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ORCIDEsther Ruiz
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Journal Articles
- 2016
[j8]Diego E. Fresoli, Esther Ruiz
:
The uncertainty of conditional returns, volatilities and correlations in DCC models. Comput. Stat. Data Anal. 100: 170-185 (2016)- 2013
- [j7]D. Stephen G. Pollock, Tommaso Proietti, Esther Ruiz, Howard L. Weinert:
The third special issue on Statistical Signal Extraction and Filtering. Comput. Stat. Data Anal. 58: 1-3 (2013) - 2012
- [j6]Alejandro F. Rodríguez, Esther Ruiz:
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters. Comput. Stat. Data Anal. 56(1): 62-74 (2012) - [j5]David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - 2009
- [j4]Ana Pérez, Esther Ruiz, Helena Veiga:
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. Comput. Stat. Data Anal. 53(10): 3593-3600 (2009) - 2008
- [j3]Esther Ruiz, Helena Veiga:
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. Comput. Stat. Data Anal. 52(6): 2846-2862 (2008) - 2006
- [j2]Carmen Broto, Esther Ruiz:
Unobserved component models with asymmetric conditional variances. Comput. Stat. Data Anal. 50(9): 2146-2166 (2006) - [j1]Lorenzo Pascual, Juan Romo, Esther Ruiz:
Bootstrap prediction for returns and volatilities in GARCH models. Comput. Stat. Data Anal. 50(9): 2293-2312 (2006)
Conference and Workshop Papers
- 2010
- [c1]Alejandro F. Rodríguez, Esther Ruiz:
Bootstrap Prediction in Unobserved Component Models. COMPSTAT 2010: 123-131
Coauthor Index
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