49 citations · 77 across the 3 of their papers we have counts for
3 papers
stat.ML2018★ 17 cited
Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model
Víctor Gallego, Pablo Suárez-García, Pablo Angulo +1
We propose a robust implementation of the Nerlove--Arrow model using a Bayesian structural time series model to explain the relationship between advertising expenditures of a count…
q-fin.ST2013★ 49 cited
Multifractality and long memory of a financial index
Pablo Suárez-García, David Gómez-Ullate
In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analys…
q-fin.ST2012★ 11 cited
Scaling, stability and distribution of the high-frequency returns of the IBEX35 index
Pablo Suárez-García, David Gómez-Ullate
In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stabl…