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 0 0 109
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 85 0 0 0 220
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 174 0 0 1 385
Estimating VAR-MGARCH models in multiple steps 0 0 0 248 2 5 11 507
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 73 0 1 3 119
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 1 2 47
Information and discrimination in the rental housing market: evidence from a field experiment 0 1 4 103 2 4 15 240
Is stochastic volatility more flexible than garch? 0 0 2 249 0 2 6 496
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 44 0 0 2 151
Outliers and conditional autoregressive heteroscedasticity in time series 0 1 2 263 1 2 6 714
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 2 28 3 5 16 37
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 1 9 936
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 1 175 0 1 9 552
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 9 470 1 3 16 1,187
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 37 1 2 12 176
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 39 2 2 3 121
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 0 2 138
Spurious and hidden volatility 0 0 0 70 2 2 3 191
Total Working Papers 0 2 20 2,503 14 31 116 6,326


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 89 0 1 2 225
Estimating GARCH volatility in the presence of outliers 0 0 0 14 2 2 3 55
Estimating VAR-MGARCH models in multiple steps 0 0 1 25 1 2 7 64
Explaining transactions in time banks in economic crisis 0 0 1 9 1 2 4 17
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 2 0 1 4 18
Information and discrimination in the rental housing market: Evidence from a field experiment 1 2 8 89 5 9 31 387
Mobbing and its determinants: the case of Spain 0 0 0 12 1 1 3 55
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 7 0 0 1 24
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 2 2 4 6 14 14
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 106 1 2 3 265
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 2 196 0 0 8 405
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 9 0 0 4 43
Total Journal Articles 1 2 14 560 15 26 84 1,572


Statistics updated 2019-09-09