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Miguel Artiach

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This is information that was supplied by Miguel Artiach in registering through RePEc. If you are Miguel Artiach , 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: Miguel
Middle Name:
Last Name: Artiach
Suffix:

RePEc Short-ID: par295

Email:
Homepage:
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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

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Working papers

  1. Artiach, Miguel, 2012. "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper 41267, University Library of Munich, Germany.
  2. Miguel Artiach, 2011. "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD 2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 2011-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

Articles

  1. Artiach, Miguel & Arteche, Josu, 2012. "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2139-2158.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2012-09-22. Author is listed
  2. NEP-ECM: Econometrics (2) 2011-07-27 2012-01-03. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2011-07-27 2012-01-03. Author is listed
  4. NEP-MST: Market Microstructure (1) 2012-01-03. Author is listed
  5. NEP-ORE: Operations Research (2) 2011-07-27 2012-09-22. Author is listed

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