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A spectral EM algorithm for dy...
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CAPM
Theorie
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88
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45
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45
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32
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Sentana, Enrique
29
Peñaranda, Francisco
17
Dēmos, Antōnēs A.
2
León Valle, Ángel Manuel
2
Amengual, Dante
1
Manresa, Elena
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Shah, Mushtaq
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CEMFI working paper
6
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3
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3
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2
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2
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ECONIS (ZBW)
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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000955509
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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
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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
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6
Risk and return in the Spanish stock market
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000917450
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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
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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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