Concepedia

Enrique Sentana

ES

54

Publications

4.3K

Citations

30

H-Index

1990

Active since

Affiliations

Centro de Estudios Monetarios y Financieros(Current)

Centre for Economic Policy Research

University of Florence

London School of Economics and Political Science

Enrique Sentana is an author at Centro de Estudios Monetarios y Financieros specializing in business, finance, and statistics.

Top concepts

BusinessFinanceStatisticsEconomicsEconometricsAsset PricingFinancial EconomicsVolatility ModelingStatistical InferenceEconomic Analysis

Publications per year

1990–2023

54

Publications

54

Volatility and Links between National Stock Markets

Mervyn King, Enrique Sentana, Sushil Wadhwani · Econometrica · 1994 · 695 citations

Economics, Volatility Modeling, Financial Economics +6

Quadratic ARCH Models

Enrique Sentana · The Review of Economic Studies · 1995 · 554 citations

Economics, Volatility Modeling, Asset Pricing +14

Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data

Enrique Sentana, Sushil Wadhwani · The Economic Journal · 1992 · 394 citations

Market Microstructure, Empirical Finance, Economics +14

Unobserved component time series models with Arch disturbances

Andrew Harvey, Esther Ruiz, Enrique Sentana · Journal of Econometrics · 1992 · 339 citations

Forecasting Methodology, Engineering, Econometrics +5

Identification, estimation and testing of conditionally heteroskedastic factor models

Enrique Sentana, Gabriele Fiorentini · Journal of Econometrics · 2001 · 284 citations

Econometric Model, Heteroskedastic Factor Models, Economic Analysis +3

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