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The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848140
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Finite underidentification
Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408361
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011879525
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On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2003
Persistent link: https://www.econbiz.de/10001747011
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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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Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - 2004
Persistent link: https://www.econbiz.de/10002506337
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Highly irregular serial correlation tests
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2023
Persistent link: https://www.econbiz.de/10014383929
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Tests for serial dependence in static, non-gaussian factor models
Fiorentini, Gabriele; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10009743569
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10009743572