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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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Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10008883203
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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
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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
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Finite underidentification
Sentana, Enrique - In: Journal of econometrics 240 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075080
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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
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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
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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
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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
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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