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Details about M. Angeles Carnero

Homepage:http://fae.ua.es/FAEEnglish/m-angeles-carnero-fernandez/
Workplace:Departamento de Fundamentos del Análisis Económico (Department of Foundations of Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Management), Universidad de Alicante (University of Alicante), (more information at EDIRC)

Access statistics for papers by M. Angeles Carnero.

Last updated 2017-03-20. Update your information in the RePEc Author Service.

Short-id: pca153


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Working Papers

2014

  1. Identification of asymmetric conditional heteroscedasticity in the presence of outliers
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2016)

2012

  1. Estimating VAR-MGARCH models in multiple steps
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (3)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)

2011

  1. Rental Housing Discrimination and the Persistence of Ethnic Enclaves
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (6)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2011) Downloads

    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2015)

2010

  1. Mobbing and workers' health: an empirical analysis for Spain
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads

2009

  1. Information and discrimination in the rental housing market: evidence from a field experiment
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (12)
    See also Journal Article in Regional Science and Urban Economics (2010)

2008

  1. Estimating and Forecasting GARCH Volatility in the Presence of Outiers
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (3)

2005

  1. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    See also Journal Article in Journal of the American Statistical Association (2007)

2004

  1. DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2003) Downloads View citations (3)
  2. Effects of Level Outliers on the Identification and Estimation of GARCH Models
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (1)
  3. Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (14)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2003) Downloads View citations (9)
  4. SPURIOUS AND HIDDEN VOLATILITY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (2)
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2004) Downloads View citations (1)

2001

  1. Is stochastic volatility more flexible than garch?
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (5)
  2. Outliers and conditional autoregressive heteroscedasticity in time series
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (15)

Journal Articles

2016

  1. Identification of asymmetric conditional heteroscedasticity in the presence of outliers
    SERIEs: Journal of the Spanish Economic Association, 2016, 7, (1), 179-201 Downloads
    See also Working Paper (2014)

2015

  1. Explaining transactions in time banks in economic crisis
    Applied Economics Letters, 2015, 22, (9), 739-744 Downloads
  2. Rental housing discrimination and the persistence of ethnic enclaves
    SERIEs: Journal of the Spanish Economic Association, 2015, 6, (2), 129-152 Downloads
    See also Working Paper (2011)

2014

  1. Estimating VAR-MGARCH models in multiple steps
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (3), 27 Downloads View citations (2)
    See also Working Paper (2012)

2012

  1. Estimating GARCH volatility in the presence of outliers
    Economics Letters, 2012, 114, (1), 86-90 Downloads View citations (14)
  2. Mobbing and workers’ health: empirical analysis for Spain
    International Journal of Manpower, 2012, 33, (3), 322-339 Downloads View citations (4)

2010

  1. Information and discrimination in the rental housing market: Evidence from a field experiment
    Regional Science and Urban Economics, 2010, 40, (1), 11-19 Downloads View citations (29)
    See also Working Paper (2009)
  2. Mobbing and its determinants: the case of Spain
    Applied Economics, 2010, 42, (29), 3777-3787 Downloads View citations (1)

2007

  1. Effects of outliers on the identification and estimation of GARCH models
    Journal of Time Series Analysis, 2007, 28, (4), 471-497 Downloads View citations (39)
  2. Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices
    Journal of the American Statistical Association, 2007, 102, 16-27 Downloads View citations (79)
    See also Working Paper (2005)

2004

  1. Persistence and Kurtosis in GARCH and Stochastic Volatility Models
    Journal of Financial Econometrics, 2004, 2, (2), 319-342 Downloads View citations (55)
 
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