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 1 6 11 126
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 9 10 238
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 0 2 4 394
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 0 4 7 544
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 2 4 7 134
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 2 8 10 65
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 2 123 2 8 21 319
Is stochastic volatility more flexible than garch? 0 0 0 252 2 6 7 527
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 1 6 11 184
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 5 12 757
Outliers and misleading leverage effect in asymmetric GARCH-type models 1 1 1 41 1 2 7 89
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 4 7 960
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 2 14 18 595
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 2 6 13 1,236
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 2 6 11 238
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 0 6 12 182
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 3 6 13 159
Spurious and hidden volatility 0 0 0 71 0 5 10 221
Total Working Papers 1 1 4 2,576 21 107 191 6,968

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 1 2 7 250
Estimating GARCH volatility in the presence of outliers 0 0 1 23 1 5 14 92
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 2 3 7 121
Explaining transactions in time banks in economic crisis 0 0 0 14 2 5 6 45
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 1 8 11 46
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 3 149 4 13 23 561
Leverage effect in energy futures revisited 0 0 1 5 0 5 15 42
Mobbing and its determinants: the case of Spain 0 0 0 18 1 8 13 109
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 0 4 12 56
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 1 9 0 4 10 59
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 2 0 3 9 19
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 0 8 15 314
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 2 209 4 10 15 470
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 0 9 14 142
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 2 11 21 26
Total Journal Articles 0 0 9 703 18 98 192 2,352
1 registered items for which data could not be found
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Statistics updated 2026-04-09