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Sentana, Enrique
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ECONIS (ZBW)
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1
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
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:
4
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:
5
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:
6
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
7
A comparison of meanvariance efficiency tests
Amengual, Dante
;
Sentana, Enrique
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10003931734
Saved in:
8
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
Saved in:
9
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009685912
Saved in:
10
Underidentification?
Arellano, Manuel
;
Hansen, Lars Peter
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 256-280
Persistent link: https://www.econbiz.de/10009685920
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