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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914404
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Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003492976
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Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848036
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Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848138
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Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408299
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Distributional linkages between European sovereign bond and bank asset returns
Gálvez, Julio; Mencía, Javier - 2014
Persistent link: https://www.econbiz.de/10011408234
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Conditional return asymmetries in the sovereign-bank nexus
Gálvez, Julio; Mencía, Javier - 2018
Persistent link: https://www.econbiz.de/10012018554
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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