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Is replacing standard investments with ESG substitutes a good choice?

Tavares, Ricardo de Souza; Caldeira, João F. - In: Revista Brasileira de Finanças : RBFin 21 (2023) 1, pp. 49-75

Persistent link: https://www.econbiz.de/10014442284

Seleção de carteiras : escolha entre modelos baseada em persistência de performance

Tavares, Ricardo S.; Caldeira, João F. - In: Revista Brasileira de Finanças : RBFin 18 (2020) 1, pp. 91-128

Persistent link: https://www.econbiz.de/10012221588

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

Modelos para series temporales heterocedásticas

Ruiz, Esther - In: Información comercial española / Cuadernos económicos (1994), pp. 73-108

Persistent link: https://www.econbiz.de/10001339984

Quasi-maximum likelihood estimation of stochastic variance models

Ruiz, Esther - 1992

Persistent link: https://www.econbiz.de/10000839003

Estimating and forecasting GARCH volatility in the presence of outliers

Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - 2008

Persistent link: https://www.econbiz.de/10003871607

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

Prediction intervals in conditionally heteroscedastic time series with stochastic components

Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: International journal of forecasting 27 (2011) 2, pp. 308-319

Persistent link: https://www.econbiz.de/10009247501

Identification of asymmetric conditional heteroscedasticity in the presence of outliers

Carnero, M. Angeles; Pérez, Ana; Ruiz, Esther - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 179-201

The identification of asymmetric conditional heteroscedasticity is often based on sample cross-correlations between past and squared observations. In this paper we analyse the effects of outliers on these cross-correlations and, consequently, on the identification of asymmetric volatilities.We...

Persistent link: https://www.econbiz.de/10011458810

Revisiting several popular GARCH models with leverage effect : differences and similarities

Rodríguez, María José; Ruiz, Esther - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 637-668

Persistent link: https://www.econbiz.de/10009671894