Esther Ruiz
AuthID: R-00F-M38
1
TITLE: Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation
AUTHORS: Xiuping P Mao; Veronika Czellar; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRICS AND STATISTICS, VOLUME: 13
AUTHORS: Xiuping P Mao; Veronika Czellar; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRICS AND STATISTICS, VOLUME: 13
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities Full Text
AUTHORS: Joao Henrique G Mazzeu; Gloria Gonzalez Rivera; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRIC REVIEWS
AUTHORS: Joao Henrique G Mazzeu; Gloria Gonzalez Rivera; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRIC REVIEWS
INDEXED IN: Scopus WOS
Scopus WOS3
TITLE: UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES Full Text
AUTHORS: Joao Henrique G Goncalves Mazzeu; Esther Ruiz; Helena Veiga;
PUBLISHED: 2018, SOURCE: JOURNAL OF ECONOMIC SURVEYS, VOLUME: 32, ISSUE: 2
AUTHORS: Joao Henrique G Goncalves Mazzeu; Esther Ruiz; Helena Veiga;
PUBLISHED: 2018, SOURCE: JOURNAL OF ECONOMIC SURVEYS, VOLUME: 32, ISSUE: 2
INDEXED IN: Scopus WOS
Scopus WOS4
TITLE: Threshold stochastic volatility: Properties and forecasting Full Text
AUTHORS: Xiuping P Mao; Esther Ruiz; Helena Veiga;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 33, ISSUE: 4
AUTHORS: Xiuping P Mao; Esther Ruiz; Helena Veiga;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 33, ISSUE: 4
INDEXED IN: Scopus WOS
Scopus WOS5
TITLE: Bootstrap multi-step forecasts of non-Gaussian VAR models Full Text
AUTHORS: Diego Fresoli; Esther Ruiz; Lorenzo Pascual;
PUBLISHED: 2015, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 31, ISSUE: 3
AUTHORS: Diego Fresoli; Esther Ruiz; Lorenzo Pascual;
PUBLISHED: 2015, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 31, ISSUE: 3
6
TITLE: Can we evaluate the predictability of financial markets? Full Text
AUTHORS: Nuno Crato ; Esther Ruiz;
PUBLISHED: 2012, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 28, ISSUE: 1
AUTHORS: Nuno Crato ; Esther Ruiz;
PUBLISHED: 2012, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 28, ISSUE: 1
