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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Ruiz, Esther
Showing results 1 to 11 of 11
| Issue Date | Title | Author(s) | Type | | Feb-2010 | Bootstrapping unobserved component models | Rodriguez, Alejandro Federico | doctoralThesis; Tesis |
| 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 | Effects of parameter estimation on prediction densities: a bootstrap approach. | Pascual, Lorenzo; Romo Urroz, Juan; Ruiz, Esther | article |
| Jan-2003 | Heterocedasticidad condicional, atípicos y cambios de nivel en series temporales financieras | Carnero Fernández, María Ángeles | doctoralThesis |
| May-2010 | Measuring financial risk | Nieto, María Rosa | doctoralThesis; Tesis |
| Jun-2010 | Multivariate volatility models in financial risk management and portfolio selection | Alves Portela Santos, André | doctoralThesis; Tesis |
| Apr-2009 | Predicción en modelos de componentes inobservables condicionalmente heteroscedásticos | Pellegrini, Santiago | doctoralThesis; Tesis |
| 2011 | Prediction intervals in conditionally heteroscedastic time series with stochastic components | Espasa, Antoni [espasa]; Pellegrini, Santiago; Ruiz, Esther | article |
| 2004 | Spurious and hidden volatility | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther | workingPaper |
| Dec-2010 | Volatility models with Leverage effect | Rodríguez Villar, Mª José | doctoralThesis |
Showing results 1 to 11 of 11
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