Enrique Sentana

Finance · 2001–2013

A researcher in the Science corpus: 12 papers; trusts 38 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

Whom Enrique Sentana trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Gabriele Fiorentini
  2. Ole E. Barndorff-Nielsen
  3. Halbert White
  4. Russell Davidson
  5. Luc Bauwens
  6. Andrew J. Patton
  7. Lars Peter Hansen
  8. N. Shephard
  9. Giorgio Calzolari
  10. Eugene F. Fama

Who trusts Enrique Sentana overall

  1. J. Mencía
  2. Rafael Repullo
  3. Monica Martinez-Bravo
  4. Nikolaos Antonakakis
  5. Dante Amengual
  6. S. Bonhomme
  7. Kjersti Aas
  8. Markku Lanne
  9. B. Pesaran
  10. Javier Suárez

Papers from Enrique Sentana's perspective

Ordered by how strongly the researchers Enrique Sentana trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  3. Matrix Differential Calculus with Applications in Statistics and Econometrics
  4. Extreme Correlation of International Equity Markets
  5. Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
  6. Common risk factors in the returns on stocks and bonds
  7. Portfolio Selection
  8. Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models

Their papers