Sentana Iváñez, Enrique
Sentana, Enrique
Enrique Sentana Ibáñez economista español
Sentana, Enrique 1962-
VIAF ID: 50310226 ( Personal )
Permalink: http://viaf.org/viaf/50310226
Preferred Forms
- 100 0 _ ‡a Enrique Sentana Ibáñez ‡c economista español
- 100 1 0 ‡a Sentana Iváñez, Enrique
- 100 1 _ ‡a Sentana Iváñez, Enrique
-
- 100 1 _ ‡a Sentana, Enrique
- 100 1 0 ‡a Sentana, Enrique
-
- 100 1 _ ‡a Sentana, Enrique ‡d 1962-
4xx's: Alternate Name Forms (11)
5xx's: Related Names (9)
- 510 2 _ ‡a Centre for Economic Policy Research
- 510 2 _ ‡a Centre for Economic Policy Research (CEPR)
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Centro de Estudios Monetarios y Financieros
- 510 2 _ ‡a Centro de Estudios Monetarios y Financieros (CEMFI)
- 510 2 _ ‡a Centro de Estudios Monetarios y Financieros ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a London School of Economics (LSE) / Financial Markets Group (FMG)
- 510 2 _ ‡a London School of Economics and Political Science ‡b Financial Markets Group
- 510 2 _ ‡a London School of Economics and Political Science ‡b Financial Markets Group ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
A comparison of mean-variance efficiency tests | |
Conditional means of time series processes and time series processes for conditional means | |
Constrained EMM and indirect inference estimation | |
Distributional tests in multivariate dynamic models with normal and student t innovations | |
Duality in mean-variance frontiers with conditioning information | |
Efectos sobre los precios derivados de la implantación del IVA en el marco de una unión aduanera de España con la CEE | |
Estimation and testing of dynamic models with generalized hyperbolic innovations | |
Factor representing portfolios in large asset markets | |
Has the EMS reduced the cost of capital? | |
Identification, estimation and testing of conditionally heteroskedastic factor models | |
An index of co-movements in financial time series | |
Least squares predictions and mean-variance analysis | |
Likelihood-based estimation of latent generalised arch structures | |
Marginalization and contemporaneous aggregation in multivariate GARCH processes | |
Mean-variance portfolio allocation with a value at risk constraint | |
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation | |
Parametric properties of semi-nonparametric distributions, with applications to option valuation | |
A positive rank-one modification of the symmetric factorization of a positive semi-definitive matrix | |
Pricing options on assets with predictable white noise returns | |
Quadratic ARCH models | |
Riesgo y rentabilidad en el mercado de valores español | |
Risk and return in the spanish stock market : some evidence from individual assets | |
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach | |
Testing for GARCH effects : a one-sided approach | |
Testing uncovered interest parity: a continuous-time approach | |
A unifying approach to the empirical evaluation of asset pricing models | |
Valuation of VIX derivatives | |
Volatility and links between national stock markets |