Categoría (s) Mostrar Portafolio

Outliers and misleading leverage effect in asymmetric GARCH-type models

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

22 de octubre de 2021Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubPrometeo, PubSelected, Pubyear2021Por coralio

Leverage effect in energy futures revisited

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

14 de octubre de 2020Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2019Por coralio

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

09 de noviembre de 2017Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2016Por coralio

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

09 de noviembre de 2017Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldExperimental, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedExperimental, PubSelected, Pubyear2015Por coralio

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

24 de octubre de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2007Por coralio

Persistence and Kurtosis in GARCH and Stochastic Volatility Models

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

24 de octubre de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2004Por coralio

Estimating VAR-MGARCH models in multiple steps

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

24 de octubre de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2014Por coralio

Estimating GARCH Volatility in the presence of outliers

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

24 de octubre de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubSelected, Pubyear2012Por coralio

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

24 de octubre de 2015Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, Pubfield, PubfieldEconometrics, PubfieldExperimental, PubSelected, Pubyear2010Por coralio