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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
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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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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10000168055
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Parametric properties of semi-nonparametric distributions, with applications to optain valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2007
Persistent link: https://www.econbiz.de/10003765218
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Estimating and testing of dynamic models with generalised Hyperbolic innovations
Mencía, F. Javier; Sentana, Enrique - 2004
Persistent link: https://www.econbiz.de/10002506245
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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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Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2006
Persistent link: https://www.econbiz.de/10003284893
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003847624
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Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848036