Esther Ruiz

Publication Activity (10 Years)

Years Active: 2006-2016
Publications (10 Years): 1

Top Topics

Kalman Filtering

Estimated Parameters

Spatial Filtering

Top Venues

Comput. Stat. Data Anal.

Publications

Diego E. Fresoli, Esther Ruiz
The uncertainty of conditional returns, volatilities and correlations in DCC models. Comput. Stat. Data Anal. 100 (2016)
D. Stephen G. Pollock, Tommaso Proietti, Esther Ruiz, Howard L. Weinert
The third special issue on Statistical Signal Extraction and Filtering. Comput. Stat. Data Anal. 58 (2013)
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 Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
Alejandro F. Rodríguez, Esther Ruiz
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters. Comput. Stat. Data Anal. 56 (1) (2012)
Alejandro F. Rodríguez, Esther Ruiz
Bootstrap Prediction in Unobserved Component Models. COMPSTAT (2010)
Ana Pérez, Esther Ruiz, Helena Veiga
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. Comput. Stat. Data Anal. 53 (10) (2009)
Esther Ruiz, Helena Veiga
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. Comput. Stat. Data Anal. 52 (6) (2008)
Carmen Broto, Esther Ruiz
Unobserved component models with asymmetric conditional variances. Comput. Stat. Data Anal. 50 (9) (2006)
Lorenzo Pascual, Juan Romo, Esther Ruiz
Bootstrap prediction for returns and volatilities in GARCH models. Comput. Stat. Data Anal. 50 (9) (2006)