The following pages link to Ana Pérez (Q196932):
Displaying 9 items.
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Differential fuzzy filtering for adaptive line enhancement in spread spectrum communications (Q1027296) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Measuring the Dependence Among Dimensions of Welfare: A Study Based on Spearman’s Footrule and Gini’s Gamma (Q4600500) (← links)
- Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models (Q5881647) (← links)
- Finite sample properties of a QML estimator of stochastic volatility models with long memory. (Q5940734) (← links)
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion (Q6588950) (← links)
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion (Q6762239) (← links)
