M. Angeles Carnero Fernández

Associate Professor
Ph.D. Universidad Carlos III de Madrid
email: acarnero@ua.es
Office: 36
Ext.: 3255

web

Publications

Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021

Carnero, M.A. and A. Perez
Energy Economics – 2019

Carnero, M.A., A. Perez and E. Ruiz
SERIEs: Journal of the Spanish Economic Association – 2016

Carnero, M.A., Martínez, B., and Sánchez-Mangas, R.
Applied Economics Letters – 2015

Bosch, M., M. A. Carnero, and L. Farré
SERIEs: Journal of the Spanish Economic Association – 2015

Carnero, M.A. and Eratalay, M.H.
Studies in Nonlinear Dynamics & Econometrics – 2014

Carnero, M.A., Peña, D., and Ruiz, E.
Economics Letters – 2012

Carnero, M.A., Martínez, B., and Sánchez-Mangas, R.
International Journal of Manpower – 2012

Bosch, M., M. A. Carnero, and L. Farré
Regional Science and Urban Economics – 2010

Carnero, M. A., B. Martínez and R. Sánchez-Mangas
Applied Economics – 2010

Carnero, M. A., D. Peña, and E. Ruiz
Journal of Time Series Analysis – 2007

Koopman, S. J., M. Ooms, and M. A. Carnero
Journal of the American Statistical Association – 2007

Carnero, M.A., Peña, D., and Ruiz, E.
Journal of Financial Econometrics – 2004

Courses

Year: 2 – Term: 1
M. Angeles Carnero Fernández

Research groups

Econometrics
June 22, 2021