Published articles

• "Mobbing and health: empirical analysis for Spain" (joint with Blanca Martínez and Rocío Sánchez-Mangas). International Journal of Manpower. Special issue. Forthcoming.

• "Estimating GARCH Volatility in the presence of outliers" (joint with Daniel Peña and Esther Ruiz). Economics Letters. 2012. Vol. 114, p. 86-90. 

• "Information and Discrimination in the Rental Housing Market: Evidence from a Field Experiment" (joint with Mariano Bosch and Lidia Farré). Regional Science and Urban Economics. 2010. Vol. 40, p. 11-19. 

• "Mobbing and its determinants: the case of Spain” (joint with Blanca Martínez and Rocío Sánchez-Mangas). Applied Economics. 2010. Vol. 42, p. 3777-3787.

• "Effects of outliers on the identification and estimation of GARCH models" (joint with Daniel Peña and Esther Ruiz). Journal of Time Series Analysis. 2007. Vol 28, p. 471-497.

• "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices " (joint with Siem Jan Koopman and Marius Ooms). Journal of the American Statistical Association. 2007. Vol. 102, p. 16-27. 

• "Persistence and Kurtosis in GARCH and Stochastic Volatility Models" (joint with Daniel Peña and Esther Ruiz). Journal of Financial Econometrics. 2004. Vol. 2, p. 319-342.

• "Outliers and Conditional Autoregressive Heteroscedasticity in Time Series" (joint with Daniel Peña and Esther Ruiz). Estadistica. 2001. Vol. 53, p. 143-213. 

Other Publications

• Comments on “A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices”. International Journal of Forecasting. Special Issue. 2012. Vol. 28, p. 36-38. 

• “Mann-Wald’s Theorem” in “An Eponymous Dictionary of Economics: A Guide to Laws and Theorems named after economists”. 2004. Eds: Julio Segura and Carlos Brown. Edward Elgar Publishing.

Working Papers and Work in Progress

• "Rental Housing Discrimination and the Persistence of Ethnic Enclaves" (joint with Mariano Bosch and Lidia Farré). Under revision. 2012.

• "Effects of outliers on asymmetric GARCH models" (joint with Ana Pérez and Esther Ruiz). Work in progress.

• "Multivariate modelling of hourly electricity prices: Empirical evidence from European markets" (joint with Siem Jan Koopman and Marius Ooms). Work in progress

• "Estimating VAR-MGARCH Models in Multiple steps" (joint with Hakan Eratalay). Work in progress.

• "Properties of Beta-t-EGARCH models: a robust alternative to GARCH models" ((joint with Andrew Harvey and Esther Ruiz). Work in progress.