani, Sushil B. - 1993
Persistent link: https://www.econbiz.de/10000875068
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914404
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
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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