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 1 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 0 0 1 537
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 0 0 127
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 1 1 55
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 1 121 1 2 9 297
Is stochastic volatility more flexible than garch? 1 1 2 252 3 4 5 520
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 0 0 1 172
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 3 3 745
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 40 0 1 5 82
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 1 353 0 0 1 953
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 1 2 2 1,223
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 1 1 2 225
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 43 1 2 4 170
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 1 1 1 146
Spurious and hidden volatility 0 0 0 71 1 1 1 211
Total Working Papers 1 1 4 2,572 10 19 38 6,773

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 1 1 94 0 2 4 243
Estimating GARCH volatility in the presence of outliers 0 2 2 22 1 3 4 78
Estimating VAR-MGARCH models in multiple steps 0 0 1 31 1 1 5 114
Explaining transactions in time banks in economic crisis 0 0 0 14 0 0 1 38
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 2 3 5 35
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 3 146 1 4 21 536
Leverage effect in energy futures revisited 0 0 0 4 0 1 3 27
Mobbing and its determinants: the case of Spain 0 1 1 18 2 4 11 96
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 0 0 1 44
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 2 8 0 0 2 49
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 1 2 2 0 1 4 10
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 1 1 2 118 3 3 5 299
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 0 207 1 1 3 455
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 0 0 6 128
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 0 0 0 0 3 5
Total Journal Articles 1 6 14 694 11 23 78 2,157
1 registered items for which data could not be found
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Statistics updated 2025-03-03