The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Ruiz Ortega, Esther ortega@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Open Access

Direct versus iterated multiperiod Value-at-Risk forecasts

  • Ruiz Ortega, Esther
  • Nieto Delfin, Maria Rosa

JOURNAL OF ECONOMIC SURVEYS (p. 915-949) - 7/2023

10.1111/joes.12522 View at source

  • EISSN 1467-6419
  • ISSN 0950-0804
Open Access

Dynamic factor models: Does the specification matter?

  • Miranda Gualdron, Karen Alejandra
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

SERIEs (p. 397-428) - 1/5/2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1007/s13209-021-00248-2 View at source

  • EISSN 1869-4195
  • ISSN 18694187
Open Access

Accurate Confidence Regions for Principal Components Factors*

  • Vicente Maldonado, Javier De
  • Ruiz Ortega, Esther

OXFORD BULLETIN OF ECONOMICS AND STATISTICS (p. 1432-1453) - 12/2021

https://doi.org/10.1111/obes.12436 View at source

  • EISSN 1468-0084
  • ISSN 0305-9049
Open Access

30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial

  • Escribano Saez, Alvaro
  • Peña Sanchez De Rivera, Daniel
  • Ruiz Ortega, Esther

INTERNATIONAL JOURNAL OF FORECASTING (p. 1333-1337) - 10/2021

10.1016/j.ijforecast.2021.06.004 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070

Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection

  • Moura, Guilherme V.
  • Alves Portela Santos, Andre
  • Ruiz Ortega, Esther

JOURNAL OF BANKING & FINANCE (p. 1-13) - 9/2020

https://doi.org/10.1016/j.jbankfin.2020.105882 View at source

  • EISSN 1872-6372
  • ISSN 0378-4266
Open Access

Prediction regions for interval¿valued time series

  • Gonzalez Rivera, Maria Gloria
  • Luo, Yun
  • Ruiz Ortega, Esther

JOURNAL OF APPLIED ECONOMETRICS (p. 373-390) - 6/2020

Editor: Polytechnic Institute of Viana do Castelo

https://doi.org/10.1002/jae.2754 View at source

  • ISBN 978-989-98955-5-3
  • EISSN 1099-1255
  • ISSN 0883-7252

A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities

  • Mazzeu, João Henrique G.
  • Gonzalez Rivera, Maria Gloria
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Econometric Reviews (p. 971-990) - 5/2020

https://doi.org/10.1080/07474938.2020.1761150 View at source

  • EISSN 1532-4168
  • ISSN 0747-4938
Open Access

Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation

  • Mao, Xiuping
  • Czellar, Veronika
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Econometrics and Statistics (p. 84-105) - 1/2020

https://doi.org/10.1016/j.ecosta.2019.08.002 View at source

  • ISSN 2452-3062
Open Access

Estimating non-stationary common factors : implications for risk sharing

  • Ruiz Ortega, Esther
  • Coronas, F.
  • Poncela Blanco, Maria Pilar

Computational Economics (p. 37-60) - 1/1/2020

https://doi.org/10.1007/s10614-018-9875-9 View at source

  • EISSN 1572-9974
  • ISSN 0927-7099
Open Access

Growth in stress

  • Gonzalez Rivera, Maria Gloria
  • Ruiz Ortega, Esther
  • Vicente Maldonado, Javier De

INTERNATIONAL JOURNAL OF FORECASTING (p. 948-966) - 6/2019

10.1016/j.ijforecast.2019.04.006 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070

This researcher has no books.

