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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Pascual, Lorenzo
Showing results 1 to 10 of 10
| Issue Date | Title | Author(s) | Type | | Oct-2011 | Bootstrap forecast of multivariate VAR models without using the backward representation | Pascual, Lorenzo; Ruiz, Esther [ortega]; Fresoli, Diego [dfresoli] | workingPaper |
| Jul-2002 | Bootstraping financial time series | Ruiz, Esther [ortega]; Pascual, Lorenzo | article |
| 2006 | Bootstrap prediction for returns and volatilities in GARCH models | Pascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega] | article |
| 1-May-2006 | Bootstrap prediction for returns and volatilities in GARCH models. | Pascual, Lorenzo; Romo Urroz, Juan; Ruiz, Esther | article |
| Apr-2005 | Bootstrap prediction intervals for power-transformed time series | Pascual, Lorenzo; Romo Urroz, Juan; Ruiz, Esther | article |
| Jan-2001 | Bootstrap prediction intervals for power-transformed time series | Pascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega] | workingPaper |
| 2004 | Bootstrap predictive inference for ARIMA processes | Pascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega] | article |
| 2001 | Effects of parameter estimation on prediction densities: A bootstrap approach | Pascual, Lorenzo; Ruiz, Esther [ortega]; Romo, Juan | article |
| Jan-2001 | Effects of parameter estimation on prediction densities: a bootstrap approach. | Pascual, Lorenzo; Romo Urroz, Juan; Ruiz, Esther | article |
| 2000 | Forecasting returns and volatilities in GARCH processes using the bootstrap | Pascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega] | workingPaper |
Showing results 1 to 10 of 10
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