Publicaciones (27) Publicaciones de Ana Perez Espartero

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

  2. The risk of clustering of deprivations in Spain: a tale of two crises

    Applied Economic Analysis

2023

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

    Fuzzy Sets and Systems, Vol. 467

2022

  1. The impact of different data sources on the level and structure of income inequality

    SERIEs : Journal of the Spanish Economic Association, Vol. 13, Núm. 3, pp. 583-611

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. A Computationally efficient Method for Obtaining Smoothed Volatilities in Long-Memory Stochastic Volatility Models

    Anales de estudios económicos y empresariales, Núm. 18, pp. 69-89

  2. 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

2005

  1. Análisis de la calidad de vida por tamaño municipal y zona geográfica

    La calidad de vida en los municipios de la provincia de Valladolid (Diputación Provincial de Valladolid), pp. 153-164

  2. Análisis discriminante de los resultados

    La calidad de vida en los municipios de la provincia de Valladolid (Diputación Provincial de Valladolid), pp. 131-152

  3. La calidad de vida en los municipios de la provincia de Valladolid

    Diputación Provincial de Valladolid