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Pilar Grau

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This is information that was supplied by Pilar Grau in registering through RePEc. If you are Pilar Grau , 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: Pilar
Middle Name:
Last Name: Grau
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RePEc Short-ID: pgr418

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Affiliation

Departamento de Economía Aplicada I
Universidad Rey Juan Carlos
Location: Madrid, Spain
Homepage: http://www.fcjs.urjc.es/default.asp?dep=7
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Handle: RePEc:edi:darjces (more details at EDIRC)

Works

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Working papers

  1. Grau-Carles, Pilar & Sainz, Jorge & Otamendi, Javier & Doncel, Luis Miguel, 2009. "Different risk-adjusted fund performance measures: a comparison," Economics Discussion Papers 2009-54, Kiel Institute for the World Economy.
  2. Pilar Grau-Carles, 2006. "Extreme observations in developed and emerging equity markets," Computing in Economics and Finance 2006, Society for Computational Economics 254, Society for Computational Economics.
  3. Pilar Grau-Carles, 2004. "Test for long memory processes. A bootstrap approach," Computing in Economics and Finance 2004, Society for Computational Economics 111, Society for Computational Economics.
  4. R.Gimeno & P.Grau & L.Escot & R.Mateos & E.Olmedo, 2003. "Consecuencias para la predicción de la existencia de caos utilizando modelos TAR," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales 03-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.

Articles

  1. L. M. Doncel & P. Grau & J. Otamendi & J. Sainz, 2011. "The truth about mutual funds across Europe," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(7), pages 687-692.
  2. Luis Miguel Doncel & Pilar Grau-Carles & Jorge Sainz, 2009. "On the long-term behavior of mutual fund returns," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(6), pages 653-660.
  3. Jorge Sainz & Pilar Grau & Luis Miguel Doncel & Javier Otamendi, 2008. "An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany," Economics Bulletin, AccessEcon, vol. 7(10), pages 1-9.
  4. Grau-Carles, Pilar, 2006. "Bootstrap testing for detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 360(1), pages 89-98.
  5. Pilar Grau-Carles, 2005. "Tests of Long Memory: A Bootstrap Approach," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 25(1), pages 103-113, February.
  6. Grau-Carles, Pilar, 2001. "Long-range power-law correlations in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 299(3), pages 521-527.
  7. Grau-Carles, Pilar, 2000. "Empirical evidence of long-range correlations in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 287(3), pages 396-404.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2004-08-16. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2004-08-16. Author is listed
  3. NEP-RMG: Risk Management (1) 2010-01-16. Author is listed

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