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Effects of parameter estimation on prediction densities : a bootstrap approach
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 17 (2001) 1, pp. 83-103
Persistent link: https://www.econbiz.de/10001549777
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Effects of parameter estimation on prediction densities: a bootstrap approach
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 17 (2001) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10006980403
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Can we evaluate the predictability of financial markets?
Crato, Nuno; Ruiz, Esther - In: International journal of forecasting 28 (2012) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10009818665
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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago; Ruiz, Esther; Espasa, Antoni - In: International journal of forecasting 27 (2011) 2, pp. 308-320
Persistent link: https://www.econbiz.de/10008782051
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Introduction to nonlinearities, business cycles, and forecasting
García-Ferrer, Antonio; De Gooijer, Jan G.; Poncela, Pilar - In: International journal of forecasting 21 (2005) 4, pp. 623-626
Persistent link: https://www.econbiz.de/10007779280
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Bootstrap prediction intervals for power-transformed time series
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 21 (2005) 2, pp. 219-235
Persistent link: https://www.econbiz.de/10002687759
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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: International journal of forecasting 27 (2011) 2, pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
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Can we evaluate the predictability of financial markets? : editorial
Crato, Nuno; Ruiz, Esther - In: International journal of forecasting 28 (2012) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009580819
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Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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Threshold stochastic volatility : properties and forecasting
Mao, Xiuping; Ruiz, Esther; Veiga, Helena - In: International journal of forecasting 33 (2017) 4, pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949