Enrique Sentana
Books
- Volatiltiy and Links Between National Stock Markets
- An index of co-movements in financial time series
- Factor representing portfolios in large asset markets
- Quadratic arch models
- Least squares predictions and mean-variance analysis
- Feedback traders and stock return autocorrelations
- Identification of multivariate conditionally heteroskedastic factor models
- Has the EMS reduced the cost of capital
- Factor representing portfolios in large asset markets
- Identification of multivariate conditionally heteroskedastic factor models
- Risk and return in the Spanish stock market
- Did the EMS reduce the cost of capital?
Author data: Open Library