Ana Pérez

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonparametric estimation of the multivariate Spearman's footrule: a further discussion Fuzzy Sets and Systems	2024-08-19	Paper
Outliers and misleading leverage effect in asymmetric GARCH-type models Studies in Nonlinear Dynamics & Econometrics	2023-04-19	Paper
Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Measuring the dependence among dimensions of welfare: a study based on Spearman's footrule and Gini's gamma International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2018-01-11	Paper
A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho Statistics & Probability Letters	2016-04-22	Paper
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect Computational Statistics and Data Analysis	2010-04-01	Paper
Differential fuzzy filtering for adaptive line enhancement in spread spectrum communications Signal Processing	2009-07-01	Paper
Finite sample properties of a QML estimator of stochastic volatility models with long memory. Economics Letters	2001-08-20	Paper

Research outcomes over time

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