Mike Aguilar

University of North Carolina (UNC) at Chapel Hill - Department of Economics

Chapel Hill, NC 27599

United States

SCHOLARLY PAPERS

4

DOWNLOADS

127

CITATIONS
Rank 27,021

SSRN RANKINGS

Top 27,021

in Total Papers Citations

9

Scholarly Papers (4)

1.

MacroJournal – Turning Students into Practitioners

Number of pages: 13 Posted: 25 Jun 2012
Mike Aguilar
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 42 (301,316)

Abstract:

economic education, active learning, current events, macroeconomics

2.

Robust Score and Portmanteau Tests of Volatility Spillover

Number of pages: 49 Posted: 12 Feb 2012 Last Revised: 14 May 2013
Mike Aguilar and Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Downloads 39 (332,679)
Citation 1

Abstract:

volatility spillover, heavy tails, tail trimming, robust inference

3.

Moment Condition Tests for Heavy-Tailed Time Series

Number of pages: 37 Posted: 30 Jun 2011 Last Revised: 17 Oct 2011
Jonathan B. Hill and Mike Aguilar
University of North Carolina (UNC) at Chapel Hill – Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 22 (377,880)
Citation 8

Abstract:

moment condition test, heavy tails, tail trimming, robust inference

4.

A Latent Factor Model of Multivariate Conditional Heteroscedasticity

Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 481-503, 2009
Posted: 09 Oct 2009
Mike Aguilar
University of North Carolina (UNC) at Chapel Hill - Department of Economics

Abstract:

common features, conditional factor models, generalized method of moments, multivariate conditional heteroscedasticity, stochastic volatility