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Forecasting the yield curve: t...
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156
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46
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39
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20
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18
Peña, Daniel
18
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18
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17
Poncela, Pilar
15
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Broto, Carmen
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Romo, Juan
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61
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:
62
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:
63
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:
64
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
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65
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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66
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 35-64)
.
2003
Persistent link: https://www.econbiz.de/10001932651
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67
Effects of parameter estimation on prediction densities : a bootstrap approach
Pascual, Lorenzo
;
Romo, Juan
;
Ruiz, Esther
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10001549777
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68
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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69
Stock market regulations and international financial integration : the case of Spain
Peña Sánchez de Rivera, Juan Ignacio
- In:
The European journal of finance
1
(
1996
)
4
,
pp. 367-382
Persistent link: https://www.econbiz.de/10001196891
Saved in:
70
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
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