Open Access

Presentación. In: Análisis econométrico y big data

  • Peña Sanchez De Rivera, Daniel
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Análisis econométrico y big data (p. 3) - 6/2021

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 9788417609542

Presentación. In: Nuevo métodos de predicción económica con datos masivos

  • Peña Sanchez De Rivera, Daniel
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Nuevo métodos de predicción económica con datos masivos (p. 1-3) - 2/2021

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 9788417609481

Predicción de series temporales basada en Machine Learning: aplicaciones económicas y financieras. In: Nuevo métodos de predicción económica con datos masivos

  • Ruiz Ortega, Esther
  • Pascual Caneiro, Lorenzo Jose

Nuevo métodos de predicción económica con datos masivos (p. 189-214) - 2/2021

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 9788417609481

Small- versus big-data factor extraction in dynamic factor models: an empirical assessment. In: Dynamic factor models

  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Dynamic factor models - 1/2016

Editor: EMERALD GROUP PUBLISHING LIMITED

https://doi.org/10.1108/s0731-905320150000035010 View at source

  • ISBN 978-1-78560-353-2

More is not always better: Kalman filtering in dynamic factor models. In: Unobserved components and time series econometrics

  • Ruiz Ortega, Esther
  • Poncela Blanco, Maria Pilar

Unobserved components and time series econometrics - 1/2015

Editor: Oxford University Press (Ed.)

Factor extraction using Kalman filter and smoothing

  • Ruiz Ortega, Esther
  • Poncela Blanco, Maria Pilar
  • Miranda Gualdron, Karen Alejandra

Coloquio Virtual de la Asociación Mexicana de Estadística - 2020

Predicción de series temporales basada en Machine Learning: aplicaciones económicas y financieras

  • Ruiz Ortega, Esther
  • Pascual Caneiro, Lorenzo Jose

Nuevos métodos de predicción económica con datos masivos - 2020

Open Access

Resampling uncertainty of Principal Components factors

  • Ruiz Ortega, Esther
  • Vicente Maldonado, Javier De

42 Simposio de la Spanish Economic Association (SAE 2017) - 2017

Open Access

A bootstrap approach for generalized autocontour testing

  • Gonçalves Mazzeu, Joao Henrique
  • Gonzalez Rivera, Maria Gloria
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

The 36th International Symposium on Forecasting (p. 99) - 2016

  • ISBN 1997-4116

Asymmetric stochastic volatility models: properties and estimation

  • Czellar, Veronika
  • Mao, Xiuping
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

48th Scientific Meeting of the Italian Statistical Society (SIS 2016) - 2016

Open Access

Measuring the uncertainty of principal components in dynamic factor models

  • Ruiz Ortega, Esther
  • Albarran Lozano, Irene
  • De Vicente, Javier

10th International Conference on Computational and Financial Econometrics (CFE 2016) - 2016

Open Access

MGARCH models: trade-off between feasibility and flexibility

  • Almeida, Daniel De
  • Hotta, Luiz
  • Ruiz Ortega, Esther

The 36th International Symposium on Forecasting (p. 92) - 2/2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.ijforecast.2017.08.003 View at source

  • ISBN 1997-4116
  • EISSN 1872-8200
  • ISSN 0169-2070

One for all: nesting asymmetric stochastic volatility models

  • Lopes Moreira Da Veiga, Maria Helena
  • Ruiz Ortega, Esther
  • Mao, Xiuping

Conference on Indirect Estimation Methods in Finance and Economics - 2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

Dimensionality: curse or blessing? An empirical assessment when estimating factors in DFM

  • Ruiz Ortega, Esther
  • Poncela Blanco, Maria Pilar

16th Advances in Econometrics: Conference on Dynamic Factor Models<br/>Aahrus Univesity (Denmark), 14-16 November 2014 - 2014

Nesting asymmetric stochastic volatility models

  • Lopes Moreira Da Veiga, Maria Helena
  • Ruiz Ortega, Esther
  • Mao, Xiuping

First Meeting on Time Series Modelling and Computation - 2013

Extreme temperatures and the profitability of large European firms

  • Bellocca, Gian Pietro Enzo
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Economic activity and C02 emissions in Spain

  • Juan, Aranzazu De
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula

  • Gonzalez Rivera, Gloria
  • Rodriguez Caballero, Carlos Vladimir
  • Ruiz Ortega, Esther

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

Effects of extreme temperature on the European equity market

  • Bellocca, Gian Pietro Enzo
  • Alessi, Lucia
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models

  • Fresoli, Diego Eduardo
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Economics Letters (p. 111246-e111246) - 1/9/2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

