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 3 4 5 120
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 1 1 2 229
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 0 2 2 392
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 0 2 3 540
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 1 2 3 130
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 1 2 2 57
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 2 123 4 8 16 311
Is stochastic volatility more flexible than garch? 0 0 1 252 0 0 5 521
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 2 2 6 178
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 4 9 752
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 40 3 5 6 87
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 1 2 3 956
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 3 4 4 581
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 2 5 8 1,230
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 0 1 8 232
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 0 2 8 176
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 1 5 8 153
Spurious and hidden volatility 0 0 0 71 0 4 6 216
Total Working Papers 0 0 4 2,575 23 55 104 6,861

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 5 5 6 248
Estimating GARCH volatility in the presence of outliers 0 0 2 23 6 7 11 87
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 0 1 2 40
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 2 3 6 38
Information and discrimination in the rental housing market: Evidence from a field experiment 0 1 3 149 0 3 15 548
Leverage effect in energy futures revisited 0 0 1 5 1 3 11 37
Mobbing and its determinants: the case of Spain 0 0 0 18 0 2 8 101
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 4 6 8 52
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 1 9 2 4 6 55
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 1 2 0 4 7 16
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 2 6 10 306
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 1 1 2 209 2 4 6 460
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 3 4 5 133
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 5 7 10 15
Total Journal Articles 1 2 12 703 32 61 116 2,254
1 registered items for which data could not be found
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Statistics updated 2026-01-09