Discussion paper DP10444 Volatility-related exchange traded assets: an econometric investigation Enrique Sentana Javier Mencía 1 Mar 2015 Financial Economics G13
Discussion paper DP7619 Valuation of VIX Derivatives Enrique Sentana Javier Mencía 10 Jan 2010 Financial Economics G13
Discussion paper DP5435 Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation Enrique Sentana Javier Mencía Ángel León 22 Dec 2005 Financial Economics G13
Discussion paper DP5177 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations Enrique Sentana Javier Mencía 23 Aug 2005 Financial Economics C32 C52 G11