Browsing Dpto. Economía Aplicada by Author "Carnero, María Ángeles"

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Browsing Dpto. Economía Aplicada by Author

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Dpto. Economía Aplicada
Browsing Dpto. Economía Aplicada by Author

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SCIENTIFIC PRODUCTION
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Dpto. Economía Aplicada
Browsing Dpto. Economía Aplicada by Author

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Browsing Dpto. Economía Aplicada by Author "Carnero, María Ángeles"

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Identification of asymmetric conditional heteroscedasticity in the presence of outliers

Carnero, María Ángeles; Pérez Espartero, Ana ; Ruiz, Esther (2016)
Leverage effect in energy futures revisited

Carnero, María Ángeles; Pérez Espartero, Ana (2018)
Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, María Ángeles; Pérez Espartero, Ana (2018)
Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, María Ángeles; Pérez Espartero, Ana (2019)

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Universidad de Valladolid

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