Español
Valencià
Econometrics
Associate Professor
Ph.D. Universidad Carlos III de Madrid
email: acarnero@ua.es
Office: 36
Ext.: 3255
web
Publications
Leverage effect in energy futures revisited
Carnero, M.A. and A. Perez
Energy Economics – Forthcoming
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