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 5 8 10 125
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 7 8 8 236
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 2 3 4 394
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 3 3 6 543
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 1 3 130
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 4 6 6 61
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 2 123 6 11 21 317
Is stochastic volatility more flexible than garch? 0 0 1 252 1 1 5 522
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 5 7 11 183
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 4 6 12 756
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 40 1 4 6 88
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 4 6 7 960
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 8 11 12 589
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 4 7 12 1,234
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 4 5 12 236
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 4 6 11 180
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 2 6 10 155
Spurious and hidden volatility 0 0 0 71 3 5 9 219
Total Working Papers 0 0 4 2,575 67 104 165 6,928

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 0 5 5 248
Estimating GARCH volatility in the presence of outliers 0 0 1 23 3 10 13 90
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 0 2 5 118
Explaining transactions in time banks in economic crisis 0 0 0 14 3 4 5 43
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 6 9 11 44
Information and discrimination in the rental housing market: Evidence from a field experiment 0 1 3 149 4 7 17 552
Leverage effect in energy futures revisited 0 0 1 5 5 7 15 42
Mobbing and its determinants: the case of Spain 0 0 0 18 6 7 13 107
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 3 8 11 55
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 1 9 3 5 9 58
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 2 1 5 7 17
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 6 11 16 312
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 1 2 209 5 8 11 465
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 6 9 11 139
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 6 12 16 21
Total Journal Articles 0 2 10 703 57 109 165 2,311
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