Items where Author is "Sentana, Enrique"

Number of items: 9.
  • Constrained indirect inference estimation. Calzorali, Giorgio; Fiorentini, Gabriele; Sentana, Enrique
  • Estimation and testing of dynamic models with generalised hyperbolic innovations. Mencia, Javier F.; Sentana, Enrique
  • Least squares predictions and mean-variance analysis. Sentana, Enrique
  • Likelihood-based estimation of latent generalised ARCH structures. Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil picture_as_pdf
  • Mean-variance portfolio allocation with a value at risk constraint. Sentana, Enrique
  • Parametric properties of semi-nonparametric distributions, with applications to option valuation. Mencia, Javier; Leon, Angel; Sentana, Enrique picture_as_pdf
  • Pricing options on assets with predictable white noise returns. Leon, Angel; Sentana, Enrique picture_as_pdf
  • Risk and return in the Spanish stock market. Sentana, Enrique picture_as_pdf
  • Spanning tests in return and stochastic discount factor mean-variance frontiers:a unifying approach. Peñaranda, Francisco; Sentana, Enrique