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Firm size and volatility analysis in the Spanish stock market
Chuliá, Helena, (2011)
The risk premium and volatility in the Spanish stock market : a forecasting approach
Olave, Pilar, (2001)
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy, (2002)
The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique, (2000)
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique, (1998)
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique, (1999)