SUSAN
ORBE MANDALUNIZ
PROFESORADO TITULAR DE UNIVERSIDAD
MARIA EVA
FERREIRA GARCIA
PROFESORADO CATEDRATICO/A DE UNIVERSIDAD
Publikationen, an denen er mitarbeitet MARIA EVA FERREIRA GARCIA (18)
2022
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Author Correction: Loss of structural balance in stock markets (Scientific Reports, (2021), 11, 1, (12230), 10.1038/s41598-021-91266-4)
Scientific Reports
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Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (TEST, (2022), 31, 4, (931-949), 10.1007/s11749-022-00806-1)
Test
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Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
Test, Vol. 31, Núm. 4, pp. 931-949
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The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
Journal of Business and Economic Statistics, Vol. 40, Núm. 2, pp. 913-923
2021
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Loss of structural balance in stock markets
Scientific Reports, Vol. 11, Núm. 1
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Time-varying coefficient estimation in SURE models. Application to portfolio management∗
Journal of Financial Econometrics, Vol. 19, Núm. 4, pp. 707-745
2020
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Multivariate conditional dependence: the effect of institutional quality on competitiveness indicator relations
Proceedings of the 35th International Workshop on Statistical Modelling : July 20-24, 2020 Bilbao, Basque Country, Spain
2018
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Why are there time-varying comovements in the European stock market?
European Journal of Finance, Vol. 24, Núm. 10, pp. 828-848
2015
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Nonparametric methods for estimating and testing for constant betas in asset pricing models
Applied Economics, Vol. 47, Núm. 25, pp. 2577-2607
2011
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Conditional beta pricing models: A nonparametric approach
Journal of Banking and Finance, Vol. 35, Núm. 12, pp. 3362-3382
2010
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Conditional beta pricing models: A nonparametric approach
Documentos de Trabajo BILTOKI
2006
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On the estimation and testing of time varying constraints in econometric models
Statistica Sinica, Vol. 16, Núm. 4, pp. 1313-1333
2005
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Nonparametric estimation of time varying parameters under shape restrictions
Journal of Econometrics, Vol. 126, Núm. 1, pp. 53-77
2003
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An algorithm to estimate time-varying parameter SURE models under different types of restriction
Computational Statistics and Data Analysis, Vol. 42, Núm. 3, pp. 363-383
2001
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Nonparametric estimation of time varying parameters under shape restrictions
Documentos de Trabajo BILTOKI
2000
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A nonparametric method to estimate time varying coefficients under seasonal constraints
Journal of Nonparametric Statistics, Vol. 12, Núm. 6, pp. 779-806
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Estimación no paramétrica restringida de un modelo con coeficientes cambiantes
XXV Congreso Nacional de Estadística e Investigación Operativa: Vigo, 4-7 de abril de 2000