M. Angeles Carnero Fernández

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

web

Publications

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

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

Research groups

Econometrics
March 14, 2016

Former PhD. students

Graduation Year: 2012.
Thesis Advisors:: Mª Ángeles Carnero Fernández.
Placement: European University at St. Petersburg (Russia).