IndexAuthor

Terceiro Lomba, Jaime and Casals Carro, José and Jerez Méndez, Miguel and Serrano García, Gregorio R. and Sotoca López, Sonia (2000) A MATLAB toolbox for reliable time series modeling and forecasting in State-Space. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2000, ]

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (1999) A fast and stable method to compute the likelihood of state-space models with unit roots. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 1999, ]

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (1998) A general fixed-interval smoother with exact initial conditions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 1998, ]

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) A new approach to the unconditional measurement of default risk. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2014, ISSN: 2341-2356 ] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2000) An exact multivariate model-based structural decomposition. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2000, ]

Ferrer, Alex and Casals Carro, José and Sotoca López, Sonia (2015) Capital cyclicality, conditional coverage and long-term capital assessment. Finance Research Letters, 15 . pp. 246-256. ISSN 1544-6123

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) Conditional coverage and its role in determining and assessing long-term capital requirements. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2014, ISSN: 2341-2356 ] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2006) Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2006, ]

García Hiernaux, Alfredo and Jerez Méndez, Miguel and Casals Carro, José (2005) Detección de raíces unitarias y cointegración mediante métodos de subespacios. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2005, ]

Ferrer, Alex and Casals Carro, José and Sotoca López, Sonia (2016) Efficient estimation of unconditional capital by Monte Carlo simulation. Finance Research Letters, 16 . pp. 75-84. ISSN 1544-6131

Hiernaux, Alfredo G. and Casals Carro, José and Jerez Méndez, Miguel (2005) Fast estimation methods for time series models in state-space form. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2005, ]

Casals Carro, José and García Hiernaux, Alfredo and Jerez Méndez, Miguel (2010) From general State-Space to VARMAX models. [ Documentos de trabajo del Instituto Complutense de Análisis Económico; nº 02, 2010, ] (Unpublished)

Ferrer Pérez, Alejandro and Casals Carro, José and Sotoca López, Sonia (2014) Linking the problems of estimating and allocating unconditional capital. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2014, ISSN: 2341-2356 ] (Unpublished)

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (2012) Minimally Conditioned Likelihood for a Nonstationary State Space Model. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2012, ] (Unpublished)

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2006) Modelling an forecasting time series sampled at different frequencies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2006, ]

Casals Carro, José and Jerez Méndez, Miguel and Sotoca López, Sonia (2004) Modelling and forecasting time series sampled at different frequencies. (Submitted)

Ferrera, Alex and Casals Carro, José and Sotoca López, Sonia (2015) Sample dependency during unconditional credit capital estimation. Finance Research Letters, 15 . pp. 175-186. ISSN 1544-6123

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (2013) Single and multiple error state-space models for signal extraction. Journal of Statistical Computation and Simulation, 85 (5). pp. 1053-1069. ISSN 1563-5163

Jerez Méndez, Miguel and Casals Carro, José and Sotoca López, Sonia (1999) The likelihood of multivariate GARCH models is ill-conditioned. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 1999, ]

Casals Carro, José and Sotoca López, Sonia and Jerez Méndez, Miguel (1998) Un algoritmo rápido para evaluar la función de verosimilitud exacta de modelos VARMAX periódicos. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 1998, ]

Casals Carro, José and Sotoca López, Sonia (1996) Un método de inicialización del filtrado para modelos en espacio de los estados con inputs estocásticos. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 10, 1996, ]

Hiernaux, Alfredo G. and Jerez Méndez, Miguel and Casals Carro, José (2005) Unit roots and cointegrating matrix estimation using subspace methods. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2005, ]