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 0 115
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 0 0 1 390
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 1 1 1 538
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 1 1 128
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 1 1 2 123 1 1 8 301
Is stochastic volatility more flexible than garch? 0 0 1 252 1 1 5 521
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 0 0 3 174
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 0 1 4 746
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 40 0 0 4 82
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 1 353 0 0 2 954
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 0 0 0 577
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 0 2 4 1,225
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 0 0 3 227
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 43 1 2 5 172
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 1 1 2 147
Spurious and hidden volatility 0 0 0 71 0 0 1 211
Total Working Papers 1 1 4 2,574 5 10 46 6,791

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 3 243
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 1 1 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 4 35
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 2 147 2 3 14 542
Leverage effect in energy futures revisited 0 0 0 4 3 4 7 32
Mobbing and its determinants: the case of Spain 0 0 1 18 1 1 14 99
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 2 2 2 46
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 3 9 0 0 3 50
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 2 2 0 1 5 12
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 0 0 3 299
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 1 1 1 208 1 1 2 456
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 0 0 5 128
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 1 1 1 0 2 3 7
Total Journal Articles 1 2 15 699 10 15 75 2,184
1 registered items for which data could not be found
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