M. Angeles Carnero

From MaRDI portal
Person:905383

Available identifiers

zbMath Open carnero.m-angelesMaRDI QIDQ905383

List of research outcomes





PublicationDate of PublicationType
Outliers and misleading leverage effect in asymmetric GARCH-type models2023-04-19Paper
Estimating VAR-MGARCH models in multiple steps2016-01-19Paper
Effects of outliers on the identification and estimation of GARCH models2007-12-16Paper
Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices2007-09-18Paper
https://portal.mardi4nfdi.de/entity/Q44584192004-03-17Paper
https://portal.mardi4nfdi.de/entity/Q44584412004-03-17Paper

Research outcomes over time

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