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 11 127
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 0 10 238
Effects of Level Outliers on the Identification and Estimation of GARCH Models 0 0 0 175 0 0 5 395
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 2 2 12 550
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 2 11 139
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 41 0 0 11 66
Information and discrimination in the rental housing market: evidence from a field experiment 2 2 2 125 15 16 37 339
Is stochastic volatility more flexible than garch? 0 0 0 252 0 1 11 532
Mobbing and workers' health: an empirical analysis for Spain 0 0 0 45 2 2 14 188
Outliers and conditional autoregressive heteroscedasticity in time series 0 1 1 270 1 2 17 764
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 1 41 0 0 12 94
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 1 9 963
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 2 22 599
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 1 1 19 1,244
Rental Housing Discrimination and the Persistence of Ethnic Enclaves 0 0 0 43 2 3 12 242
Rental housing discrimination and the persistence of ethnic enclaves 0 0 1 44 1 2 15 187
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 0 0 16 164
Spurious and hidden volatility 0 0 0 71 0 0 11 223
Total Working Papers 2 3 5 2,579 25 34 255 7,054

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 0 10 253
Estimating GARCH volatility in the presence of outliers 0 0 0 23 0 0 13 93
Estimating VAR-MGARCH models in multiple steps 0 0 0 31 0 0 10 126
Explaining transactions in time banks in economic crisis 1 1 1 15 1 1 8 47
Identification of asymmetric conditional heteroscedasticity in the presence of outliers 0 0 0 3 0 0 12 47
Information and discrimination in the rental housing market: Evidence from a field experiment 0 0 1 149 1 2 23 568
Leverage effect in energy futures revisited 0 0 1 5 1 1 11 44
Mobbing and its determinants: the case of Spain 0 0 0 18 0 0 12 111
Mobbing and workers’ health: empirical analysis for Spain 0 0 0 10 1 3 19 65
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS 0 0 0 9 0 0 12 62
Outliers and misleading leverage effect in asymmetric GARCH-type models 0 0 0 2 1 2 18 30
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 1 2 20 320
Persistence and Kurtosis in GARCH and Stochastic Volatility Models 0 0 1 209 1 3 21 477
Rental housing discrimination and the persistence of ethnic enclaves 0 0 0 17 1 2 18 146
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 0 1 0 1 22 29
Total Journal Articles 1 1 4 704 8 17 229 2,418
1 registered items for which data could not be found
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Statistics updated 2026-09-10