Esther Ruiz

Finance · 2002–2018

A researcher in the Science corpus: 9 papers; trusts 154 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Finance — 187 citations into it; #1,770 of 10,518 by trust here, #2,897 by citations
• Economics and Econometrics — 160 citations into it; #4,136 of 23,481 by trust here, #7,584 by citations
• Statistics and Probability — 41 citations into it; #9,166 of 12,932 by trust here, #9,233 by citations
• Management Science and Operations Research — 28 citations into it; #5,239 of 11,946 by trust here, #6,314 by citations
• Global and Planetary Change — 10 citations into it
• Demography — 5 citations into it

Whom Esther Ruiz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Tim Bollerslev
3. Halbert White
4. Ole E. Barndorff-Nielsen
5. Roman Liesenfeld
6. N. Shephard
7. Daniel B. Nelson
8. Jeremy Berkowitz
9. Jae Hyun Kim
10. Andrew J. Patton

Who trusts Esther Ruiz overall

1. M. Nieto
2. Luc Bauwens
3. Manabu Asai
4. L. Rogers
5. Siddhartha Chib
6. Carolina García-Martos
7. Himadri Ghosh
8. Michael Mcaleer
9. Marcelo C. Medeiros
10. Jens-Peter Kreiss

Papers from Esther Ruiz's perspective

Ordered by how strongly the researchers Esther Ruiz trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
6. Dynamic Conditional Correlation
7. A Reality Check for Data Snooping
8. MODELING AND FORECASTING REALIZED VOLATILITY
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers

• Estimation methods for stochastic volatility models: a survey (2004) — 273 citations
• Persistence and Kurtosis in GARCH and Stochastic Volatility Models (2004) — 208 citations
• Prediction intervals in conditionally heteroscedastic time series with stochastic components (2011) — 24 citations
• Bootstrapping Financial Time Series (2002) — 99 citations
• Effects of outliers on the identification and estimation of GARCH models (2007) — 110 citations
• Frontiers in VaR forecasting and backtesting (2016) — 128 citations
• Bootstrap prediction intervals in state–space models (2009) — 53 citations
• Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Similarities (2012) — 64 citations
• MGARCH models: Trade-off between feasibility and flexibility (2018) — 49 citations