Details about Pilar Grau

Access statistics for papers by Pilar Grau.

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

Short-id: pgr418

Working Papers

2009

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

2006

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

2004

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

2003

4. 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

Journal Articles

2011

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

2009

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

2008

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

2006

4. Bootstrap testing for detrended fluctuation analysis
   Physica A: Statistical Mechanics and its Applications, 2006, 360, (1), 89-98 View citations (13)

2005

5. Tests of Long Memory: A Bootstrap Approach
   Computational Economics, 2005, 25, (1), 103-113 View citations (34)

2001

6. Long-range power-law correlations in stock returns
   Physica A: Statistical Mechanics and its Applications, 2001, 299, (3), 521-527 View citations (14)

2000

7. Empirical evidence of long-range correlations in stock returns
   Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 396-404 View citations (47)