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CEMFI working paper
Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI)
137
Centro de Estudios Monetarios Y Financieros-
106
Journal of econometrics
26
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
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2
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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3
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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4
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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5
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
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6
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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7
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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9
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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