Enrique Sentana

4.6k citations
81 papers · 2.8k indexed · 1 hit paper · h-index 24
Topics
Financial Risk and Volatility Modeling (46 papers)Monetary Policy and Economic Impact (37 papers)Financial Markets and Investment Strategies (22 papers)
Partner nations
SpainUnited KingdomItaly

In The Last Decade

Enrique Sentana

72 papers receiving 2.6k citations

Hit Papers

Volatility and Links between National Stock Markets19942026200420151994100200300400500

Peers

Enrique Sentana
Comparison fields: 5 of 82
  • Finance 2.2k
  • Economics and Econometrics 2.0k
  • General Economics, Econometrics and Finance 1.1k
  • Statistics and Probability 229
  • Management Science and Operations Research 203
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Citations per field
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Citations per year

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
#WorkIndexed citations
1 0
2 0
3 1
4 1
5 0
6 1
7 0
8
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
3
9 3
10
Empirical Evaluation of Overspecified Asset Pricing Models
1
11 41
12 3
13 66
14 35
15 27
16 18
17 27
18
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
18
19
The Likehood Function of Conditionally Heteroskedastic Factor Models
8
20
Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets
3

About Enrique Sentana

Enrique Sentana is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability, having authored 81 papers that have together received 2.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (46 papers), Monetary Policy and Economic Impact (37 papers) and Financial Markets and Investment Strategies (22 papers). The work is most often cited by research in Finance (2.2k citations), General Economics, Econometrics and Finance (1.1k citations) and Economics and Econometrics (2.0k citations). Enrique Sentana has collaborated with scholars based in Spain, United Kingdom and Italy. Frequent co-authors include Sushil Wadhwani, Gabriele Fiorentini, Javier Juste Mencía, Mervyn King, Andrew Harvey, Esther Ruiz, Giorgio Calzolari, Alessandro Galesi, Dante Amengual and Neil Shephard. Their work appears in journals such as Journal of Financial Economics, Econometrica and The Economic Journal.

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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