Narrow search
Showing 1 - 3 of 3
Cover Image
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-90
Persistent link: https://www.econbiz.de/10009517276
Cover Image
Asymmetric long memory GARCH : a reply to Hwang's model
Ruiz, Esther; Pérez, Ana - In: Economics letters 78 (2003) 3, pp. 415-422
Persistent link: https://www.econbiz.de/10001741157
Cover Image
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego; Poncela, Pilar; Ruiz, Esther - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460331