dfae@ua.es+34 965 90 34 00University of Alicante

Contact

Facebook
 
  • Language: English
    • English English
    • Español Español
    • Valencià Valencià
Top
Department of EconomicsDepartment of Economics
Department of Economics
Economics, Economía, Fundamentos, Análisis, Económico
  • Home
  • About us
    • Welcome
    • Organization
    • Contact
  • People
    • Full-time faculty
    • Graduate Students
    • Part-time faculty
    • Administrative Staff
  • Research
    • Seminars
      • Seminars 2022-2023
      • Seminars 2021-2022
      • Seminars 2020-2021
      • Seminars 2019-2020
      • Seminars 2018-2019
      • Seminars 2017-2018
      • Seminars 2016-2017
      • Seminars 2015-2016
      • Seminars 2014-2015
      • Seminars 2013-2014
      • Seminars 2012-2013
    • Publications
      • Publications 2017-
      • Publications 2013-2016
      • Publications 2009-2012
      • Publications 2005-2008
    • Research groups
    • LaTEx
    • Projects
      • Prometeo – Gender Economics
      • Projects (Spanish gov.)
  • Graduate
    • Program in Quantitative Economics
    • Admissions and Financial Support
    • Master Courses
    • Graduate Students
    • Alumni
  • News
    • News
    • Calls for grants
Menu back  

M. Angeles Carnero Fernández

Profesora Titular
Ph.D. Universidad Carlos III de Madrid
email: acarnero@ua.es
Desp.: 36
Ext.: 3255


web

Campos de Investigación:
Statistics and Econometrics

Publicaciones

Outliers and misleading leverage effect in asymmetric GARCH-type models

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

Leverage effect in energy futures revisited

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

Identification of asymmetric conditional heteroscedasticity in the presence of outliers

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

Explaining transactions in time banks in economic crisis

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

Rental Housing Discrimination and the Persistence of Ethnic Enclaves

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

Estimating VAR-MGARCH models in multiple steps

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

Estimating GARCH Volatility in the presence of outliers

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

Mobbing and workers’ health: empirical analysis for Spain

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

Information and Discrimination in the Rental Housing Market: Evidence from a Field Experiment.

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

Mobbing and its Determinants: the Case of Spain.

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

Effects of Outliers on the Identification and Estimation of GARCH Models.

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

Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.

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

Persistence and Kurtosis in GARCH and Stochastic Volatility Models

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

Cursos

Time Series

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

Grupos de investigación
Prometeo – Economia y Gènere
October 19, 2020
Econometrics
June 22, 2021
International, Urban and Regional Economics
June 22, 2021
Labor Economics
June 22, 2021
Share
FacebookTwitter
  • English (en)English
  • Español (es)Español
  • Valencià (vl)Valencià
Research
  • Job Opportunities
  • Full-time faculty
  • Publications 2017-
  • Seminars 2022-2023
  • Research groups
  • LaTEx
Research groups
  • Prometeo – Economia y Gènere
    October 19, 2020
  • Behavioral, Experimental and Network Economics
    June 22, 2021
  • Development Economics
    June 22, 2021
  • Econometrics
    June 22, 2021
  • Economic Theory
    June 22, 2021
  • Industrial Organization
    June 22, 2021
  • International, Urban and Regional Economics
    June 22, 2021
  • Labor Economics
    June 22, 2021
  • Macroeconomics
    June 22, 2021
  • Mathematical Economics
    June 22, 2021
  • Public Economics and Political Economy
    June 22, 2021
Quick links
  • Seminars 2022-2023
  • Publications 2017-
  • Full-time faculty
  • Master in Quantitative Economics
  • Graduate Students
  • Admissions and Financial Support
  • News
  • Prometeo – Gender Economics
  • English (en)English
  • Español (es)Español
  • Valencià (vl)Valencià