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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
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/10001537967
Saved in:
3
Bootstrap predictive inference for ARIMA processes
Pascual, Lorenzo
;
Romo, Juan
;
Ruiz, Esther
-
1998
Persistent link: https://www.econbiz.de/10001398363
Saved in:
4
The relation between the level and uncertainty of inflation
Ruiz, Esther
;
Lorenzo, F.
-
1998
Persistent link: https://www.econbiz.de/10001380364
Saved in:
5
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:
6
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. 83-103
Persistent link: https://www.econbiz.de/10001549777
Saved in:
7
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:
8
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:
9
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:
10
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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