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M. Angeles Carnero · Study

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M. Angeles Carnero

4 works· latest 2011· 1 institutionscluster: provisionalORCID 0000-0003-3683-0447

h-index4

i104

Citations592

Works here4

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11

Most cited in this library

Persistence and Kurtosis in GARCH and Stochastic Volatility Models2004 · 208 citations
Information and discrimination in the rental housing market: Evidence from a field experiment2009 · 202 citations
Effects of outliers on the identification and estimation of GARCH models2006 · 105 citations
Estimating GARCH volatility in the presence of outliers2011 · 77 citations

Works

4 shown

Estimating GARCH volatility in the presence of outliers

Economics Letters·2011·3 authors·Open access

77citations

Information and discrimination in the rental housing market: Evidence from a field experiment

Regional Science and Urban Economics·2009·3 authors·Open access

202citations

Effects of outliers on the identification and estimation of GARCH models

Journal of Time Series Analysis·2006·3 authors·Open access

105citations

Persistence and Kurtosis in GARCH and Stochastic Volatility Models

Journal of Financial Econometrics·2004·1 author·Open access

208citations