Ana Pérez

Available identifiers

Publication	Date of Publication	Type
Nonparametric estimation of the multivariate Spearman's footrule: a further discussion	2024-08-19	Paper
Outliers and misleading leverage effect in asymmetric GARCH-type models	2023-04-19	Paper
Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models	2023-03-13	Paper
Measuring the Dependence Among Dimensions of Welfare: A Study Based on Spearman’s Footrule and Gini’s Gamma	2018-01-11	Paper
A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho	2016-04-22	Paper
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect	2010-04-01	Paper
Differential fuzzy filtering for adaptive line enhancement in spread spectrum communications	2009-07-01	Paper
Finite sample properties of a QML estimator of stochastic volatility models with long memory.	2001-08-20	Paper

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