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Information about:
M. Angeles Carnero

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: M. Angeles
Middle Name:
Last Name: Carnero
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RePEc Short-ID: pca153

Email: [This author has chosen not to make the email address public]
Homepage: http://merlin.fae.ua.es/acarnero/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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). [Downloadable!]

  2. 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). [Downloadable!]

  3. 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. [Downloadable!]
    Published as:

  4. 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. [Downloadable!]
    Other versions:

  5. 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. [Downloadable!]

  6. 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. [Downloadable!]
    Other versions:

  7. 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. [Downloadable!]
    Other versions:

  8. 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. [Downloadable!]

  9. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2007. "Effects of outliers on the identification and estimation of GARCH models," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(4), pages 471-497, 07. [Downloadable!] (restricted)

  3. M. Angeles Carnero, 2004. "Persistence and Kurtosis in GARCH and Stochastic Volatility Models," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 319-342. [Downloadable!] (restricted)

NEP Fields

9 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 (6) 2003-10-20 2003-11-16 2004-08-16 2004-10-30 2006-01-24 2008-11-04 Author is listed
  3. NEP-ENE: Energy Economics (2) 2003-10-20 2006-01-24
  4. NEP-ETS: Econometric Time Series (6) 2004-08-16 2004-08-23 2004-10-30 2006-01-24 2006-02-19 2008-11-04 Author is listed
  5. NEP-EXP: Experimental Economics (1) 2009-09-11
  6. NEP-FIN: Finance (3) 2004-08-16 2004-10-30 2006-01-24 Author is listed
  7. NEP-FMK: Financial Markets (1) 2006-02-19
  8. NEP-FOR: Forecasting (1) 2008-11-04
  9. NEP-IFN: International Finance (1) 2003-11-16
  10. NEP-MIG: Economics of Human Migration (1) 2009-09-11
  11. NEP-RMG: Risk Management (1) 2003-11-16
  12. NEP-URE: Urban & Real Estate Economics (1) 2009-09-11
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This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.