Concepedia

Lorenzo Pascual

LP

Statistics

Publications

7

Citations

517

H-Index

7

Active since

2001

Affiliations

Universidad Carlos III de Madrid(Current)

Lorenzo Pascual is an author at Universidad Carlos III de Madrid specializing in engineering, statistics, and predictive analytics.

Top concepts

StatisticsEngineeringForecastingPredictive AnalyticsBusinessFinanceData ScienceEconometricsVolatility ModelingTime Series Econometrics

Publications per year

2001–2018

7

Publications

7

Bootstrap prediction for returns and volatilities in GARCH models

Lorenzo Pascual, Juan Romo, Esther Ruiz · Computational Statistics & Data Analysis · 2005 · 157 citations · Full text

Bootstrap Prediction, Volatility Modeling, Bootstrap Resampling +5

Bootstrap predictive inference for ARIMA processes

Lorenzo Pascual, Juan Romo, Esther Ruiz · Journal of Time Series Analysis · 2004 · 134 citations · Full text

Forecasting Methodology, Engineering, Bootstrap Predictive Inference +18

Bootstrapping Financial Time Series

Esther Ruiz, Lorenzo Pascual · Journal of Economic Surveys · 2002 · 81 citations · Full text

Volatility Modeling, Bootstrap Resampling, Financial Time Series +11

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

Parameter Estimation, Bootstrap Resampling, Engineering +8

Bootstrap multi-step forecasts of non-Gaussian VAR models

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

Forecasting Methodology, Bootstrap Resampling, Engineering +5

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