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The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2000
Persistent link: https://www.econbiz.de/10001525130
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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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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
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Did the EMS reduce the cost of capital?
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10013423250
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Risk and return in the Spanish stock market
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000917450
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Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique - In: The review of economic studies 58 (1991) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
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An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - In: Journal of empirical finance 38 (2016), pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
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Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012232995