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International journal of forecasting
Statistics and Econometrics Working Papers
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Introduction to flash indicators
Croushore, Dean Darrell
;
Ruiz, Esther
;
Scaglione, Miriam
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 642-643
Persistent link: https://www.econbiz.de/10010221314
Saved in:
8
Special section: Flash indicators
Ruiz, Esther
(
contributor
)
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 642-771
Persistent link: https://www.econbiz.de/10010221319
Saved in:
9
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
10
Special section 1: The predictability of financial markets
Ruiz, Esther
(
contributor
)
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 1-127
Persistent link: https://www.econbiz.de/10009580823
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