Enrique Sentana

Enrique Sentana publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Enrique Sentana sits on this spectrum.

Enrique Sentana D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Enrique Sentana sits on this spectrum.

Best Publications

• Volatiltiy and Links between National Stock Markets

  Mervyn King;Mervyn King;Enrique Sentana;Enrique Sentana;Sushil Wadhwani

  1240
  Citations

• Volatility and Links between National Stock Markets

  Unknown

  684
  Citations

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

  Enrique Sentana;Sushil Wadhwani

  598
  Citations

• Quadratic ARCH Models

  Unknown

  552
  Citations

• Unobserved component time series models with Arch disturbances

  Andrew Harvey;Esther Ruiz;Enrique Sentana

  502
  Citations

• Identification, estimation and testing of conditionally heteroskedastic factor models

  Unknown

  283
  Citations

• Valuation of VIX derivatives

  Unknown

  199
  Citations

• Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student<i>t</i>Innovations

  Unknown

  149
  Citations

• Likelihood-Based Estimation of Latent Generalized ARCH Structures

  Gabriele Fiorentini;Enrique Sentana;Neil Shephard

  143
  Citations

• Testing for GARCH effects: a one-sided approach

  Unknown

  111
  Citations

• Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation

  Unknown

  98
  Citations

• The relation between conditionally heteroskedastic factor models and factor GARCH models

  Unknown

  75
  Citations

• Identification, Estimation And Testing Of Conditionally Heteroskedastic Factor Models

  Unknown

  74
  Citations

• Constrained Indirect Estimation

  Unknown

  68
  Citations

• Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation

  Unknown

  57
  Citations

• Distributional Tests in Multivariate Dynamic Models with Normal and Student T Innovations

  Unknown

  55
  Citations

• Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation

  Unknown

  51
  Citations

• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks

  Enrique Sentana;Giorgio Calzolari;Gabriele Fiorentini

  39
  Citations

• The rise and fall of the natural interest rate

  Gabriele Fiorentini;Alessandro Galesi;Gabriel Pérez-Quirós;Enrique Sentana

  37
  Citations

• A spectral EM algorithm for dynamic factor models

  Gabriele Fiorentini;Alessandro Galesi;Enrique Sentana

  15
  Citations