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Conditionally heteroscedastic unobserved component models and their reduced form
Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: Economics letters 107 (2010) 2, pp. 88-90
Persistent link: https://www.econbiz.de/10003991459
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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
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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
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Finite sample properties of a QML estimator of stochastic volatility models with long memory
Pérez, Ana; Ruiz, Esther - In: Economics letters 70 (2001) 2, pp. 157-164
Persistent link: https://www.econbiz.de/10001537967
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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
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Conditionally heteroscedastic unobserved component models and their reduced form
Pellegrini, Santiago; Ruiz, Esther; Espasa, Antoni - In: Economics letters 107 (2010) 2, pp. 88-91
Persistent link: https://www.econbiz.de/10008400788
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/10006764350
Cover Image
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-91
Persistent link: https://www.econbiz.de/10009818285
Cover Image
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Pérez, Ana; Ruiz, Esther - In: Economics letters 70 (2001) 2, pp. 157-164
Persistent link: https://www.econbiz.de/10006776354