Now showing items 1-3 of 3

  • Are the markets influenced by the frequency and the long relationships? 

    Márquez, M. Dolores; Muñoz Gracia, María del Pilar (2008)
    Conference report
    Restricted access - publisher's policy
    This paper analyzes the multivariate volatility effects among the indexes returns time series of the main stock markets. We detect, applying cointegration techniques, relations of interdependence between these markets and ...
  • Non linear statistical models to improve wind power forecasts 

    Muñoz Gracia, María del Pilar; Sánchez Espigares, Josep Anton; Márquez, M. Dolores (2013)
    Conference report
    Restricted access - publisher's policy
  • Threshold volatily models: forecasting performance 

    Márquez, M. Dolores; Muñoz Gracia, María del Pilar; Martí Recober, Manuel; Acosta Argueta, Lesly María (Physica-Verlag, 2006)
    Article
    Open Access
    The aim of this paper is to compare the forecasting performance of competing volatility models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out-of-sample forecasting ...