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Ortega, Esther Ruiz - Departamento de Estadística, Universidad Carlos III de Madrid
RELACIONES DINAMICAS EN EL MERCADO INTERNACIONAL DE CARNE DE VACUNOQ
FINITE SAMPLE PROPERTIES OF A QML ESTIMATOR OF STOCHASTIC VOLATILITY MODELS WITH LONG MEMORY
Stochastic Volatility Models and the Taylor effect Alberto Mora-Galn
MODELOS DE MEMORIA LARGA PARA SERIES ECONMICAS Y FINANCIERAS
Bootstrap Prediction for Returns and Volatilities in GARCH Models
CURRICULUM VITAE Nombre y Apellidos: ESTHER RUIZ ORTEGA
Bootstrapping Financial Time Series Esther Ruiz
Bootstrap predictive inference for ARIMA Lorenzo Pascual, Juan Romo and Esther Ruiz
Working Paper 03-24 Statistics and Econometrics Series 05
