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Details about Pilar Grau

Workplace:Departamento de Economía Aplicada I (Department of Applied Economics I), Universidad Rey Juan Carlos (King Juan Carlos University), (more information at EDIRC)

Access statistics for papers by Pilar Grau.

Last updated 2014-10-06. Update your information in the RePEc Author Service.

Short-id: pgr418


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Working Papers

2009

  1. Different risk-adjusted fund performance measures: a comparison
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads

2006

  1. Extreme observations in developed and emerging equity markets
    Computing in Economics and Finance 2006, Society for Computational Economics

2004

  1. Test for long memory processes. A bootstrap approach
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads

2003

  1. Consecuencias para la predicción de la existencia de caos utilizando modelos TAR
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Downloads

Journal Articles

2011

  1. The truth about mutual funds across Europe
    Applied Economics Letters, 2011, 18, (7), 687-692 Downloads View citations (2)

2009

  1. On the long-term behavior of mutual fund returns
    Quantitative Finance, 2009, 9, (6), 653-660 Downloads View citations (2)

2008

  1. An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany
    Economics Bulletin, 2008, 7, (10), 1-9 Downloads View citations (1)

2006

  1. Bootstrap testing for detrended fluctuation analysis
    Physica A: Statistical Mechanics and its Applications, 2006, 360, (1), 89-98 Downloads View citations (12)

2005

  1. Tests of Long Memory: A Bootstrap Approach
    Computational Economics, 2005, 25, (1), 103-113 Downloads View citations (30)

2001

  1. Long-range power-law correlations in stock returns
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (3), 521-527 Downloads View citations (11)

2000

  1. Empirical evidence of long-range correlations in stock returns
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 396-404 Downloads View citations (40)
 
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