| |
| 2008 | ||
|---|---|---|
| 3 | EE | Esther Ruiz, Helena Veiga: Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. Computational Statistics & Data Analysis 52(6): 2846-2862 (2008) |
| 2006 | ||
| 2 | EE | Carmen Broto, Esther Ruiz: Unobserved component models with asymmetric conditional variances. Computational Statistics & Data Analysis 50(9): 2146-2166 (2006) |
| 1 | EE | Lorenzo Pascual, Juan Romo, Esther Ruiz: Bootstrap prediction for returns and volatilities in GARCH models. Computational Statistics & Data Analysis 50(9): 2293-2312 (2006) |
| 1 | Carmen Broto | [2] |
| 2 | Lorenzo Pascual | [1] |
| 3 | Juan Romo | [1] |
| 4 | Helena Veiga | [3] |