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~subject:"Schätztheorie"
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Schätztheorie
Theorie
57
Theory
57
Time series analysis
47
Zeitreihenanalyse
47
Estimation theory
35
Forecasting model
28
Prognoseverfahren
28
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25
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25
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20
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19
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18
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18
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11
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10
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10
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10
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10
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9
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9
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7
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7
Multivariate Analyse
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7
Risiko
7
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USA
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15
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Aufsatz in Zeitschrift
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Arbeitspapier
5
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5
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4
Non-commercial literature
4
Aufsatzsammlung
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Collection of articles of several authors
1
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English
34
Spanish
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Ruiz, Esther
18
González-Rivera, Gloria
13
Yoldas, Emre
6
Lee, Tae-hwy
4
Peña, Daniel
4
Rodríguez-Caballero, Carlos Vladimir
4
Carnero, M. Angeles
3
Hill, Rufus Carter
3
Santos, André A. P.
3
Mao, Xiuping
2
Moura, Guilherme Valle
2
Pérez, Ana
2
Senyuz, Zeynep
2
Veiga, Helena
2
Ventosa-Santaulària, Daniel
2
Broto, Carmen
1
Caldeira, João F.
1
Cataño, Duván Humberto
1
Cordeiro, Werley C.
1
Czellar, Veronika
1
Drost, Feike C.
1
Engle, Robert F.
1
Ergemen, Yunus Emre
1
Escribano, Álvaro
1
Espasa Terrades, Antoni
1
Harvey, Andrew C.
1
Hotta, Luiz Koodi
1
Lin, Wei
1
Miranda, Karen
1
Nieto, María Rosa
1
Pellegrini, Santiago
1
Poncela, Pilar
1
Shephard, Neil G.
1
Trucíos, Carlos
1
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1
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Instituto Valenciano de Investigaciones Económicas
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International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CREATES research paper
2
Journal of economic surveys
2
Advances in Econometrics Ser.
1
Advances in econometrics
1
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1
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1
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1
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1
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1
Economics letters
1
Essays in honor of Aman Ullah
1
Finance research letters
1
Información comercial española / Cuadernos económicos
1
Journal of banking & finance
1
SERIEs : Journal of the Spanish Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
The review of economic studies
1
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
1
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ECONIS (ZBW)
35
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1
Modelos para series temporales heterocedásticas
Ruiz, Esther
- In:
Información comercial española / Cuadernos económicos
(
1994
),
pp. 73-108
Persistent link: https://www.econbiz.de/10001339984
Saved in:
2
Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther
-
1992
Persistent link: https://www.econbiz.de/10000839003
Saved in:
3
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Saved in:
4
Detecting level shifts in the presence of conditional heteroscedasticity
Carnero, M. Angeles
(
contributor
);
Peña, Daniel
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198779
Saved in:
5
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
Saved in:
6
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:
7
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:
8
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:
9
Maximally autocorrelated power transformations : a closer look at the properties of stochastic volatility models
Ruiz, Esther
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009656089
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. 86-90
Persistent link: https://www.econbiz.de/10009517276
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