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Ruiz, Esther
16
Broto, Carmen
5
Pérez, Ana
3
Díaz-Cassou, Javier
2
Espasa, Antoni
2
Pascual, Lorenzo
2
Pellegrini, Santiago
2
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1
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Economics letters
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OLC EcoSci
ECONIS (ZBW)
108
RePEc
80
BASE
7
EconStor
4
Other ZBW resources
2
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1
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:
2
The sources of capital flows volatility : empirical evidence for emerging countries
Broto, Carmen
;
Díaz-Cassou, Javier
;
Erce-Domínguez, Aitor
- In:
Money affairs
21
(
2008
)
1
,
pp. 93-128
Persistent link: https://www.econbiz.de/10009936334
Saved in:
3
Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
Berganza, Juan Carlos
;
Broto, Carmen
- In:
Journal of international money and finance
31
(
2012
)
2
,
pp. 428-445
Persistent link: https://www.econbiz.de/10009823573
Saved in:
4
Measuring and explaining the volatility of capital flows to emerging countries
Broto, Carmen
;
Díaz-Cassou, Javier
;
Erce, Aitor
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1941-1954
Persistent link: https://www.econbiz.de/10009030542
Saved in:
5
Inflation targeting in Latin America: Empirical analysis using GARCH models
Broto, Carmen
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1424-1435
Persistent link: https://www.econbiz.de/10008893587
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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