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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Carnero, María Ángeles
Showing results 1 to 11 of 11
| Issue Date | Title | Author(s) | Type | | 2004 | Detecting level shifts in the presence of conditional heteroscedasticity | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
| Nov-2003 | Detecting level shifts in the presence of conditional heteroscedasticity. | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
| Jul-2006 | Effects of outliers on the identification and estimation of GARCH models | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | article |
| 2008 | Estimating and forecasting garch volatility in the presence of outiers | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
| 2012 | Estimating GARCH volatility in the presence of outliers | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | article |
| Mar-2001 | Is stochastic volatility more flexible than garch? | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
| Feb-2001 | Outliers and conditional autoregressive heteroscedasticity in time series | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
| 2001 | Outliers and conditional autoregressive heteroscedasticity in time series | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | article |
| 2004 | Persistence and kurtosis in GARCH and Stochastic Volatility Models | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | article |
| 2004 | Spurious and hidden volatility | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther | workingPaper |
| Jul-2004 | Spurious and hidden volatility | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
Showing results 1 to 11 of 11
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