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.
Ruiz Ortega, Esther ortega@est-econ.uc3m.es
Publications
- Articles 31
- Books 0
- Book chapters 5
- Conferences 19
- Working papers 26
- Technical reports 0
- Research projects 12
- Supervised theses 13
- Patent or software license 0
Uncertainty and density forecasts of ARMA models: comparison of asymptotic, bayesian and bootstrap procedures
- Gonçalves Mazzeu, Joao Henrique
- Ruiz Ortega, Esther
- Lopes Moreira Da Veiga, Maria Helena
JOURNAL OF ECONOMIC SURVEYS (p. 388-419) - 4/2018
https://doi.org/10.1111/joes.12197 View at source
- EISSN 1467-6419
- ISSN 0950-0804
Threshold stochastic volatility: Properties and forecasting
- Mao, Xiuping
- Ruiz Ortega, Esther
- Lopes Moreira Da Veiga, Maria Helena
INTERNATIONAL JOURNAL OF FORECASTING (p. 1105-1123) - 11/2017
https://doi.org/10.1016/j.ijforecast.2017.07.001 View at source
- EISSN 1872-8200
- ISSN 0169-2070
Testing for Conditional Heteroscedasticity in the Components of Inflation
- Broto Pelegrin, Maria Carmen
- Ruiz Ortega, Esther
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS - 6/2009
- EISSN 1558-3708
- ISSN 1081-1826
Statistical signal extraction and filtering
- Pollock, D.s.g.
- Proietti, T.
- Ruiz Ortega, Esther
- Weinert, H.
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 1-3) - 2/2013
https://doi.org/10.1016/j.csda.2012.08.001 View at source
- EISSN 1872-7352
- ISSN 0167-9473
Robust bootstrap forecast densities for GARCH returns and volatilities
- Trucíos, Carlos
- Hotta, Luiz K.
- Ruiz Ortega, Esther
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (p. 3152-3174) - 11/2017
https://doi.org/10.1080/00949655.2017.1359601 View at source
- EISSN 1563-5163
- ISSN 0094-9655
Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk
- Ruiz Ortega, Esther
- Trucíos, Carlos
- Hotta, Luiz
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (p. 1976-2000) - 1/2018
10.1080/00949655.2018.1462811 View at source
- EISSN 1563-5163
- ISSN 0094-9655
Revisiting several popular GARCH models with leverage effect: differences and similarities
- Ruiz Ortega, Esther
- Rodriguez, Maria Jose
Journal of Financial Econometrics (p. 637-668) - 10/2012
https://doi.org/10.1093/jjfinec/nbs003 View at source
- EISSN 1479-8417
- ISSN 1479-8409
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
Prediction intervals in conditionally heteroscedastic time series with stochastic components
- Pellegrini, Santiago
- Ruiz Ortega, Esther
- Espasa Terrades, Antoni
INTERNATIONAL JOURNAL OF FORECASTING (p. 308-319) - 4/2011
- EISSN 1872-8200
- ISSN 0169-2070
Modelling Long-Memory Volatilities with Leverage Effect: A-LMSV Versus FIEGARCH
- Ruiz Ortega, Esther
- Lopes Moreira Da Veiga, Maria Helena
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 2846-2862) - 2/2008
https://doi.org/10.1016/j.csda.2007.09.031 View at source
- EISSN 1872-7352
- ISSN 0167-9473
This researcher has no books.
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
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
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
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
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.)
The uncertainty of conditional correlations in DCC models
- Ruiz Ortega, Esther
- Fresoli, Diego Eduardo
7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013) - 2013
The Relationship between ARIMA-GARCH and Unobserved Component Models with GARCH Disturbances
- Pellegrini, Santiago
- Ruiz Ortega, Esther
- Espasa Terrades, Antoni
2nd International Workshop on Computational and Financial Econometrics (CFE'08) - 2008
Resampling uncertainty of Principal Components factors
- Ruiz Ortega, Esther
- Vicente Maldonado, Javier De
42 Simposio de la Spanish Economic Association (SAE 2017) - 2017
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
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
On the Issue of How Many Variables to Use When Estimating Common Factors Using the Kalman Filter
- Poncela Blanco, Maria del Pilar
5th CSDA International Conference on Computational and Financial Econometrics (CFE'11) - 27/6/2011
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
Modelling intra-daily volatility by functional data analysis: an empirical application to the Spanish stock market
- Romo Urroz, Juan
- Ruiz Ortega, Esther
- Alva Chavez, Kenedy Pedro
3rd International Conference on Computational and Financial Econometrics (CFE'09) - 2009
Editor: GEIE ERCIM
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
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
The uncertainty of conditional returns, volatilities and correlations in DCC models
- Fresoli, Diego Eduardo
- Ruiz Ortega, Esther
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 170-185) - 8/2014
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
https://doi.org/10.1016/j.csda.2015.03.017 View at source
- EISSN 1872-7352
- ISSN 0167-9473
Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment
- Poncela Blanco, Maria del Pilar
Advances In Econometrics (p. 401-434) - 1/1/2015
Editor: UNIVERSIDAD CARLOS III DE MADRID
10.1108/s0731-905320150000035010 View at source
- ISSN 07319053
Score driven asymmetric stochastic volatility models
- Mao, Xiuping
- Ruiz Ortega, Esther
- Lopes Moreira Da Veiga, Maria Helena
2014
Editor: UNIVERSIDAD CARLOS III DE MADRID
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk
- Ruiz Ortega, Esther
- Trucíos, Carlos
- Hotta, Luiz K.
