Esther Ruiz

According to our database, Esther Ruiz authored at least 9 papers between 2006 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

The uncertainty of conditional returns, volatilities and correlations in DCC models.

Diego E. Fresoli, Esther Ruiz

Comput. Stat. Data Anal., 2016

2013

The third special issue on Statistical Signal Extraction and Filtering.

D. Stephen G. Pollock, Tommaso Proietti, Esther Ruiz, Howard L. Weinert

Comput. Stat. Data Anal., 2013

2012

Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters.

Alejandro F. Rodríguez, Esther Ruiz

Comput. Stat. Data Anal., 2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

2010

Bootstrap Prediction in Unobserved Component Models.

Alejandro F. Rodríguez, Esther Ruiz

Proceedings of the 19th International Conference on Computational Statistics, 2010

2009

A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect.

Ana Pérez, Esther Ruiz, Helena Veiga

Comput. Stat. Data Anal., 2009

2008

Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH.

Esther Ruiz, Helena Veiga

Comput. Stat. Data Anal., 2008

2006

Bootstrap prediction for returns and volatilities in GARCH models.

Lorenzo Pascual, Juan Romo, Esther Ruiz

Comput. Stat. Data Anal., 2006

Unobserved component models with asymmetric conditional variances.

Carmen Broto, Esther Ruiz

Comput. Stat. Data Anal., 2006