10.1016/j.econlet.2023.111246 View at source

  • EISSN 1873-7374
  • ISSN 01651765

Economic activity and climate change

  • Juan, Aránzazu de, Poncela, Pilar, Rodríguez-Caballero, Vladimir, Ruiz, Esther

Arxiv - 15/6/2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • ISSN 23318422

Expecting the unexpected: economic growth under stress

  • Gonzalez Rivera, Gloria
  • Rodriguez Caballero, Carlos Vladimir
  • Ruiz Ortega, Esther

2021

Editor: UNIVERSIDAD CARLOS III DE MADRID

A comment on the dynamic factor model with dynamic factors

  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

2020

Editor: Kiel Institute for the World Economy (IfW)

http://hdl.handle.net/10419/216838 View at source

Open Access

Direct versus iterated multi-period Value at Risk

  • Nieto Delfin, Maria Rosa
  • Ruiz Ortega, Esther

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Factor extraction using Kalman filter and smoothing: this is not just another survey

  • Ruiz Ortega, Esther
  • Miranda Gualdron, Karen Alejandra
  • Poncela Blanco, Maria Pilar

INTERNATIONAL JOURNAL OF FORECASTING (p. 1399-1425) - 1/10/2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.ijforecast.2021.01.027 View at source

  • EISSN 1872-8200
  • ISSN 01692070

This researcher has no technical reports.

PID2022-139614NB-C22 - Incertidumbre en modelos de factores dinámicos: Un índice de riesgo climático. - IDFM-CRI

  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Period: 01-09-2023 - 31-08-2027

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

SR20-00098 - Climate change and economic challenges for the Spanish society

  • Ruiz Ortega, Esther
  • Poncela Blanco, Maria Pilar
  • Vicente Maldonado, Javier De
  • Rodriguez Caballero, Carlos Vladimir
  • Gonzalez Rivera, Gloria
  • De Juan Fernández, Aránzazu
  • Alessi, Lucia
  • Bellocca, Gian Pietro Enzo
... View more Collapse

Period: 01-02-2021 - 31-07-2023

Type of funding: National

Funding entity: FUNDACION BANCARIA LA CAIXA

PID2019-108079GB-C21 - Predicción de series temporales no estacionarias de grandes dimensiones

  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena
  • Alves Portela Santos, Andre

Period: 01-06-2020 - 31-05-2023

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Predicción de variable macroeconómicas del País Vasco utilizando indicadores basados en extracción de señales mediante el filtro del Kalman: utilización de variables con distintas frecuencias, construcción de gráficos de abanico y predicción conjunta.

  • Ruiz Ortega, Esther
  • Garcia-saavedra Garcia-rabadan, Francisco
  • Fresoli, Diego Eduardo

Period: 27-06-2018 - 30-10-2018

Type of funding: National

Funding entity: CAJA LABORAL POPULAR S. COOP. DE CREDITO

Predicción del PIB y número de ocupados del País Vasco utilizando indicadores basados en extracción de señales mediante el filtro de Kalman

  • Ruiz Ortega, Esther
  • Garcia-saavedra Garcia-rabadan, Francisco
  • Fresoli, Diego Eduardo

Period: 19-07-2017 - 15-10-2017

Type of funding: National

Funding entity: CAJA LABORAL POPULAR S. COOP. DE CREDITO

ECO2015-70331-C2-2-R - Indicadores económicos: predicción con incertidumbre e inestabilidad

  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena
  • Rodriguez Caballero, Carlos Vladimir

Period: 01-01-2016 - 31-07-2020

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

Chequeo metodológico y de resultados de análisis sobre eficacia de fusiones bancarias para crear valor al accionista y sociedad 1987-2003

  • Ruiz Ortega, Esther
  • Sanchez Mangas, Rocio
  • Garcia-saavedra Garcia-rabadan, Francisco

Period: 15-06-2015 - 10-07-2015

Type of funding: Regional

Funding entity: BANKINTER, S.A.,

ECO2010-08872-E - MADAM: Towards a European Research Infrastructure for Modelling & Methodologies

