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Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
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2
Price manipulation in an experimental asset market
Veiga, Helena
;
Vorsatz, Marc
-
2006
Persistent link: https://www.econbiz.de/10003383579
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3
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator
Veiga, Helena
;
Vorsatz, Marc
-
2008
Persistent link: https://www.econbiz.de/10010458367
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4
The effect of short-selling on the aggregation of information in an experimental asset market
Veiga, Helena
;
Vorsatz, Marc
-
2008
Persistent link: https://www.econbiz.de/10010458370
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5
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
Galán, Jorge E.
;
Veiga, Helena
;
Wiper, Michael P.
- In:
Journal of productivity analysis
42
(
2014
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10010429273
Saved in:
6
Modelos para series temporales heterocedásticas
Ruiz, Esther
- In:
Información comercial española / Cuadernos económicos
(
1994
),
pp. 73-108
Persistent link: https://www.econbiz.de/10001339984
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7
Comparing univariate and multivariate models to forecast portfolio value-at-risk
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 400-441
Persistent link: https://www.econbiz.de/10009745807
Saved in:
8
Optimal portfolios with minimum capital requirements
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10009629778
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9
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen
;
Ruiz, Esther
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
Saved in:
10
Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego
;
Ruiz, Esther
;
Pascual, Lorenzo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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