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 2 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 1 4 11 548
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 1 5 9 137
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 3 11 66
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 1 123 1 6 23 323
Is stochastic volatility more flexible than garch? 0 0 0 252 1 6 11 531
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 1 3 12 186
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 6 16 762
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 1 1 41 2 6 12 94
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 2 8 962
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 4 20 597
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 0 9 19 1,243
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 0 3 12 239
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 1 3 14 185
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 8 18 164
Spurious and hidden volatility 0 0 0 71 0 2 12 223
Total Working Papers 0 1 3 2,576 10 73 235 7,020

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 2 4 10 253
Estimating GARCH volatility in the presence of outliers 0 0 0 23 0 2 13 93
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 2 7 11 126
Explaining transactions in time banks in economic crisis 0 0 0 14 0 3 7 46
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 1 2 12 47
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 2 149 2 9 27 566
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 3 13 111
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 1 6 18 62
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 0 9 3 3 12 62
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 2 1 9 17 28
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 2 4 19 318
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 2 209 1 8 19 474
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 1 1 0 4 22 28
Total Journal Articles 0 0 6 703 15 67 230 2,401
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Statistics updated 2026-06-04