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1
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 65-101
Persistent link: https://www.econbiz.de/10003948817
Saved in:
2
Los mercados de valores ante la integración financiera internacional
Sentana, Enrique
- In:
Nueva moneda, nueva economía, nuevo mercado : XV …
,
(pp. 73-84)
.
2001
Persistent link: https://www.econbiz.de/10002200536
Saved in:
3
Least squares predictions and mean-variance analysis
Sentana, Enrique
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 56-78
Persistent link: https://www.econbiz.de/10002574512
Saved in:
4
Did the EMS reduce the cost of capital?
Sentana, Enrique
- In:
The economic journal : the journal of the Royal …
112
(
2002
),
pp. 786-809
Persistent link: https://www.econbiz.de/10001709095
Saved in:
5
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
Saved in:
6
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique
- In:
Spanish economic review : SER
1
(
1999
)
1
,
pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
Saved in:
7
The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique
- In:
Annales d'économie et de statistique
(
2000
),
pp. 1-19
Persistent link: https://www.econbiz.de/10001536202
Saved in:
8
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
Saved in:
9
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:
10
The econometrics of the stock market
Sentana, Enrique
- In:
Investigaciones económicas
17
(
1993
)
3
,
pp. 401-420
Persistent link: https://www.econbiz.de/10001285589
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