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Journal of econometrics
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Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
2
Finite underidentification
Sentana, Enrique
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015075080
Saved in:
3
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-290
Persistent link: https://www.econbiz.de/10006757706
Saved in:
4
Testing for GARCH effects: A one-sided approach
Demos, Antonis
;
Sentana, Enrique
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10006788946
Saved in:
5
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theo
;
Sentana, Enrique
- In:
Journal of econometrics
71
(
1996
)
1-2
,
pp. 71-88
Persistent link: https://www.econbiz.de/10006794485
Saved in:
6
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Saved in:
7
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
Saved in:
8
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10001580599
Saved in:
9
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10006774237
Saved in:
10
Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10008314443
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