Buscar por Autor Pérez, Ana
Mostrando resultados 1 a 3 de 3
Acceso | Vista previa | Fecha de publicación | Título | Autor/es |
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mar-2016 | Identification of asymmetric conditional heteroscedasticity in the presence of outliers | Carnero, M. Angeles; Pérez, Ana; Ruiz, Esther | ||
8-ene-2018 | Leverage effect in energy futures revisited | Carnero, M. Angeles; Pérez, Ana | ||
2019 | Outliers and misleading leverage effect in asymmetric GARCH-type models | Carnero, M. Angeles; Pérez, Ana |