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 2 114
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 85 0 0 0 224
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 1 175 0 0 2 388
Estimating VAR-MGARCH models in multiple steps 0 0 2 250 1 1 11 522
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 1 74 0 1 5 124
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 1 3 50
Information and discrimination in the rental housing market: evidence from a field experiment 0 1 7 111 1 3 16 258
Is stochastic volatility more flexible than garch? 0 0 1 250 0 1 10 506
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 44 0 1 8 160
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 263 1 1 5 721
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 1 6 34 0 4 19 59
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 1 8 946
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 175 0 3 11 569
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 1 472 1 3 11 1,204
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 1 2 40 2 7 24 203
Rental housing discrimination and the persistence of ethnic enclaves 0 0 2 41 0 2 14 136
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 0 3 142
Spurious and hidden volatility 0 0 0 70 1 2 3 195
Total Working Papers 0 3 23 2,529 7 31 155 6,521


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 90 0 0 2 231
Estimating GARCH volatility in the presence of outliers 0 0 1 15 0 0 2 58
Estimating VAR-MGARCH models in multiple steps 0 0 0 25 4 6 15 81
Explaining transactions in time banks in economic crisis 0 0 1 10 0 0 5 22
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 0 0 5 25
Information and discrimination in the rental housing market: Evidence from a field experiment 2 3 13 103 4 6 34 428
Leverage effect in energy futures revisited 0 0 0 0 2 3 8 8
Mobbing and its determinants: the case of Spain 0 0 0 12 0 0 7 63
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 7 0 0 11 36
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 1 3 0 2 10 28
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 106 1 2 6 273
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 1 5 201 2 4 17 422
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 11 1 4 18 66
Total Journal Articles 2 4 23 586 14 27 140 1,741


Statistics updated 2020-11-03