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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003574319
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Finite underidentification
Sentana, Enrique - In: Journal of econometrics 240 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075080
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10013422735
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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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Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10013423602
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Estimation and testing of dynamic models with generalized hyperbolic innovations
Mencía, Javier; Sentana, Enrique - 2005
Persistent link: https://www.econbiz.de/10003096198
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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/10002123665
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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490