Persistence and Kurtosis in GARCH and Stochastic Volatility Models
Carnero, M.A., Peña, D., and Ruiz, E.
Journal of Financial Econometrics – 2004
Carnero, M.A., Peña, D., and Ruiz, E.
Journal of Financial Econometrics – 2004
Maliar, L. and S. Maliar
Canadian Journal of Economics – 2004
Collado, M. D., I. Iturbe-Ormatxe and Guadalupe Valera
International Tax and Public Finance – 2004
Maliar, L. and S. Maliar
Spanish Economic Review – 2004
Fauli-Oller, R,, E. Ok and I. Ortuño-Ortín
Economic Theory – 2003
Beviá C., and L. Corchón
Review of Economic Design – 2003
Albarran, P. and O. P. Attanasio
The Economic Journal – 2003
Miles, D. and J. Mora
Computational Statistics and Data Analysis – 2003
Maliar, L. and S. Maliar
Journal of Business & Economic Statistics – 2003
Herrero, C., and A. Villar
Mathematical Social Sciences – 2001