• Proportional switching in FIFO networks  (workingPaper)

  Bramson, Maury; D'Auria, Bernardo ; Walton, Neil

  2015-09-01
• Estimating and forecasting garch volatility in the presence of outiers  (workingPaper)

  Carnero, María Ángeles; Peña, Daniel ; Ruiz Ortega, Esther

  2008
• Testing for conditional heteroscedasticity in the components of inflation  (workingPaper)

  Broto, Carmen; Ruiz Ortega, Esther

  2008
• Spurious and hidden volatility  (workingPaper)

  Carnero, María Ángeles; Peña, Daniel ; Ruiz Ortega, Esther

  2004
• Detecting level shifts in the presence of conditional heteroscedasticity  (workingPaper)

  Carnero, María Ángeles; Peña, Daniel ; Ruiz Ortega, Esther

  2004

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