Access Statistics for M. Angeles Carnero

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 13 0 1 12 127
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 0 10 238
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 0 1 5 395
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 0 4 11 548
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 1 4 10 138
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 1 11 66
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 1 123 1 5 24 324
Is stochastic volatility more flexible than garch? 0 0 0 252 1 5 12 532
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 0 2 12 186
Outliers and conditional autoregressive heteroscedasticity in time series 1 1 1 270 1 6 17 763
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 1 41 0 5 12 94
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 1 3 9 963
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 3 21 598
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 0 7 18 1,243
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 0 1 12 239
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 1 4 15 186
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 5 18 164
Spurious and hidden volatility 0 0 0 71 0 2 12 223
Total Working Papers 1 1 4 2,577 7 59 241 7,027

Journal Article File Downloads Abstract Views
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 0 0 0 94 0 3 10 253
Estimating GARCH volatility in the presence of outliers 0 0 0 23 0 1 13 93
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 0 5 11 126
Explaining transactions in time banks in economic crisis 0 0 0 14 0 1 7 46
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 0 1 12 47
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 2 149 1 6 27 567
Leverage effect in energy futures revisited 0 0 1 5 0 1 14 43
Mobbing and its determinants: the case of Spain 0 0 0 18 0 2 13 111
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 0 6 18 62
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 0 9 0 3 12 62
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 2 1 10 17 29
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 0 4 19 318
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 2 209 2 6 21 476
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 0 2 16 144
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 0 1 0 2 21 28
Total Journal Articles 0 0 5 703 4 53 231 2,405
1 registered items for which data could not be found
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Statistics updated 2026-07-10