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M. Angeles Carnero

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This is information that was supplied by M. Angeles Carnero in registering through RePEc. If you are M. Angeles Carnero , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: M. Angeles
Middle Name:
Last Name: Carnero
Suffix:

RePEc Short-ID: pca153

Email: [This author has chosen not to make the email address public]
Homepage: http://fae.ua.es/FAEEnglish/m-angeles-carnero-fernandez/
Postal Address:
Phone:

Affiliation

Departamento de Fundamentos del Análisis Económico
Facultad de Ciencias Económicas y Empresariales
Universidad de Alicante
Location: Alicante, Spain
Homepage: http://merlin.fae.ua.es/
Email:
Phone: +34 965 90 36 14
Fax: +34 965 90 38 98
Postal: Campus de San Vicente, 03080 Alicante
Handle: RePEc:edi:dfalies (more details at EDIRC)

Works

as in new window

Working papers

  1. Maria Angeles Carnero Fernandez & Ana Pérez & Esther Ruiz Ortega, 2014. "Identification of asymmetric conditional heteroscedasticity in the presence of outliers," Statistics and Econometrics Working Papers ws141912, Universidad Carlos III, Departamento de Estadística y Econometría.
  2. M. Angeles Carnero Fernández & M. Hakan Eratalay, 2012. "Estimating VAR-MGARCH models in multiple steps," Working Papers. Serie AD 2012-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. M. Angeles Carnero Fernández & Lídia Farré Olalla & Mariano Bosch, 2011. "Rental housing discrimination and the persistence of ethnic enclaves," Working Papers. Serie AD 2011-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. M. Angeles Carnero Fernández & Blanca Martínez & Rocío Sánchez Mangas, 2010. "Mobbing and workers' health: an empirical analysis for Spain," Working Papers. Serie AD 2010-30, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  5. M. Angeles Carnero Fernández & Lídia Farré Olalla & Mariano Bosch, 2009. "Information and discrimination in the rental housing market: evidence from a field experiment," Working Papers. Serie AD 2009-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  6. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  7. Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005. "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 05-091/4, Tinbergen Institute.
  8. E. Ruiz & M.A. Carnero & D. Pereira, 2004. "Effects of Level Outliers on the Identification and Estimation of GARCH Models," Econometric Society 2004 Australasian Meetings 21, Econometric Society.
  9. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2004. "Spurious And Hidden Volatility," Statistics and Econometrics Working Papers ws042007, Universidad Carlos III, Departamento de Estadística y Econometría.
  10. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2003. "Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity," Statistics and Econometrics Working Papers ws036313, Universidad Carlos III, Departamento de Estadística y Econometría.
  11. M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003. "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 03-071/4, Tinbergen Institute.
  12. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2001. "Is Stochastic Volatility More Flexible Than Garch?," Statistics and Econometrics Working Papers ws010805, Universidad Carlos III, Departamento de Estadística y Econometría.
  13. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2001. "Outliers And Conditional Autoregressive Heteroscedasticity In Time Series," Statistics and Econometrics Working Papers ws010704, Universidad Carlos III, Departamento de Estadística y Econometría.

Articles

  1. Carnero M. Angeles & Eratalay M. Hakan, 2014. "Estimating VAR-MGARCH models in multiple steps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 27, May.
  2. Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther, 2012. "Estimating GARCH volatility in the presence of outliers," Economics Letters, Elsevier, vol. 114(1), pages 86-90.
  3. M. Angeles Carnero & Blanca Martínez & Roci´o Sa´nchez-Mangas, 2012. "Mobbing and workers’ health: empirical analysis for Spain," International Journal of Manpower, Emerald Group Publishing, vol. 33(3), pages 322-339, March.
  4. Bosch, Mariano & Carnero, M. Angeles & Farré, Lídia, 2010. "Information and discrimination in the rental housing market: Evidence from a field experiment," Regional Science and Urban Economics, Elsevier, vol. 40(1), pages 11-19, January.
  5. M. Angeles Carnero & Blanca Martinez & Rocio Sanchez-Mangas, 2010. "Mobbing and its determinants: the case of Spain," Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3777-3787.
  6. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2007. "Effects of outliers on the identification and estimation of GARCH models," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 471-497, 07.
  7. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
  8. M. Angeles Carnero, 2004. "Persistence and Kurtosis in GARCH and Stochastic Volatility Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(2), pages 319-342.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-10-20
  2. NEP-ECM: Econometrics (8) 2003-10-20 2003-11-16 2004-08-16 2004-10-30 2006-01-24 2008-11-04 2012-04-17 2014-07-21. Author is listed
  3. NEP-ENE: Energy Economics (2) 2003-10-20 2006-01-24
  4. NEP-ETS: Econometric Time Series (8) 2004-08-16 2004-08-23 2004-10-30 2006-01-24 2006-02-19 2008-11-04 2012-04-17 2014-07-21. Author is listed
  5. NEP-EXP: Experimental Economics (3) 2009-09-11 2011-04-02 2011-04-23
  6. NEP-FMK: Financial Markets (1) 2006-02-19
  7. NEP-FOR: Forecasting (1) 2008-11-04
  8. NEP-HEA: Health Economics (1) 2010-10-09
  9. NEP-IFN: International Finance (1) 2003-11-16
  10. NEP-MIG: Economics of Human Migration (3) 2009-09-11 2011-04-02 2011-04-23
  11. NEP-RMG: Risk Management (1) 2003-11-16
  12. NEP-URE: Urban & Real Estate Economics (3) 2009-09-11 2011-04-02 2011-04-23

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