Publications en collaboration avec des chercheurs de Universitat d'Alacant (3)

2021

  1. Outliers and misleading leverage effect in asymmetric GARCH-type models

    Studies in Nonlinear Dynamics and Econometrics, Vol. 25, Núm. 1

2019

  1. Leverage effect in energy futures revisited

    Energy Economics, Vol. 82, pp. 237-252

2016

  1. Identification of asymmetric conditional heteroscedasticity in the presence of outliers

    SERIEs : Journal of the Spanish Economic Association, Vol. 7, Núm. 1, pp. 179-201