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CAPM
Theorie
103
Theory
102
Estimation theory
88
Schätztheorie
88
Time series analysis
45
Zeitreihenanalyse
45
Portfolio selection
32
Portfolio-Management
32
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30
Statistischer Test
30
Volatility
30
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25
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24
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24
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23
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23
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21
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20
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16
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16
Statistische Methodenlehre
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English
28
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Sentana, Enrique
29
Peñaranda, Francisco
17
Dēmos, Antōnēs A.
2
León Valle, Ángel Manuel
2
Amengual, Dante
1
Manresa, Elena
1
Shah, Mushtaq
1
Sánchez-Torres, Pedro Luis
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CEMFI working paper
6
Discussion paper series / LSE Financial Markets Group
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
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2
Documento de trabajo / Centro de Estudios Monetarios y Financieros
2
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2
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2
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1
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1
Econometric analysis of financial markets
1
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1
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1
Journal of empirical finance
1
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Moneda y crédito : revista de economía
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ECONIS (ZBW)
29
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1
Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000955509
Saved in:
2
Riesgo y rentabilidad en el mercado de valores español
Sentana, Enrique
- In:
Moneda y crédito : revista de economía
(
1995
),
pp. 133-160
Persistent link: https://www.econbiz.de/10001184102
Saved in:
3
The econometrics of the stock market
Sentana, Enrique
- In:
Investigaciones económicas
17
(
1993
)
3
,
pp. 421-444
Persistent link: https://www.econbiz.de/10001162617
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4
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
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5
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 65-101
Persistent link: https://www.econbiz.de/10003948817
Saved in:
6
Risk and return in the Spanish stock market
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000917450
Saved in:
7
Mean-variance-skewness analysis : an application to risk premia in the Spanish stock market
Sánchez-Torres, Pedro Luis
- In:
Investigaciones económicas
22
(
1998
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001243514
Saved in:
8
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Saved in:
9
Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000965231
Saved in:
10
Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000966054
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