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 1 2 2 117
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 0 1 228
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 1 1 1 391
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 2 2 3 540
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 1 1 2 129
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 0 1 55
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 2 123 3 5 13 306
Is stochastic volatility more flexible than garch? 0 0 1 252 0 0 5 521
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 0 2 4 176
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 2 4 8 750
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 40 2 2 4 84
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 0 1 954
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 1 1 578
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 2 2 6 1,227
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 0 4 7 231
Rental housing discrimination and the persistence of ethnic enclaves 0 1 1 44 0 2 6 174
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 1 2 4 149
Spurious and hidden volatility 0 0 0 71 2 3 4 214
Total Working Papers 0 1 4 2,575 18 33 73 6,824

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 1 94 0 0 2 243
Estimating GARCH volatility in the presence of outliers 0 0 3 23 0 0 6 80
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 0 0 3 116
Explaining transactions in time banks in economic crisis 0 0 0 14 0 0 1 39
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 0 0 3 35
Information and discrimination in the rental housing market: Evidence from a field experiment 0 1 2 148 0 3 15 545
Leverage effect in energy futures revisited 0 1 1 5 1 3 9 35
Mobbing and its determinants: the case of Spain 0 0 1 18 1 1 10 100
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 1 1 3 47
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 2 9 2 3 5 53
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 1 2 0 0 4 12
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 1 2 5 301
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 1 208 1 1 3 457
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 1 2 3 130
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 1 2 4 9
Total Journal Articles 0 2 14 701 9 18 76 2,202
1 registered items for which data could not be found
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