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 2 12 127
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 2 10 238
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 1 1 5 395
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 3 4 10 547
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 2 6 9 136
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 1 5 11 66
Information and discrimination in the rental housing market: evidence from a field experiment 0 0 1 123 3 5 22 322
Is stochastic volatility more flexible than garch? 0 0 0 252 3 8 10 530
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 1 2 11 185
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 4 5 16 761
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 1 1 41 3 4 10 92
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 2 2 8 962
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 7 19 596
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 7 9 20 1,243
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 1 3 12 239
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 2 4 14 184
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 5 9 18 164
Spurious and hidden volatility 0 0 0 71 2 4 12 223
Total Working Papers 0 1 3 2,576 42 82 229 7,010

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 3 8 251
Estimating GARCH volatility in the presence of outliers 0 0 0 23 1 3 13 93
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 3 6 9 124
Explaining transactions in time banks in economic crisis 0 0 0 14 1 3 7 46
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 0 2 11 46
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 2 149 3 12 25 564
Leverage effect in energy futures revisited 0 0 1 5 1 1 15 43
Mobbing and its determinants: the case of Spain 0 0 0 18 2 4 13 111
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 5 6 17 61
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 0 9 0 1 9 59
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 2 8 10 16 27
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 2 4 17 316
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 2 209 3 8 18 473
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 2 5 16 144
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 2 7 23 28
Total Journal Articles 0 0 6 703 34 75 217 2,386
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Statistics updated 2026-05-06