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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Ruiz, Esther [ortega]
Showing results 1 to 20 of 83
| Issue Date | Title | Author(s) | Type | | May-2003 | An overview of probabilistic and time series models in finance | Balbás, Alejandro [balbas]; Romera, Rosario [mrromera]; Ruiz, Esther [ortega] | workingPaper |
| Nov-2003 | A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities. | Rodríguez, Julio; Ruiz, Esther [ortega] | workingPaper |
| Nov-2001 | Asymmetric long memory GARCH: a reply to Hwang's model | Ruiz, Esther [ortega]; Pérez, Ana | workingPaper |
| 2003 | Asymmetric long memory garch: a reply to hwang's model | Ruiz, Esther [ortega]; Pérez, Ana | article |
| 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 |
| Jan-2001 | Bootstrap prediction intervals for power-transformed time series | Pascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega] | workingPaper |
| May-2010 | Bootstrap prediction intervals for VaR and ES in the context of GARCH models | Nieto, María Rosa [mrnieto]; Ruiz, Esther [ortega] | workingPaper |
| Mar-2008 | Bootstrap prediction intervals in State Space models | Rodríguez, Alejandro; Ruiz, Esther [ortega] | workingPaper |
| 2009 | Bootstrap prediction intervals in state space models | Rodríguez, Alejandro; Ruiz, Esther [ortega] | article |
| Jan-2010 | Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters | Rodríguez, Alejandro; Ruiz, Esther [ortega] | workingPaper |
| 2012 | Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters | Rodríguez, Alejandro; Ruiz, Esther [ortega] | article |
| 2004 | Bootstrap predictive inference for ARIMA processes | Pascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega] | article |
| Mar-1999 | Bootstrap Predictive Inference for Arima Processes | Pascual, L.; Romo, Juan; Ruiz, Esther [ortega] | workingPaper |
| 2012 | Can we evaluate the predictability of financial markets? | Ruiz, Esther [ortega]; Crato, Nuria | article |
| 1994 | Comentario sobre “Bayesian Analysis of Stochastic Volatility models” | Harvey, Andrew; Ruiz, Esther [ortega] | article |
| 2007 | Comments on “Band-limited stochastic processes in discrete and continuous time” | Ruiz, Esther [ortega] | workingPaper |
| Oct-2010 | Comparing sample and plug-in moments in asymmetric Garch Models | Rodríguez, Mª José; Ruiz, Esther [ortega] | workingPaper |
| Nov-2009 | Comparing univariate and multivariate models to forecast portfolio value-at-risk | Santos, André A. P.; Nogales, Francisco J.; Ruiz, Esther [ortega] | workingPaper |
Showing results 1 to 20 of 83
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