Ana-María Fuertes

According to our database, Ana-María Fuertes authored at least 7 papers between 2000 and 2026.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2026

Does Speculation in Futures Markets Improve Commodity Hedging Decisions?

Adrian Fernandez-Perez, Ana-María Fuertes, Joëlle Miffre

Manag. Sci., 2026

2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

2008

Sieve bootstrap t-tests on long-run average parameters.

Ana-María Fuertes

Comput. Stat. Data Anal., 2008

2007

On sovereign credit migration: A study of alternative estimators and rating dynamics.

Ana-María Fuertes, Elena Kalotychou

Comput. Stat. Data Anal., 2007

2006

Early warning systems for sovereign debt crises: The role of heterogeneity.

Ana-María Fuertes, Elena Kalotychou

Comput. Stat. Data Anal., 2006

Unobserved heterogeneity in panel time series models.

Jerry Coakley, Ana-María Fuertes, Ron Smith

Comput. Stat. Data Anal., 2006

2000

A Rational Interpolation Approach to Least Squares Estimation for Band-TARs.

Jerry Coakley, Ana-María Fuertes, María-Teresa Pérez

Proceedings of the Numerical Analysis and Its Applications, 2000