Discussion paper DP10444 Volatility-related exchange traded assets: an econometric investigation Enrique Sentana Javier Mencía 1 Mar 2015 Financial Economics G13
Discussion paper DP10461 Fast ML estimation of dynamic bifactor models: an application to European inflation Enrique Sentana 1 Mar 2015 International Macroeconomics C32 C38 E37 F45
Discussion paper DP10417 A spectral EM algorithm for dynamic factor models Enrique Sentana 15 Feb 2015 International Macroeconomics C32 C38 C51
Discussion paper DP7943 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models Enrique Sentana Francisco Peñaranda 1 Aug 2010 Financial Economics C12 C13 G11 G12
Discussion paper DP7619 Valuation of VIX Derivatives Enrique Sentana Javier Mencía 10 Jan 2010 Financial Economics G13
Discussion paper DP6566 Duality in Mean-Variance Frontiers with Conditioning Information Enrique Sentana Francisco Peñaranda 16 Nov 2007 Financial Economics G11 G12
Discussion paper DP6516 Testing Uncovered Interest Parity: A Continuous-Time Approach Enrique Sentana Antonio Diez de los Rios 5 Oct 2007 Financial Economics F31 G15
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
Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco Peñaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP2997 Mean Variance Portfolio Allocation with a Value at Risk Constraint Enrique Sentana 17 Oct 2001 Financial Economics G11
Discussion paper DP2640 Did the EMS Reduce the Cost of Capital? Enrique Sentana 19 Dec 2000 Financial Economics F30 G10