Unobserved component models with asymmetric conditional variances. - Carmen Broto; Esther Ruiz (Comput. Stat. Data Anal., 2006)

Bootstrap prediction for returns and volatilities in GARCH models. - Lorenzo Pascual; Juan Romo; Esther Ruiz (Comput. Stat. Data Anal., 2006)

Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. - Esther Ruiz; Helena Veiga (Comput. Stat. Data Anal., 2008)

A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. - Ana Pérez; Esther Ruiz; Helena Veiga (Comput. Stat. Data Anal., 2009)

Bootstrap Prediction in Unobserved Component Models. - Alejandro F. Rodríguez; Esther Ruiz (COMPSTAT, 2010)

The Annals of Computational and Financial Econometrics, first issue. - David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Luc Bauwens; Siem Jan Koopman; Michael McAleer; Alessandra Amendola; Monica Billio; Christophe Croux; Cathy W. S. Chen; Russell Davidson; Pierre Duchesne; et al. (Comput. Stat. Data Anal., 2012)

Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters. - Alejandro F. Rodríguez; Esther Ruiz (Comput. Stat. Data Anal., 2012)

The third special issue on Statistical Signal Extraction and Filtering. - D. Stephen G. Pollock; Tommaso Proietti; Esther Ruiz; Howard L. Weinert (Comput. Stat. Data Anal., 2013)

The uncertainty of conditional returns, volatilities and correlations in DCC models. - Diego E. Fresoli; Esther Ruiz (Comput. Stat. Data Anal., 2016)