Publicaciones en colaboración con investigadores/as de Aarhus University (2)

2012

  1. Semiparametric inference in a GARCH-in-mean model

    Journal of Econometrics

2009

  1. Volatility spill-overs in commodity spot prices: New empirical results

    Economic Modelling, Vol. 26, Núm. 3, pp. 601-607