The following pages link to Esther Ruiz Ortega (Q132024):
Displaying 26 items.
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q132025) (← links)
- (Q196933) (redirect page) (← links)
- Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
- Unobserved component models with asymmetric conditional variances (Q959303) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Conditionally heteroscedastic unobserved component models and their reduced form (Q974179) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Quasi-maximum likelihood estimation of stochastic volatility models (Q1341214) (← links)
- QML and GMM estimators of stochastic volatility models: Response to Andersen and Sørensen (Q1362051) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Bootstrap prediction intervals in state-space models (Q3077646) (← links)
- Bootstrap Prediction in Unobserved Component Models (Q3298458) (← links)
- Testing for Conditional Heteroscedasticity in the Components of Inflation (Q3574743) (← links)
- (Q4458419) (← links)
- (Q4458441) (← links)
- Bootstrap predictive inference for ARIMA processes (Q4677024) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- (Q5312871) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models (Q5881647) (← links)
- Finite sample properties of a QML estimator of stochastic volatility models with long memory. (Q5940734) (← links)
- Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
