Ana
Perez Espartero
Publicaciones (26) Publicaciones de Ana Perez Espartero
2024
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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
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Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
Fuzzy Sets and Systems, Vol. 467
2022
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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
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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
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Outliers and misleading leverage effect in asymmetric GARCH-type models
Studies in Nonlinear Dynamics and Econometrics, Vol. 25, Núm. 1
2019
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A REVIEW OF STOCHASTIC DOMINANCE METHODS FOR POVERTY ANALYSIS
Journal of Economic Surveys, Vol. 33, Núm. 5, pp. 1437-1462
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Leverage effect in energy futures revisited
Energy Economics, Vol. 82, pp. 237-252
2016
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A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho
Statistics and Probability Letters, Vol. 112, pp. 41-50
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Identification of asymmetric conditional heteroscedasticity in the presence of outliers
SERIEs : Journal of the Spanish Economic Association, Vol. 7, Núm. 1, pp. 179-201
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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
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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
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Comments on "Kernel density estimation for time series data"
International Journal of Forecasting
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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
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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
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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
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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
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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
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Análisis discriminante de los resultados
La calidad de vida en los municipios de la provincia de Valladolid (Diputación Provincial de Valladolid), pp. 131-152
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La calidad de vida en los municipios de la provincia de Valladolid
Diputación Provincial de Valladolid
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Una aplicación de los indicadores sociales para medir la calidad de vida en Valladolid
Boletín económico de Castilla y León, Núm. 4, pp. 104-112