Concepedia

Esther Ruiz

ER

49

Publications

4K

Citations

25

H-Index

1992

Active since

Affiliations

Universidad Carlos III de Madrid(Current)

Universidade Federal de Santa Catarina

Universidad Autónoma de Madrid

Universidad de Valladolid

Universidade Estadual de Campinas (UNICAMP)

Esther Ruiz is an author at Universidad Carlos III de Madrid specializing in statistics, engineering, and business.

Top concepts

StatisticsEngineeringBusinessFinanceVolatility ModelingEconometricsAsset PricingForecastingPredictive AnalyticsMultivariate Stochastic Volatility

Publications per year

1992–2021

49

Publications

49

Multivariate Stochastic Variance Models

Andrew Harvey, Esther Ruiz, Neil Shephard · The Review of Economic Studies · 1994 · 1.4K citations

Unobserved component time series models with Arch disturbances

Andrew Harvey, Esther Ruiz, Enrique Sentana · Journal of Econometrics · 1992 · 339 citations

Forecasting Methodology, Engineering, Econometrics +5

Quasi-maximum likelihood estimation of stochastic volatility models

Esther Ruiz · Journal of Econometrics · 1994 · 316 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +5

Estimation methods for stochastic volatility models: a survey

Carmen Broto, Esther Ruiz · Journal of Economic Surveys · 2004 · 260 citations

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +15

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

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