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Feedback traders and stock return autocorrelations : evidence from a century of daily data
Sentana, Enrique - In: The economic journal : the journal of the Royal … 102 (1992) 411, pp. 415-425
Persistent link: https://www.econbiz.de/10001129728
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Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique - In: The review of economic studies 58 (1991) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
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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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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
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Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
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The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848140
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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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Finite underidentification
Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408361
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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