ESTHER RUIZ ORTEGA 个人学术档案

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	总计	2019 年至今
引用	6052	1590
h 指数	28	20
i10 指数	53	32

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合著作者

M. Angeles CarneroUniversidad de Alicante在 ua.es 的电子邮件经过验证
DANIEL PEÑAUniversidad Carlos III de Madrid, Spain在 est-econ.uc3m.es 的电子邮件经过验证
Helena VeigaAssociate Professor, Universidad Carlos III de Madrid and Unide在 est-econ.uc3m.es 的电子邮件经过验证
Ana Pérez (ORCID:0000-0003-2653-4...Associate Professor of Statistics and Econometrics, Universidad de Valladolid在 uva.es 的电子邮件经过验证
Luiz K. HottaDepartment of Statistics, University of Campinas在 ime.unicamp.br 的电子邮件经过验证
María Rosa Nieto DelfinUniversidad Anáhuac México Norte在 anahuac.mx 的电子邮件经过验证
André Portela SantosCUNEF在 cunef.edu 的电子邮件经过验证
Gloria Gonzalez-RiveraProfessor of Economics在 ucr.edu 的电子邮件经过验证
Carlos Trucíos MazaUniversity of Campinas在 unicamp.br 的电子邮件经过验证
Francisco J.NogalesFull Professor of Statistics and Optimization, Universidad Carlos III de Madrid, Spain在 uc3m.es 的电子邮件经过验证
Antoni EspasaUniversidad Carlos III de Madrid在 est-econ.uc3m.es 的电子邮件经过验证
Francisco CoronaInstituto Nacional de Estadística y Geografía在 inegi.org.mx 的电子邮件经过验证
Julio Rodriguez PuertaProfesor de Econometria del departamento de Análisis Económico: Economia Cuantitativa de la UAM在 uam.es 的电子邮件经过验证
Veronika CzellarSKEMA Business School在 skema.edu 的电子邮件经过验证
João Henrique Gonçalves MazzeuUniversidad Carlos III de Madrid在 est-econ.uc3m.es 的电子邮件经过验证
Dick van DijkProfessor of Financial Econometrics, Erasmus University Rotterdam在 ese.eur.nl 的电子邮件经过验证
Juan Ignacio PeñaCatedratico de Economia Financiera, Universidad Carlos III在 eco.uc3m.es 的电子邮件经过验证

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ESTHER RUIZ ORTEGA

Universidad Carlos III de Madrid

在 est-econ.uc3m.es 的电子邮件经过验证

Time Series Financial Econometrics Dynamic Factor Models Forecast


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Multivariate stochastic variance models A Harvey, E Ruiz, N Shephard The Review of Economic Studies 61 (2), 247-264, 1994	2066	1994
Unobserved component time series models with ARCH disturbances A Harvey, E Ruiz, E Sentana Journal of econometrics 52 (1-2), 129-157, 1992	497	1992
Quasi-maximum likelihood estimation of stochastic volatility models E Ruiz Journal of econometrics 63 (1), 289-306, 1994	491	1994
Estimation methods for stochastic volatility models: a survey C Broto, E Ruiz Journal of Economic surveys 18 (5), 613-649, 2004	356	2004
Persistence and kurtosis in GARCH and stochastic volatility models MA Carnero, D Peña, E Ruiz Journal of financial econometrics 2 (2), 319-342, 2004	262	2004
Bootstrap prediction for returns and volatilities in GARCH models L Pascual, J Romo, E Ruiz Computational Statistics & Data Analysis 50 (9), 2293-2312, 2006	215	2006
Frontiers in VaR forecasting and backtesting MR Nieto, E Ruiz International Journal of Forecasting 32 (2), 475-501, 2016	153	2016
Effects of outliers on the identification and estimation of GARCH models MA Carnero, D Pena, E Ruiz Journal of time series analysis 28 (4), 471-497, 2007	136	2007
Bootstrap predictive inference for ARIMA processes L Pascual, J Romo, E Ruiz Journal of Time Series Analysis 25 (4), 449-465, 2004	136	2004
Comparing univariate and multivariate models to forecast portfolio value-at-risk AAP Santos, FJ Nogales, E Ruiz Journal of financial econometrics 11 (2), 400-441, 2013	125	2013
Bootstrapping financial time series E Ruiz, L Pascual Journal of Economic Surveys 16 (3), 271-300, 2002	124	2002
Estimating GARCH volatility in the presence of outliers MA Carnero, D Peña, E Ruiz Economics Letters 114 (1), 86-90, 2012	102	2012
Revisiting several popular GARCH models with leverage effect: Differences and similarities MJ Rodríguez, E Ruiz Journal of Financial Econometrics 10 (4), 637-668, 2012	93	2012
Bootstrap prediction intervals in state–space models A Rodriguez, E Ruiz Journal of time series analysis 30 (2), 167-178, 2009	72	2009
Effects of parameter estimation on prediction densities: a bootstrap approach L Pascual, J Romo, E Ruiz International Journal of Forecasting 17 (1), 83-103, 2001	67	2001
MGARCH models: Trade-off between feasibility and flexibility D De Almeida, LK Hotta, E Ruiz International Journal of Forecasting 34 (1), 45-63, 2018	66	2018
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH E Ruiz, H Veiga Computational Statistics & Data Analysis 52 (6), 2846-2862, 2008	65	2008
Bootstrap multi-step forecasts of non-Gaussian VAR models D Fresoli, E Ruiz, L Pascual International Journal of Forecasting 31 (3), 834-848, 2015	43	2015
Modelos para series temporales heterocedásticas E Ruiz Universidad Carlos III, 1994	41	1994
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters A Rodriguez, E Ruiz Computational Statistics & Data Analysis 56 (1), 62-74, 2012	40	2012

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