Enrique Sentana

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2328-909X

Centro de Estudios Monetarios y Financieros

Publications

• Empirical evaluation of overspecified asset pricing models — Journal of Financial Economics 2023
• Valuation of VIX derivatives — Journal of Financial Economics 2013
• Likelihood-Based Estimation of Latent Generalized ARCH Structures — Econometrica 2004
• Constrained Indirect Estimation — The Review of Economic Studies 2004
• Quadratic ARCH Models — The Review of Economic Studies 1995
• Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan — The Review of Economic Studies 1991