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
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
Bosch, M., M. A. Carnero, and L. Farré
SERIEs: Journal of the Spanish Economic Association – 2015
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
Carnero, M.A. and Eratalay, M.H.
Studies in Nonlinear Dynamics & Econometrics – 2014
Carnero, M.A., Peña, D., and Ruiz, E.
Economics Letters – 2012
Bosch, M., M. A. Carnero, and L. Farré
Regional Science and Urban Economics – 2010