Narrow search
Showing 1 - 10 of 451
Cover Image
Estimation and testing of dynamic models with generalized hyperbolic innovations
Mencía, Javier; Sentana, Enrique - 2005
Persistent link: https://www.econbiz.de/10003096198
Cover Image
Parametric properties of semi-nonparametric distributions, with applications to optain valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2007
Persistent link: https://www.econbiz.de/10003765218
Cover Image
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003492976
Cover Image
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2007
Persistent link: https://www.econbiz.de/10003475125
Cover Image
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2006
Persistent link: https://www.econbiz.de/10003284893
Cover Image
Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848036
Cover Image
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848138
Cover Image
Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - In: Journal of financial economics 108 (2013) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Cover Image
Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
Cover Image
Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914404