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
Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019
Pavlidis E., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2018
Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018
Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017
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
Messina, A. and A. Sanz-de-Galdeano
SERIEs – 2015
Maliar, L. and S. Maliar
Economics Bulletin – 2015
Carnero, M.A., Martínez, B., and Sánchez-Mangas, R.
Applied Economics Letters – 2015