  • Espasa Terrades, Antoni
  • Ruiz Ortega, Esther
  • Romo Urroz, Juan
  • Lillo Rodriguez, Rosa Elvira
  • Breto Martinez, Carles

Period: 21-07-2011 - 20-07-2012

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

ECO2009-08100 - La incertidumbre en la predicción macroeconómica y financiera: bootstrap y modelos multivariantes

  • Ruiz Ortega, Esther
  • Espasa Terrades, Antoni
  • Kaiser Remiro, Regina
  • Pellegrini, Santiago
  • Heinen, Andreas Josef
  • Lopes Moreira Da Veiga, Maria Helena
  • Tena Horrillo, Juan De Dios
  • Nieto Delfin, Maria Rosa
  • Rodriguez, Alejandro Federico
  • Perez Espartero, Ana
  • Morales Arsenal, Roberto
  • Breto Martinez, Carles
  • Alves Portela Santos, Andre
  • Galan Camacho, Jorge Eduardo
  • Mao, Xiuping
... View more Collapse

Period: 01-01-2010 - 30-06-2013

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

CCG06-UC3M/HUM-0840  - Incertidumbre en la predicción: aplicaciónes a series macroecnómicas y financieras de la Comunidad de Madrid

  • Espasa Terrades, Antoni
  • Ruiz Ortega, Esther
  • Mayo Burgos, Ivan
  • Kaiser Remiro, Regina
  • Pellegrini, Santiago
  • Heinen, Andreas Josef
  • Lopes Moreira Da Veiga, Maria Helena
  • Tena Horrillo, Juan De Dios
  • Nieto Delfin, Maria Rosa
  • Fried, Roland Hermann
  • Rodriguez, Alejandro Federico
  • Minguez Salido, Roman
  • Perez Espartero, Ana
  • Cancelo De La Torre, Jose Ramon
  • Morales Arsenal, Roberto
... View more Collapse

Period: 01-01-2007 - 31-12-2007

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Predicción en modelos de componentes inobservables condicionalmente heteróscedasticos

  • Pellegrini, Santiago
  • Ruiz Ortega, Esther
  • Espasa Terrades, Antoni

Reading date: 08-06-2009

Asymmetric stochastic volatility models

  • Lopes Moreira Da Veiga, Maria Helena
  • Mao, Xiuping
  • Ruiz Ortega, Esther

Reading date: 13-03-2015

Reading institution: CAMPUS DE GETAFE

Topics in density forecast in stationary parametric unvariate time series models

  • Gonçalves Mazzeu, Joao Henrique
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Reading date: 20-12-2016

Reading institution: CAMPUS DE GETAFE

Bootstrap forecasts of multivariate time series

  • Fresoli, Diego Eduardo
  • Ruiz Ortega, Esther

Reading date: 18-07-2014

Volatility models with leverage effect

  • Rodriguez Villar, Maria Jose
  • Ruiz Ortega, Esther

Reading date: 21-02-2011

Reading institution: CAMPUS DE GETAFE

Essays on Expected Equity Returns and Volatility: Modeling and Prediction

  • Almeida, Daniel De
  • Ruiz Ortega, Esther
  • Fuertes, Ana Maria

Reading date: 29-09-2016

Reading institution: CAMPUS DE GETAFE

Multivariate volatility models in financial risk management and portfolio selection

  • Alves Portela Santos, Andre
  • Nogales Martin, Francisco Javier
  • Ruiz Ortega, Esther

Reading date: 01-06-2010

Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS

Measuring uncertainty of factors extracted using Principal Components

  • Albarran Lozano, Irene
  • Vicente Maldonado, Javier De
  • Ruiz Ortega, Esther

Reading date: 21-03-2019

Measuring financial risk

  • Nieto Delfin, Maria Rosa
  • Ruiz Ortega, Esther

Reading date: 05-07-2010

Bootstrap forecast densities in univariate and multivariate volatility models

  • Ruiz Ortega, Esther
  • Trucios, C.

Reading date: 01-08-2016

Reading institution: Instituto de matematica, estadistica e computacao cientifica

This researcher has no patents or software licenses.

Last data update: 8/28/24 5:40 PM