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 1 115
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 0 1 227
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 0 0 0 389
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 0 0 1 536
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 0 1 127
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 0 0 54
Information and discrimination in the rental housing market: evidence from a field experiment 0 1 1 121 0 5 7 293
Is stochastic volatility more flexible than garch? 0 1 1 251 0 1 1 516
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 0 0 0 171
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 0 0 0 742
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 40 0 0 0 77
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 0 0 952
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 0 0 3 577
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 2 479 0 0 3 1,221
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 0 0 1 223
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 43 0 0 1 166
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 0 1 145
Spurious and hidden volatility 0 0 0 71 0 0 1 210
Total Working Papers 0 2 4 2,570 0 6 22 6,741


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 93 0 0 1 239
Estimating GARCH volatility in the presence of outliers 0 0 1 20 0 0 1 74
Estimating VAR-MGARCH models in multiple steps 1 1 2 31 1 4 10 113
Explaining transactions in time banks in economic crisis 0 0 1 14 1 1 5 38
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 1 1 3 31
Information and discrimination in the rental housing market: Evidence from a field experiment 0 2 15 145 3 9 31 524
Leverage effect in energy futures revisited 0 0 3 4 0 0 5 24
Mobbing and its determinants: the case of Spain 0 0 0 17 0 0 3 85
Mobbing and workers’ health: empirical analysis for Spain 0 0 1 10 0 1 3 44
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 1 6 0 0 4 47
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 0 0 0 1 6
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 1 4 117 0 1 8 295
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 0 207 0 2 6 454
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 17 0 1 10 123
Total Journal Articles 1 4 30 684 6 20 91 2,097
1 registered items for which data could not be found


Statistics updated 2024-06-06