Access Statistics for M. Angeles Carnero

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY	0	0	2	11	0	0	9	90
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY	0	0	5	80	0	0	9	159
Effects of Level Outliers on the Identification and Estimation of GARCH Models	1	6	20	138	3	9	42	282
Estimating and Forecasting GARCH Volatility in the Presence of Outiers	0	1	53	53	2	5	48	48
IS STOCHASTIC VOLATILITY MORE FLEXIBLE THAN GARCH?	0	0	9	211	0	0	19	378
Information and discrimination in the rental housing market: evidence from a field experiment	1	44	44	44	10	16	16	16
OUTLIERS AND CONDITIONAL AUTOREGRESSIVE HETEROSCEDASTICITY IN TIME SERIES	3	3	28	187	7	11	76	471
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices	3	5	15	309	7	11	49	776
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices	0	2	13	154	0	12	54	464
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices	3	9	54	256	11	24	119	604
SPURIOUS AND HIDDEN VOLATILITY	1	3	5	61	1	6	11	130
SPURIOUS AND HIDDEN VOLATILITY	0	0	1	35	0	0	6	85
Total Working Papers	12	73	249	1,539	41	94	458	3,503

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Effects of outliers on the identification and estimation of GARCH models	3	5	27	50	6	11	48	107
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices	0	2	14	54	6	8	43	120
Persistence and Kurtosis in GARCH and Stochastic Volatility Models	0	4	27	139	3	11	60	269
Total Journal Articles	3	11	68	243	15	30	151	496

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Statistics updated 2009-11-04