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ECONIS (ZBW)
111
RePEc
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71
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
Saved in:
72
Properties of the sample autocorrelations of nonlinear transformations in long-memory stochastic volatility models
Pérez, Ana
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 420-444
Persistent link: https://www.econbiz.de/10002214167
Saved in:
73
Persistence and kurtosis in GARCH and stochastic volatility models
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 319-342
Persistent link: https://www.econbiz.de/10002214313
Saved in:
74
Detecting level shifts in the presence of conditional heteroscedasticity
Carnero, M. Angeles
(
contributor
);
Peña, Daniel
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198779
Saved in:
75
Bootstrap prediction intervals for power-transformed time series
Pascual, Lorenzo
;
Romo, Juan
;
Ruiz, Esther
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 219-235
Persistent link: https://www.econbiz.de/10002687759
Saved in:
76
Estimation methods for stochastic volatility models : a survey
Broto, Carmen
;
Ruiz, Esther
- In:
Journal of economic surveys
18
(
2004
)
5
,
pp. 613-649
Persistent link: https://www.econbiz.de/10002437597
Saved in:
77
Spurious and hidden volatility
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002440961
Saved in:
78
Relaciones dinámicas en el mercado internacional de carne de vacuno
Hernández, Nuria
;
Pañeda, Cándido
;
Ruiz, Esther
- In:
Revista de economía aplicada : publicación cuatrimestral
10
(
2002
)
29
,
pp. 137-149
Persistent link: https://www.econbiz.de/10001724029
Saved in:
79
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10001686258
Saved in:
80
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
Saved in:
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