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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Pérez, Ana
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) | Type | | 2003 | Asymmetric long memory garch: a reply to hwang's model | Ruiz, Esther [ortega]; Pérez, Ana | article |
| Nov-2001 | Asymmetric long memory GARCH: a reply to Hwang's model | Ruiz, Esther [ortega]; Pérez, Ana | workingPaper |
| Sep-1999 | Finite sample properties of a QML estimator of stochastic volatility models with long memory | Pérez, Ana; Ruiz, Esther [ortega] | workingPaper |
| Jun-2001 | Modelos de memoria larga para series económicas y financieras | Pérez, Ana; Ruiz, Esther [ortega] | workingPaper |
| Sep-2002 | Modelos de memoria larga para series económicas y financieras | Pérez, Ana; Ruiz, Esther [ortega] | article |
| 2009 | A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect | Pérez, Ana; Ruiz, Esther [ortega]; Veiga, Helena | article |
| Jan-2001 | Properties of the sample autocorrelations in autoregressive stochastic volatllity models | Pérez, Ana; Ruiz, Esther [ortega] | workingPaper |
| Nov-2004 | Stochastic volatility models and the Taylor effect | Mora Galán, Alberto; Pérez, Ana; Ruiz, Esther [ortega] | workingPaper |
Showing results 1 to 8 of 8
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