DES - Working Papers. Statistics and Econometrics. WS
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- 2015: Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk

- Luiz Hotta, Carlos Trucíos and Esther Ruiz
- 2015: Retail competition with switching consumers in electricity markets

- Carlos Ruiz Mora, Francisco Javier Nogales Martín and Francisco Javier Prieto Fernández
- 2015: Portfolio selection with proportional transaction costs and predictability

- Xiaoling Mei and Francisco Javier Nogales Martín
- 2015: D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties

- Vahe Avagyan, Andrés Modesto Alonso Fernández and Francisco J. Nogales
- 2015: Forecasting a large set of disaggregates with common trends and outliers

- Guillermo Carlomagno and Antoni Espasa
- 2015: An analysis of the dynamics of efficiency of mutual funds

- Jorge Galan, Sofia Ramos and Helena Veiga
- 2015: MGARCH models: tradeoff between feasibility and flexibility

- Daniel de Almeida, Luiz Hotta and Esther Ruiz
- 2015: A Bayesian model to estimate causality in PISA scores: a tutorial with application to ICT

- Stefano Cabras and Juan de Dios Tena
- 2015: Penalized functional spatial regression

- María del Carmen Aguilera Morillo, María Durbán and Ana M. Aguilera
- 2015: Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

- M. Gómez, María Concepción Ausín Olivera and María del Carmen Domínguez
- 2015: On the importance of the probabilistic model in identifying the most decisive game in a tournament

- Francisco Corona, Juan de Dios Tena and Michael Peter Wiper
- 2015: Ranking Edges and Model Selection in High-Dimensional Graphs

- Ginette Lafit, Francisco Javier Nogales Martín and Rubén Zamar
- 2015: Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries

- Andrés Gustavo Benchimol, Irene Albarrán Lozano, Juan Miguel Marín Díazaraque and Pablo J. Alonso
- 2015: Penalized composite link mixed models for two-dimensional count data

- Diego Armando Ayma Anza, María Durbán, Dae-Jin Lee and Paul Eilers
- 2015: Model uncertainty and the forecast accuracy of ARMA models: A survey

- Joao Henrique Gonçalves Mazzeu, Esther Ruiz and Helena Veiga
- 2015: Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter

- Willy Ericson Ugaz Sánchez and Ismael Sánchez
- 2015: A Random Walk Test for Functional Time Series

- Nicola Mingotti, Rosa Elvira Lillo Rodríguez and Juan Romo
- 2015: A Comparison of Small Area Estimation Methods for Poverty Mapping

- Maria Guadarrama Sanz, Isabel Molina Peralta and J. N. K. Rao
- 2015: Bayesian Linear Regression with Conditional Heteroskedasticity

- Yanyun Zhao
- 2015: Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance

- Esdras Joseph, Pedro Galeano and Rosa Elvira Lillo Rodríguez
- 2015: Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment

- Esther Ruiz and Pilar Poncela
- 2015: A Directional Multivariate Value at Risk

- Raúl Andrés Torres Díaz, Rosa Elvira Lillo Rodríguez and Henry Laniado Rodas
- 2014: A Bayesian nonparametric modelling to estimate student response to ICT investment

- Stefano Cabras and Juan de Dios Tena
- 2014: Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model

- Audrone Virbickaite, Hedibert F. Lopes, María Concepción Ausín Olivera and Pedro Galeano
- 2014: Score driven asymmetric stochastic volatility models

- Xiuping Mao, Esther Ruiz and Helena Veiga
- 2014: Disentangled jump-robust realized covariances and correlations with non-synchronous prices

- Harry Vander Elst and David Veredas
- 2014: A Bootstrap Likelihood approach to Bayesian Computation

- Weixuan Zhu, Juan Miguel Marín Díazaraque and Fabrizio Leisen
- 2014: A game theoretic approach to group centrality

- Ramón Jesús Flores Díaz, Elisenda Molina Ferragut and Juan Tejada
- 2014: Goodness-of-fit test for randomly censored data based on maximum correlation

- Ewa Strzalkowska-Kominiak and Aurea Grané Chávez
- 2014: Heterogeneous effects of risk-taking on bank efficiency: a stochastic frontier model with random coefficients

- Miguel Sarmiento and Jorge Galan
- 2014: Identification of asymmetric conditional heteroscedasticity in the presence of outliers

- M. Angeles Carnero, Ana Pérez and Esther Ruiz
- 2014: Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations

- Cristina García de la Fuente, Pedro Galeano and Michael Peter Wiper
- 2014: Functional outlier detection with a local spatial depth

- Carlo Sguera, Pedro Galeano and Rosa Elvira Lillo Rodríguez
- 2014: The pairwise approach to model a large set of disaggregates with common trends

- Guillermo Carlomagno and Antoni Espasa
- 2014: Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix

- Vahe Avagyan, Andrés Modesto Alonso Fernández and Francisco J. Nogales
- 2014: A projection method for multiobjective multiclass SVM

- Belén Martín Barragán, Francisco Javier Prieto Fernández and Ling Liu
- 2014: Independent components techniques based on kurtosis for functional data analysis

- Daniel Peña, Francisco J. Prieto and Carolina Rendón
- 2014: Selecting and combining experts from survey forecasts

