• Frontiers in VaR forecasting and backtesting  (article)

  Nieto Delfin, Maria Rosa; Ruiz Ortega, Esther

  2016-04

  Nieto, M. R. & Ruiz, E. (2016). Frontiers in VaR forecasting and backtesting. International Journal of Forecasting, 32(2), pp. 475–501.
• On the combination of depth-based ranks  (bookPart)

  Cascos Fernández, Ignacio ; Montes, Ignacio

  2018-01-01

  Cascos Fernandez, Ignacio; Montes, Ignacio (2018). On the combination of depth-based ranks. The mathematics of the uncertain: a tribute to Pedro Gil. Alemania: Springer. Pp. 79-88
• A Time Series Disaggregated Model to Forecast GDP in the Eurozone  (bookPart)

  Mínguez, Román; Espasa, Antoni

  2007

  Mazzi, G.L.; Savio, G. (eds). Growth and Cycle in the Eurozone. New York : Palgrave Macmillan, Eurostat, 2007, 17cap., p. 213-220 reproduced with permission of Palgrave Macmillan
• An overview of probabilistic and time series models in finance  (bookPart)

  Ruiz Ortega, Esther

  2005

  Recent Advances in Applied Probability, 2005, p. 27-63
• Multivariate Stochastic Variance Models  (bookPart)

  Harvey, Andrew; Ruiz Ortega, Esther ; Shephard, Neil

  1995

  ARCH: Selected readings, 1995, p. 256-276

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