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Carnero, María Ángeles (4)

Pérez Espartero, Ana (4)Ruiz, Esther (1)Date Issued 2019 (1)2018 (2)2016 (1)Formato application/pdf (4)... View More

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SCIENTIFIC PRODUCTION
Departamentos
Dpto. Economía Aplicada
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SCIENTIFIC PRODUCTION
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Dpto. Economía Aplicada
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Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, María Ángeles; Pérez Espartero, Ana

(2019)

Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, María Ángeles; Pérez Espartero, Ana

(2018)

Leverage effect in energy futures revisited

Carnero, María Ángeles; Pérez Espartero, Ana

(2018)

Identification of asymmetric conditional heteroscedasticity in the presence of outliers

Carnero, María Ángeles; Pérez Espartero, Ana

; Ruiz, Esther (2016)

Universidad de Valladolid

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