M. A. Carnero

Economics and Econometrics · 2004–2010

A researcher in the Science corpus: 4 papers; trusts 18 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #9,837 of 23,481 by trust here, #9,665 by citations
• Finance — 19 citations into it; #5,358 of 10,518 by trust here, #6,162 by citations
• Statistics and Probability — 13 citations into it
• Economics & Operations Research — 5 citations into it

Whom M. A. Carnero trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Robert F. Engle
3. Daniel B. Nelson
4. Eric Jondeau
5. Dennis Kristensen
6. Arup Bose
7. Gabriele Fiorentini
8. Jonas Andersson
9. Torben G. Andersen
10. Peter M. Robinson

Who trusts M. A. Carnero overall

1. Marcelo C. Medeiros
2. Nikolay I. Nikolaev
3. Timo Teräsvirta
4. Michael Mcaleer
5. Álvaro Veiga
6. Andrea Romei
7. Hans Malmsten
8. Dominik Liebl
9. Peter Tino

Papers from M. A. Carnero's perspective

Ordered by how strongly the researchers M. A. Carnero trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Statistics for long-memory processes
5. MODELING AND FORECASTING REALIZED VOLATILITY
6. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
7. On the Normal Inverse Gaussian Stochastic Volatility Model
8. Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. Inference in ARCH and GARCH models with heavy-tailed errors

Their papers

• Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (2007) — 281 citations
• Persistence and Kurtosis in GARCH and Stochastic Volatility Models (2004) — 208 citations
• Effects of outliers on the identification and estimation of GARCH models (2007) — 110 citations
• Information and discrimination in the rental housing market: Evidence from a field experiment (2010) — 206 citations