5 citations · 5 across the 3 of their papers we have counts for
3 papers
q-fin.ST2009
Correction to "Leverage and volatility feedback effects in high-frequency data" [J. Financial Econometrics 4 (2006) 353--384]
Amparo Baillo
Bollerslev et al. (2006) study the cross-covariances for squared returns under the Heston (1993) stochastic volatility model. In order to obtain these cross-covariances the authors…
stat.ME2008
Tests for zero-inflation and overdispersion
A. Baillo, J. Carcamo, J. R. Berrendero
We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is…
stat.ML2008★ 5 cited
Supervised functional classification: A theoretical remark and some comparisons
Amparo Baillo, Antonio Cuevas
The problem of supervised classification (or discrimination) with functional data is considered, with a special interest on the popular k-nearest neighbors (k-NN) classifier. First…