Details about Carla H. Inclan
Access statistics for papers by Carla H. Inclan.
Last updated 2019-07-08. Update your information in the RePEc Author Service.
Short-id: pin95
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Journal Articles
Working Papers
1989
- AUTOREGRESSIVE MODELS WITH SUDDEN VARIANCE CHANGES AT UNKNOWN POINTS
UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
Journal Articles
1999
- Volatility in Emerging Stock Markets
Journal of Financial and Quantitative Analysis, 1999, 34, (1), 33-55
View citations (354)
1996
- Corporate environmental disclosures: Competitive disclosure hypothesis using 1991 annual report data
The International Journal of Accounting, 1996, 31, (2), 175-195
View citations (40)
- Detecting volatility changes across the oil sector
Journal of Futures Markets, 1996, 16, (3), 313-330
View citations (39)
1993
- Detection of Multiple Changes of Variance Using Posterior Odds
Journal of Business & Economic Statistics, 1993, 11, (3), 289-300 View citations (22)