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2
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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1
The relation between the level and uncertainty of inflation
Ruiz, Esther
;
Lorenzo, F.
-
1998
Persistent link: https://www.econbiz.de/10001380364
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2
Asymmetric long memory GARCH : a reply to Hwang's model
Ruiz, Esther
;
Pérez, Ana
- In:
Economics letters
78
(
2003
)
3
,
pp. 415-422
Persistent link: https://www.econbiz.de/10001741157
Saved in:
3
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
Saved in:
4
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 35-64)
.
2003
Persistent link: https://www.econbiz.de/10001932651
Saved in:
5
Spurious and hidden volatility
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002440961
Saved in:
6
Persistence and kurtosis in GARCH and stochastic volatility models
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 319-342
Persistent link: https://www.econbiz.de/10002214313
Saved in:
7
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
Saved in:
8
Forecasting the yield curve: the role of additional and timevarying decay parameters, conditional heteroscedasticity, and macro-economic factors
Caldeira, João F.
;
Cordeiro, Werley C.
;
Ruiz, Esther
; …
-
2023
Persistent link: https://www.econbiz.de/10014371839
Saved in:
9
Revisiting several popular GARCH models with leverage effect : differences and similarities
Rodríguez, María José
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 637-668
Persistent link: https://www.econbiz.de/10009671894
Saved in:
10
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen
;
Ruiz, Esther
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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