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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~person:"Mencía, Javier"
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Mencía, Javier
Sentana, Enrique
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León Valle, Ángel Manuel
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León, Ángel
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
Banco de España Working Papers
8
CEMFI working paper
7
Documentos de trabajo / Banco de España
5
Documentos de trabajo / Banco de España, Servicio de Estudios
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Documentos de Trabajo ; N.º 0707 (2007)
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Información comercial española : ICE : revista de economía
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1
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 599-614
Persistent link: https://www.econbiz.de/10012249217
Saved in:
2
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
Saved in:
3
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/10010104760
Saved in:
4
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 176-192
Persistent link: https://www.econbiz.de/10003885778
Saved in:
5
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation
León, Ángel
;
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 176-192
Persistent link: https://www.econbiz.de/10008248863
Saved in:
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