M. Angeles Carnero
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Person:905383
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 |
|---|---|---|
| Outliers and misleading leverage effect in asymmetric GARCH-type models Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
| Estimating VAR-MGARCH models in multiple steps Studies in Nonlinear Dynamics & Econometrics | 2016-01-19 | Paper |
| Effects of outliers on the identification and estimation of GARCH models Journal of Time Series Analysis | 2007-12-16 | Paper |
| Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices Journal of the American Statistical Association | 2007-09-18 | Paper |
| scientific article; zbMATH DE number 2060189 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2060208 (Why is no real title available?) | 2004-03-17 | Paper |
Research outcomes over time
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