- Julieta Fuentes, Pilar Poncela and Julio Rodríguez
- 2014: Recombining partitions from multivariate data: a clustering method on Bayes factors

- Adolfo Álvarez and Daniel Peña
- 2014: Outliers in multivariate Garch models

- Aurea Grané Chávez, Belén Martín-Barragán and Helena Veiga
- 2014: The uncertainty of conditional returns, volatilities and correlations in DCC models

- Diego Eduardo Fresoli and Esther Ruiz
- 2014: Homogeneity test for functional data based on depth measures

- Ramón Jesús Flores Díaz, Rosa Elvira Lillo Rodríguez and Juan Romo
- 2013: Spearman coefficient for functions

- Dalia Jazmin Valencia García, Rosa Elvira Lillo Rodríguez and Juan Romo
- 2013: A Kendall correlation coefficient for functional dependence

- Dalia Jazmin Valencia García, Rosa Elvira Lillo Rodríguez and Juan Romo
- 2013: A new goodness-of-fit process for varma (p,q) models: construction and empirical properties

- Santiago Velilla Cerdan and Huong Nguyen
- 2013: The Shapley group value

- Ramón Jesús Flores Díaz, Elisenda Molina and Juan Tejada
- 2013: How to boost the PhD labour market?: facts from the R&D and innovation policies side

- Mónica Benito Bonito and María Rosario Romera Ayllón
- 2013: Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines

- María Xosé Rodríguez-Álvarez, Dae-Jin Lee, Thomas Kneib, María Durbán and Paul Eilers
- 2013: Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach

- Román Mínguez, María Durbán, José-María Montero and Dae-Jin Lee
- 2013: How to boost the PHD labour market?: facts from the PHD system side

- Mónica Benito Bonito and María Rosario Romera Ayllón
- 2013: Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach

- Liang Chen, Juan Dolado, Jesus Gonzalo and Andrey David Ramos Ramirez
- 2013: Data cloning estimation of GARCH and COGARCH models

- Juan Miguel Marín Díazaraque, M. T. Rodríguez Bernal and Eva Romero
- 2013: Allocation policies of redundancies in two-parallel-series and two-series-parallel systems

- Rosa Elvira Lillo Rodríguez and Henry Laniado Rodas
- 2013: A multivariate extension of a vector of Poisson- Dirichlet processes

- Weixuan Zhu and Fabrizio Leisen
- 2013: Parameter uncertainty in multiperiod portfolio optimization with transaction costs

- Victor de Miguel, Alberto Martín Utrera and Francisco J. Nogales
- 2013: Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector

- Jorge Galan, Helena Veiga and Michael Peter Wiper
- 2013: The change-point problem and segmentation of processes with conditional heteroskedasticity

- Ana Laura Badagian Baharian, Regina Kaiser Remiro and Daniel Peña
- 2013: Bayesian multivariate Bernstein polynomial density estimation

- Yanyun Zhao, María Concepción Ausín Olivera and Michael Peter Wiper
- 2013: New isometry of Krall-Laguerre orthogonal polynomials in martingale spaces

- E. J. Huertas, Nuria Torrado Robles and Fabrizio Leisen
- 2013: Multiperiod portfolio selection with transaction and market-impact costs

- Víctor de Miguel, Xiaoling Mei and Francisco J. Nogales
- 2013: A new distance for data sets (and probability measures) in a RKHS context

- Gabriel Martos
- 2013: Lasso variable selection in functional regression

- Nicola Mingotti, Rosa Elvira Lillo Rodríguez and Juan Romo
- 2013: The Mahalanobis distance for functional data with applications to classification

- Esdras Joseph, Pedro Galeano and Rosa Elvira Lillo Rodríguez
- 2013: One for all: nesting asymmetric stochastic volatility models

- Xiuping Mao, Esther Ruiz and Helena Veiga
- 2013: A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection

- Audrone Virbickaite, María Concepción Ausín Olivera and Pedro Galeano
- 2013: Forecasting disaggregates by sectors and regions: the case of inflation in the euro area and Spain

- Gabriel Pino, Juan de Dios Tena and Antoni Espasa
- 2013: Do happiness indexes truly reveal happiness?: measurin happiness using revealed preferences from migration flows

- Helena Marques, Gabriel Pino and Juan de Dios Tena
- 2013: Recombining partitions via unimodality tests

- Adolfo Álvarez and Daniel Peña
- 2013: Predictability of stock market activity using Google search queries

- Pedro Latoeiro, Sofia Ramos and Helena Veiga
- 2013: Correlations between oil and stock markets: a wavelet-based approach

- Belén Martín-Barragán, Sofia Ramos and Helena Veiga
- 2013: Dependency evolution in Spanish disabled population: a functional data analysis approach

- Irene Albarrán Lozano, Pablo Alonso González and Ana Arribas Gil
- 2013: Bayesian inference and data cloning in population projection matrices

- J. de la Horra Navarro, Juan Miguel Marín Díazaraque and M. T. Rodríguez Bernal
- 2013: Multivariate risk measures: a constructive approach based on selections

- Ignacio Cascos Fernández and Ilya Molchanov
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