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The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique - In: Annales d'économie et de statistique (2000), pp. 1-19
Persistent link: https://www.econbiz.de/10001536202
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - In: The econometrics journal 1 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
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Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique - In: Spanish economic review : SER 1 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
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Factor representing portfolios in large asset markets
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001482847
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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Volatility and links between national stock markets
King, Mervyn; Sentana, Enrique; Wadhwani, Sushil B. - 1990
Persistent link: https://www.econbiz.de/10000806989
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Risk and return in the Spanish stock market
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000917450
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997
Persistent link: https://www.econbiz.de/10000970451
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000973039