Enrique Sentana

4.6k total citations · 1 hit paper
81 papers, 2.8k citations indexed

About

Enrique Sentana is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Enrique Sentana has authored 81 papers receiving a total of 2.8k indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 46 papers in Economics and Econometrics and 37 papers in General Economics, Econometrics and Finance. Recurrent topics in Enrique Sentana's work include Financial Risk and Volatility Modeling (46 papers), Monetary Policy and Economic Impact (37 papers) and Financial Markets and Investment Strategies (22 papers). Enrique Sentana is often cited by papers focused on Financial Risk and Volatility Modeling (46 papers), Monetary Policy and Economic Impact (37 papers) and Financial Markets and Investment Strategies (22 papers). Enrique Sentana collaborates with scholars based in Spain, United Kingdom and Italy. Enrique Sentana's co-authors include Sushil Wadhwani, Gabriele Fiorentini, Javier Juste Mencía, Mervyn King, Giorgio Calzolari, Andrew Harvey, Esther Ruiz, Alessandro Galesi, Neil Shephard and Dante Amengual and has published in prestigious journals such as Journal of Financial Economics, Econometrica and The Economic Journal.

In The Last Decade

Enrique Sentana

72 papers receiving 2.6k citations

Hit Papers

Volatility and Links betw... 1994 2026 2004 2015 1994 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Volatility and Links between National Stock Markets
    1994 526 citations Enrique Sentana et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Enrique Sentana Spain 24 2.2k 2.0k 1.1k 229 203 81 2.8k
Chris Kirby United States 17 2.3k 1.0× 1.8k 0.9× 765 0.7× 76 0.3× 323 1.6× 50 2.6k
Christian T. Brownlees Spain 19 2.0k 0.9× 1.8k 0.9× 594 0.5× 106 0.5× 197 1.0× 50 2.6k
Zhuanxin Ding United States 10 3.0k 1.4× 2.9k 1.5× 903 0.8× 137 0.6× 293 1.4× 17 3.5k
Jeremy Berkowitz United States 15 1.3k 0.6× 1.2k 0.6× 800 0.7× 146 0.6× 258 1.3× 31 1.8k
Raúl Susmel United States 15 2.4k 1.1× 2.3k 1.1× 1.1k 1.0× 68 0.3× 135 0.7× 25 2.9k
Viktor Todorov United States 28 3.1k 1.4× 1.7k 0.9× 476 0.4× 187 0.8× 174 0.9× 96 3.4k
Ray Yeutien Chou Taiwan 16 3.6k 1.7× 3.2k 1.6× 1.4k 1.2× 176 0.8× 398 2.0× 34 4.3k
Giampiero M. Gallo Italy 22 1.4k 0.6× 1.3k 0.7× 596 0.5× 149 0.7× 199 1.0× 68 1.8k
Nikolaus Hautsch Austria 22 1.5k 0.7× 1.1k 0.6× 371 0.3× 127 0.6× 274 1.3× 100 1.8k
Esther Ruiz Spain 20 1.9k 0.9× 1.6k 0.8× 844 0.8× 261 1.1× 315 1.6× 71 2.4k

Countries citing papers authored by Enrique Sentana

Since Specialization
Citations

This map shows the geographic impact of Enrique Sentana's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Enrique Sentana with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Enrique Sentana more than expected).

Fields of papers citing papers by Enrique Sentana

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Enrique Sentana. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Enrique Sentana. The network helps show where Enrique Sentana may publish in the future.

Co-authorship network of co-authors of Enrique Sentana

This figure shows the co-authorship network connecting the top 25 collaborators of Enrique Sentana. A scholar is included among the top collaborators of Enrique Sentana based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Enrique Sentana. Enrique Sentana is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Amengual, Dante, Gabriele Fiorentini, & Enrique Sentana. (2024). Specification tests for non-Gaussian structural vector autoregressions. Journal of Econometrics. 244(2). 105803–105803.
2.
Amengual, Dante, et al.. (2024). Highly irregular serial correlation tests. Econometrics and Statistics. 1 indexed citations
3.
Amengual, Dante, Gabriele Fiorentini, & Enrique Sentana. (2024). Multivariate Hermite polynomials and information matrix tests. Econometrics and Statistics. 1 indexed citations
4.
Amengual, Dante, et al.. (2024). Score-type tests for normal mixtures. Journal of Econometrics. 248. 105717–105717.
5.
Amengual, Dante, et al.. (2024). GDP Solera: The Ideal Vintage Mix. Journal of Business and Economic Statistics. 42(3). 984–997.
6.
Mencía, Javier Juste & Enrique Sentana. (2023). Volatility-Related Exchange Traded Assets: An Econometric Investigation. SSRN Electronic Journal.
7.
Amengual, Dante, Gabriele Fiorentini, & Enrique Sentana. (2023). PML versus minimum $${\chi }^{2}$$: the comeback. SERIEs. 14(3-4). 253–300. 1 indexed citations
8.
Fiorentini, Gabriele & Enrique Sentana. (2020). Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. RePEc: Research Papers in Economics. 3 indexed citations
9.
Fiorentini, Gabriele & Enrique Sentana. (2019). Consistent non-Gaussian pseudo maximum likelihood estimators. Journal of Econometrics. 213(2). 321–358. 6 indexed citations
10.
Manresa, Elena, et al.. (2017). Empirical Evaluation of Overspecified Asset Pricing Models. SSRN Electronic Journal. 1. 1 indexed citations
11.
Fiorentini, Gabriele, Alessandro Galesi, & Enrique Sentana. (2015). Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation. SSRN Electronic Journal. 41 indexed citations
12.
Fiorentini, Gabriele & Enrique Sentana. (2015). Neglected serial correlation tests in UCARIMA models. SERIEs. 7(1). 121–178. 3 indexed citations
13.
Mencía, Javier Juste & Enrique Sentana. (2009). Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation. SSRN Electronic Journal. 18 indexed citations
14.
Sentana, Enrique. (2009). The econometrics of mean‐variance efficiency tests: a survey. Econometrics Journal. 12(3). C65–C101. 27 indexed citations
15.
Mencía, Javier Juste & Enrique Sentana. (2009). Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation. Journal of Econometrics. 153(2). 105–121. 66 indexed citations
16.
Sentana, Enrique, Giorgio Calzolari, & Gabriele Fiorentini. (2008). Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks. Journal of Econometrics. 146(1). 10–25. 27 indexed citations
17.
Mencía, Javier Juste & Enrique Sentana. (2005). Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations. SSRN Electronic Journal. 18 indexed citations
18.
Fiorentini, Gabriele, Enrique Sentana, & Giorgio Calzolari. (2004). On the validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models. Economics Letters. 83(3). 307–312. 25 indexed citations
19.
Sentana, Enrique. (2000). The Likehood Function of Conditionally Heteroskedastic Factor Models. Annals of Economics and Statistics. 1–20. 8 indexed citations
20.
Sentana, Enrique. (1997). Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets. Investigación Económica. 21(2). 1. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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