Lorenzo Pascual

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Publications

Citations

547

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Active since

1999

Affiliations

Universidad Carlos III de Madrid(Current)

Lorenzo Pascual is an author at Universidad Carlos III de Madrid specializing in bootstrap methods, time series forecasting, and time series modeling.

Publications per year

1999–2018

Publications

Bootstrap prediction for returns and volatilities in GARCH models

Lorenzo Pascual, Juan Romo, Esther Ruiz · Computational Statistics & Data Analysis · 2005 · 159 citations · Full text

Computing, Economics, Finance +14

Bootstrap predictive inference for ARIMA processes

Lorenzo Pascual, Juan Romo, Esther Ruiz · Journal of Time Series Analysis · 2004 · 137 citations · Full text

Computing, Data Science, Forecasting +16

Bootstrapping Financial Time Series

Esther Ruiz, Lorenzo Pascual · Journal of Economic Surveys · 2002 · 82 citations

Business, Economics, Finance +17

Effects of parameter estimation on prediction densities: a bootstrap approach

Lorenzo Pascual, Juan Romo, Esther Ruiz · International Journal of Forecasting · 2001 · 61 citations · Full text

Natural Sciences, Biostatistics, Bayesian Data Analysis +15

Bootstrap multi-step forecasts of non-Gaussian VAR models

Diego Fresoli, Esther Ruiz, Lorenzo Pascual · International Journal of Forecasting · 2014 · 37 citations

Business, Business Economics, Financial Econometrics +13

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