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Bootstrapping financial time series
Ruiz, Esther; Pascual, Lorenzo - In: Journal of economic surveys 16 (2002) 3, pp. 271-300
Persistent link: https://www.econbiz.de/10001686258
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Estimation methods for stochastic volatility models : a survey
Broto, Carmen; Ruiz, Esther - In: Journal of economic surveys 18 (2004) 5, pp. 613-649
Persistent link: https://www.econbiz.de/10002437597
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Direct versus iterated multiperiod Value-at-Risk forecasts
Ruiz, Esther; Nieto, María Rosa - In: Journal of economic surveys 37 (2023) 3, pp. 915-949
Persistent link: https://www.econbiz.de/10014337985
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Estimation methods for stochastic volatility models: a survey
Broto, Carmen; Ruiz, Esther - In: Journal of economic surveys 18 (2004) 5, pp. 613-650
Persistent link: https://www.econbiz.de/10007645538
Cover Image
Bootstrapping Financial Time Series
Ruiz, Esther; Pascual, Lorenzo - In: Journal of economic surveys 16 (2002) 3, pp. 271-300
Persistent link: https://www.econbiz.de/10007661926