Cercar per Autor Pérez, Ana
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Accés | Vista prèvia | Data publicació | Títol | Autor/s |
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de març-2016 | Identification of asymmetric conditional heteroscedasticity in the presence of outliers | Carnero, M. Angeles; Pérez, Ana; Ruiz, Esther | ||
8-de gener-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 |