Javier Menca

Latest Institution: Bank of Spain

All Institutions: Bank of Spain; Centre for Monetary and Financial Studies (CEMFI); Banco de EspaƱa


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Parametric Properties of Semi Nonparametric Distributions with Applications to Option Valuation

Year: 2005
Journal: No Journal Matched
Authors: ngel Len; Javier Menca; Enrique Sentana

Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations

Year: 2005
Journal: No Journal Matched
Authors: Javier Menca; Enrique Sentana

Valuation of VIX Derivatives

Year: 2010
Journal: Journal of Financial Economics
Authors: Javier Menca; Enrique Sentana

Volatility-Related Exchange Traded Assets: An Econometric Investigation

Year: 2015
Journal: No Journal Matched
Authors: Javier Menca; Enrique Sentana


Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):

Back to index