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Ruiz, Esther's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
496 |
Total
Citations
29 |
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1.
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Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics Nogales, Francisco J.
Universidad Carlos III de Madrid - Department of Statistics Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
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04 May 10
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Last Revised:
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17 Jul 12
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255
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2
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Multivariate GARCH, Convex Optimization, Out-Of-Sample Evaluation
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2.
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Santos, Andre A. P.
Universidade Federal de Santa Catarina (UFSC) - Department of Economics Nogales, Francisco J.
Universidad Carlos III de Madrid - Department of Statistics Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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146
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1
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Backtesting, Basel Accords, market risk, composite likelihood, risk management, volatility
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3.
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Broto, Carmen
Bank of Spain Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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35
(230,523)
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Leverage effect, QGARCH, seasonality, structural time series models, unobserved component
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4.
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Broto, Carmen
Bank of Spain Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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28
(248,576)
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17
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Bayesian procedures, GMM, Indirect inference, Kalman filter, Leverage effect, Long-memory, Maximum likelihood, Monte Carlo Markov Chain, QML, SV-M
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5.
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Carnero, M. Angeles
University of Alicante - Department of Economic Analysis Peña, Daniel
Universidad Carlos III de Madrid Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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17
(285,490)
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7
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6.
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Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics Pascual, Lorenzo
Universidad Carlos III de Madrid Romo, Juan
Universidad Carlos III de Madrid
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12
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2
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Forecasting, non-Gaussian distributions, prediction density, resampling methods, simulation
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7.
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Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics Rodriguez, Alejandro
Universidad Carlos III de Madrid
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3
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8.
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Properties of the Sample Autocorrelations of Nonlinear Transformations in Long-Memory Stochastic Volatility Models
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Pérez, Ana
University of Valladolid - Faculty of Law Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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Posted:
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29 Feb 08
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Last Revised:
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29 Jul 10
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Pérez, Ana
University of Valladolid - Faculty of Law Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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0
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absolute transformation, Box-Ljung text, conditional heteroscedasticity, log-squared transformation, Peña Rodriguez test, squared observations
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Pérez, Ana
University of Valladolid - Faculty of Law Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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0
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absolute transformation, Box-Ljung text, conditional heteroscedasticity, log-squared transformation, Peña Rodriguez test, squared observations
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9.
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Carnero, M. Angeles
University of Alicante - Department of Economic Analysis Peña, Daniel
Universidad Carlos III de Madrid Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
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ARSV, EGARCH, leverage effect, QGARCH
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Records 1 -
9
of 9 matches
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