Publicaciones en colaboración con investigadores/as de Universidad de Valladolid (18)

2024

  1. Changes in the Dependence Structure of AROPE Components: Evidence from the Spanish Regions

    Hacienda Pública Española / Review of Public Economics, Núm. 248, pp. 21-52

2023

  1. Nonparametric estimation of the multivariate Spearman's footrule: A further discussion

    Fuzzy Sets and Systems, Vol. 467

2021

  1. Copula-based analysis of multivariate dependence patterns between dimensions of poverty in Europe*

    Review of Income and Wealth, Vol. 67, Núm. 1, pp. 165-195

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

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

2019

  1. A REVIEW OF STOCHASTIC DOMINANCE METHODS FOR POVERTY ANALYSIS

    Journal of Economic Surveys, Vol. 33, Núm. 5, pp. 1437-1462

  2. Leverage effect in energy futures revisited

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

2016

  1. A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho

    Statistics and Probability Letters, Vol. 112, pp. 41-50

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

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

  3. Measuring the Dependence among Dimensions of Welfare: A Study Based on Spearman's Footrule and Gini's Gamma

    International Journal of Uncertainty, Fuzziness and Knowlege-Based Systems, Vol. 24, pp. 87-105

2015

  1. Measuring dependence between dimensions of poverty in Spain: An approach based on copulas

    Proceedings of the 2015 conference of the international fuzzy systems association and the european society for fuzzy logic and technology

2012

  1. Comments on "Kernel density estimation for time series data"

    International Journal of Forecasting

  2. Maximally autocorrelated power transformations: A closer look at the properties of stochastic volatility models

    Studies in Nonlinear Dynamics and Econometrics, Vol. 16, Núm. 3

2009

  1. A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect

    Computational Statistics and Data Analysis, Vol. 53, Núm. 10, pp. 3593-3600

2008

  1. Finite-sample Properties of Maximum Likelihood and Whittle Estimators in EGARCH and FIEGARCH Models

    Quantitative and Qualitative Analysis in Social Sciences, Vol. 2, Núm. 1

2003

  1. Asymmetric long memory GARCH: A reply to Hwang's model

    Economics Letters, Vol. 78, Núm. 3, pp. 415-422

  2. Properties of the Sample Autocorrelations of Nonlinear Transformations in Long-Memory Stochastic Volatility Models

    Journal of Financial Econometrics, Vol. 1, Núm. 3, pp. 420-444

2002

  1. Explaining inequality in Spanish income. A multifactor ANOVA model

    Applied Economics Letters, Vol. 9, Núm. 3, pp. 167-170

2001

  1. Finite sample properties of a QML estimator of stochastic volatility models with long memory

    Economics Letters, Vol. 70, Núm. 2, pp. 157-164