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 4 113
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 85 0 0 4 224
Effects of Level Outliers on the Identification and Estimation of GARCH Models 1 1 1 175 2 2 4 388
Estimating VAR-MGARCH models in multiple steps 1 1 1 249 1 5 16 516
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 73 2 3 5 122
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 0 2 47
Information and discrimination in the rental housing market: evidence from a field experiment 1 4 8 108 3 8 21 250
Is stochastic volatility more flexible than garch? 0 0 0 249 1 5 7 501
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 44 3 6 8 158
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 2 263 1 1 7 717
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 1 2 29 5 6 19 46
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 1 3 8 941
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 175 1 4 16 562
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 5 471 1 2 17 1,195
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 1 2 39 5 7 17 186
Rental housing discrimination and the persistence of ethnic enclaves 0 1 1 40 2 5 9 127
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 1 2 140
Spurious and hidden volatility 0 0 0 70 1 1 4 193
Total Working Papers 3 9 22 2,515 29 60 170 6,426


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 1 1 1 90 1 1 6 230
Estimating GARCH volatility in the presence of outliers 0 0 0 14 0 1 5 57
Estimating VAR-MGARCH models in multiple steps 0 0 0 25 0 2 8 68
Explaining transactions in time banks in economic crisis 0 1 1 10 0 2 4 19
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 1 3 1 1 5 21
Information and discrimination in the rental housing market: Evidence from a field experiment 1 4 11 94 5 14 44 408
Mobbing and its determinants: the case of Spain 0 0 0 12 1 5 8 61
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 7 5 9 10 34
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 2 2 0 2 17 20
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 106 2 3 7 270
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 2 196 1 3 8 408
Rental housing discrimination and the persistence of ethnic enclaves 0 1 2 11 2 4 12 52
Total Journal Articles 2 7 20 570 18 47 134 1,648


Statistics updated 2020-02-04