| Periodic seasonal Reg-ARFIMA–GARCH models for daily electricity spot prices SJ Koopman, M Ooms, MA Carnero Journal of the American Statistical Association 102 (477), 16-27, 2007 | 341 | 2007 |
| Persistence and kurtosis in GARCH and stochastic volatility models MA Carnero, D Peña, E Ruiz Journal of financial econometrics 2 (2), 319-342, 2004 | 266 | 2004 |
| Information and discrimination in the rental housing market: Evidence from a field experiment M Bosch, MA Carnero, L Farre Regional science and urban Economics 40 (1), 11-19, 2010 | 257 | 2010 |
| Effects of outliers on the identification and estimation of GARCH models MA Carnero, D Pena, E Ruiz Journal of time series analysis 28 (4), 471-497, 2007 | 137 | 2007 |
| Mobbing and its determinants: the case of Spain MA Carnero, B Martínez, R Sánchez-Mangas Applied Economics 42 (29), 3777-3787, 2010 | 113 | 2010 |
| Estimating GARCH volatility in the presence of outliers MA Carnero, D Peña, E Ruiz Economics Letters 114 (1), 86-90, 2012 | 101 | 2012 |
| Mobbing and workers’ health: empirical analysis for Spain M Angeles Carnero, B Martínez, R Sa´ nchez‐Mangas International Journal of Manpower 33 (3), 322-339, 2012 | 62 | 2012 |
| Periodic heteroskedastic RegARFIMA models for daily electricity spot prices M Carnero, SJ Koopman, M Ooms Tinbergen Institute Discussion Paper No. TI 03-071/4, 2003 | 44 | 2003 |
| Outliers and conditional autoregressive heteroscedasticity in time series MA Carnero, D Peña, E Ruiz Revista Estadistica 53, 143-213, 2001 | 39 | 2001 |
| Rental housing discrimination and the persistence of ethnic enclaves M Bosch, MA Carnero, L Farré SERIEs 6, 129-152, 2015 | 38 | 2015 |
| Estimating VAR-MGARCH models in multiple steps MA Carnero, MH Eratalay Studies in Nonlinear Dynamics & Econometrics 18 (3), 339-365, 2014 | 35 | 2014 |
| Economic and health consequences of the initial stage of mobbing: the Spanish case MA Carnero, B Martinez XXX Simposio de Análisis Económico, Universidad de Murcia, 2005 | 30 | 2005 |
| Is stochastic volatility more flexible than GARCH MA Carnero, D Peña, E Ruiz Statistics and Econometrics Series WP, 01-08, 2001 | 24 | 2001 |
| Leverage effect in energy futures revisited MA Carnero, A Pérez Energy Economics 82, 237-252, 2019 | 17 | 2019 |
| Explaining transactions in time banks in economic crisis MA Carnero, B Martinez, R Sanchez-Mangas Applied Economics Letters 22 (9), 739-744, 2015 | 17 | 2015 |
| Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS MA Carnero, J Olmo, L Pascual Energies 11 (11), 3148, 2018 | 13 | 2018 |
| Identification of asymmetric conditional heteroscedasticity in the presence of outliers MA Carnero, A Pérez, E Ruiz SERIEs 7, 179-201, 2016 | 13 | 2016 |
| Rental housing discrimination and the persistence of ethnic enclaves M Bosch, M Carnero, L Farre IZA discussion paper, 2011 | 12 | 2011 |
| Estimating and forecasting GARCH volatility in the presence of outliers MÁ Carnero, D Peña, E Ruiz Instituto Valenciano de Investigaciones Económicas, 2008 | 10 | 2008 |
| Outliers and misleading leverage effect in asymmetric GARCH-type models MA Carnero, A Pérez Studies in Nonlinear Dynamics & Econometrics 25 (1), 20180073, 2021 | 7 | 2021 |
Mariano BoschInter-American Development BankVerified email at iadb.org