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Ruiz, Esther
17
Pérez, Ana
3
Broto, Carmen
2
Espasa, Antoni
2
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2
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2
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Economics letters
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4
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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1
QML and GMM estimators of stochastic volatility models: Response to Andersen and Sørensen
Ruiz, Esther
- In:
Journal of econometrics
76
(
1997
)
1-2
,
pp. 405-406
Persistent link: https://www.econbiz.de/10006793681
Saved in:
2
Comment - Bayesian Analysis of Stochastic Volatility Models
Harvey, Andrew C.
;
Ruiz, Esther
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 402
Persistent link: https://www.econbiz.de/10008224419
Saved in:
3
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Pérez, Ana
;
Ruiz, Esther
- In:
Economics letters
70
(
2001
)
2
,
pp. 157-164
Persistent link: https://www.econbiz.de/10006776354
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Multivariate Stochastic Variance Models
Harvey, Andrew
;
Ruiz, Esther
;
Shephard, Neil
- In:
The review of economic studies
61
(
1994
)
207
,
pp. 247-264
Persistent link: https://www.econbiz.de/10007713564
Saved in:
7
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
Saved in:
8
Relaciones dinámicas en el mercado internacional de carne de vacuno
Hernández, Nuria
;
Pañeda, Cándido
;
Ruiz, Esther
- In:
Revista de economía aplicada : publicación cuatrimestral
10
(
2002
)
29
,
pp. 137-149
Persistent link: https://www.econbiz.de/10009944656
Saved in:
9
Optimal portfolios with minimum capital requirements
Santos, André A.P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1943
Persistent link: https://www.econbiz.de/10009972358
Saved in:
10
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Economics letters
114
(
2012
)
1
,
pp. 86-91
Persistent link: https://www.econbiz.de/10009818285
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