2015
Editor: UNIVERSIDAD CARLOS III DE MADRID
Optimal Portfolios with Minimum Capital Requirements
- Alves Portela Santos, Andre
- Nogales Martin, Fco. Javier
- Ruiz Ortega, Esther
- Van Dijk, D
JOURNAL OF BANKING & FINANCE (p. 1928-1942) - 7/2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.jbankfin.2012.03.001 View at source
- EISSN 1872-6372
- ISSN 0378-4266
More is not always better : back to the Kalman filter in dynamic factor models
- Poncela Blanco, Maria del Pilar
1/10/2012
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
- iMarina
- UC3M
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
Model uncertainty and the forecast accuracy of ARMA models: A survey
- Gonçalves Mazzeu, Joao Henrique
- Ruiz Ortega, Esther
- Veiga, Helena
2015
Editor: UNIVERSIDAD CARLOS III DE MADRID
Measuring Financial Risk: Comparison of Alternative Procedures to Estimate VaR and ES
- Ruiz Ortega, Esther
- Nieto Delfin, Maria Rosa
2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
- Fresoli, D
- Poncela, P
- Ruiz, E
Economics Letters - 1/9/2022
Editor: UNIVERSIDAD CARLOS III DE MADRID
10.1016/j.econlet.2023.111246 View at source
- ISSN 01651765
This researcher has no technical reports.
Predicción y Análisis Macroeconómico
- Espasa Terrades, Antoni
- Lamadriz Escalante, Arsinoe
- Ruiz Ortega, Esther
- Senra Diaz, Eva
- Carrasco Garcia, Nicolas
- Sanchez, Angel
- Garcia ., Agustin
- Castro ., Cesar
- Arispe Nuñez, Maria Elena
Period: 01-06-2006 - 01-06-2009
Funding entity: PRICEWATERHOUSECOOPERS, S.L.
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
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
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)
UC3M-ECO-05-013 - Métodología macroeconométrica sobre el tratamiento de problemás de nivel y heterocedasticidad con aplicación a Latino América
- Espasa Terrades, Antoni
- Ruiz Ortega, Esther
- Senra Diaz, Eva
- Mayo Burgos, Ivan
- Nuñez, Olivier
- Kaiser Remiro, Regina
- Pellegrini, Santiago
- Heinen, Andreas Josef
- Lopes Moreira Da Veiga, Maria Helena
- Fried, Roland Hermann
- Minguez Salido, Roman
- Perez Espartero, Ana
- Cancelo De La Torre, Jose Ramon
Period: 01-01-2006 - 31-03-2007
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
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
Period: 01-01-2010 - 30-06-2013
Type of funding: National
Funding entity: MINISTERIO DE CIENCIA E INNOVACION
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
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
Period: 01-01-2007 - 31-12-2007
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
SEJ2006-03919 - Incertidumbre en la construcción de modelos econométricos y de metodologías de predicción para series macroeconómicas y financieras
- Ruiz Ortega, Esther
- Espasa Terrades, Antoni
- Kaiser Remiro, Regina
- Pellegrini, Santiago
- Heinen, Andreas Josef
- Lopes Moreira Da Veiga, Maria Helena
- Arrazola Vacas, Maria Jesus
- Nieto Delfin, Maria Rosa
- Rodriguez, Alejandro Federico
- Giuliodori, Maria Andrea
- Perez Espartero, Ana
- Breto Martinez, Carles
Period: 01-10-2006 - 31-12-2009
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
Volatility models with leverage effect
- Rodriguez Villar, Maria Jose
- Ruiz Ortega, Esther
Reading date: 21-02-2011
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
Predicción en modelos de componentes inobservables condicionalmente heteróscedasticos
- Pellegrini, Santiago
- Ruiz Ortega, Esther
- Espasa Terrades, Antoni
Reading date: 08-06-2009
Non-stationary Dynamic Factor Models
- Poncela Blanco, Maria del Pilar (Autor o Coautor)
- Francisco de Jesús Corona Villavicencio (Director) Doctorando: Francisco de Jesús Corona Villavicencio
1/1/2017
Reading date: 14-07-2017
- iMarina
- UC3M
Multivariate volatility models in financial risk management and portfolio selection
- Alves Portela Santos, Andre
- Nogales Martin, Fco. 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
Essays on forecasting with partial least squares methods
- Rodriguez Puerta, Julio (Director)
- Poncela Blanco, Maria del Pilar (Director)
- Ruiz Ortega, Esther (Director) Doctorando: Fuentes de Díaz, Julieta Lorena
16/3/2015
Reading date: 16-03-2015
Reading institution: CAMPUS DE GETAFE
- iMarina
- UC3M
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
This researcher has no patents or software licenses.
Research groups
Researcher profiles
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ORCID
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Dialnet id