M. Angeles Carnero
Names
| first: |
M. Angeles |
| last: |
Carnero |
Identifer
Contact
Affiliations
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Universidad de Alicante
/ Facultad de Ciencias Económicas y Empresariales
/ Departamento de Fundamentos del Análisis Económico
Research profile
author of:
- Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices (RePEc:bes:jnlasa:v:102:y:2007:p:16-27)
by Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles - Effects of outliers on the identification and estimation of GARCH models (RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Estimating VAR-MGARCH models in multiple steps (RePEc:bpj:sndecm:v:18:y:2014:i:3:p:27:n:5)
by Carnero M. Angeles & Eratalay M. Hakan - Outliers and misleading leverage effect in asymmetric GARCH-type models (RePEc:bpj:sndecm:v:25:y:2021:i:1:p:19:n:2)
by Carnero M. Angeles & Pérez Ana - Outliers and conditional autoregressive heteroscedasticity in time series (RePEc:cte:wsrepe:ws010704)
by Carnero, María Ángeles - Is stochastic volatility more flexible than garch? (RePEc:cte:wsrepe:ws010805)
by Carnero, María Ángeles - Detecting level shifts in the presence of conditional heteroscedasticity (RePEc:cte:wsrepe:ws036313)
by Carnero, María Ángeles - Spurious and hidden volatility (RePEc:cte:wsrepe:ws042007)
by Carnero, María Ángeles - Identification of asymmetric conditional heteroscedasticity in the presence of outliers (RePEc:cte:wsrepe:ws141912)
by Carnero Fernández, María Ángeles & Pérez, Ana - Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices (RePEc:ecm:ausm04:158)
by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman - Effects of Level Outliers on the Identification and Estimation of GARCH Models (RePEc:ecm:ausm04:21)
by E. Ruiz & M.A. Carnero & D. Pereira - Estimating GARCH volatility in the presence of outliers (RePEc:eee:ecolet:v:114:y:2012:i:1:p:86-90)
by Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther - Leverage effect in energy futures revisited (RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252)
by Carnero, M. Angeles & Pérez, Ana - Skewness in energy returns: estimation, testing and retain-->implications for tail risk (RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189)
by Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel - Information and discrimination in the rental housing market: Evidence from a field experiment (RePEc:eee:regeco:v:40:y:2010:i:1:p:11-19)
by Bosch, Mariano & Carnero, M. Angeles & Farré, Lídia - Unknown item RePEc:eme:ijmpps:01437721211234183 (article)
- Mobbing and workers’ health: empirical analysis for Spain (RePEc:eme:ijmpps:v:33:y:2012:i:3:p:322-339)
by M. Angeles Carnero & Blanca Martínez & Rocı´o Sa´nchez‐Mangas - Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS (RePEc:gam:jeners:v:11:y:2018:i:11:p:3148-:d:182707)
by M. Angeles Carnero & Jose Olmo & Lorenzo Pascual - Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity (RePEc:ivi:wpasad:2004-06)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Spurious And Hidden Volatility (RePEc:ivi:wpasad:2004-45)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Estimating and Forecasting GARCH Volatility in the Presence of Outiers (RePEc:ivi:wpasad:2008-13)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Information and discrimination in the rental housing market: evidence from a field experiment (RePEc:ivi:wpasad:2009-21)
by M. Angeles Carnero Fernández & Lídia Farré Olalla & Mariano Bosch - Mobbing and workers' health: an empirical analysis for Spain (RePEc:ivi:wpasad:2010-30)
by M. Angeles Carnero Fernández & Blanca Martínez & Rocío Sánchez Mangas - Rental housing discrimination and the persistence of ethnic enclaves (RePEc:ivi:wpasad:2011-10)
by M. Angeles Carnero Fernández & Lídia Farré Olalla & Mariano Bosch - Estimating VAR-MGARCH models in multiple steps (RePEc:ivi:wpasad:2012-10)
by M. Angeles Carnero Fernández & M. Hakan Eratalay - Outliers and misleading leverage effect in asymmetric GARCH-type models (RePEc:ivi:wpasad:2018-01)
by M. Angeles Carnero Fernández & Ana Pérez Espartero - Rental Housing Discrimination and the Persistence of Ethnic Enclaves (RePEc:iza:izadps:dp5583)
by Bosch, Mariano & Carnero, M. Angeles & Farré, Lídia - Persistence and Kurtosis in GARCH and Stochastic Volatility Models (RePEc:oup:jfinec:v:2:y:2004:i:2:p:319-342)
by M. Angeles Carnero - Rental housing discrimination and the persistence of ethnic enclaves (RePEc:spr:series:v:6:y:2015:i:2:p:129-152)
by Mariano Bosch & M. Carnero & Lídia Farré - Identification of asymmetric conditional heteroscedasticity in the presence of outliers (RePEc:spr:series:v:7:y:2016:i:1:d:10.1007_s13209-015-0131-4)
by M. Angeles Carnero & Ana Pérez & Esther Ruiz - Explaining transactions in time banks in economic crisis (RePEc:taf:apeclt:v:22:y:2015:i:9:p:739-744)
by M. Angeles Carnero & Blanca Martinez & Roc�o S�nchez-Mangas - Mobbing and its determinants: the case of Spain (RePEc:taf:applec:v:42:y:2010:i:29:p:3777-3787)
by M. Angeles Carnero & Blanca Martinez & Rocio Sanchez-Mangas - Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices (RePEc:tin:wpaper:20030071)
by M. Angeles Carnero & Siem Jan Koopman & Marius Ooms - Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices (RePEc:tin:wpaper:20050091)
by Siem Jan Koopman & Marius Ooms & M. Angeles Carnero