| La calidad de vida en los municipios de la provincia de Valladolid P Zarzosa, MM Molpeceres, A Pérez, MD Prada, MM Prieto, C Rodríguez España: Diputación Provincial de Valladolid, 2005 | 48 | 2005 |
| Finite sample properties of a QML estimator of stochastic volatility models with long memory A Pérez, E Ruiz Economics Letters 70 (2), 157-164, 2001 | 32 | 2001 |
| Properties of the sample autocorrelations of non-linear transformations in Long Memory Stochastic Volatility models A Pérez, E Ruiz Journal of Financial Econometrics 1 (3), 420-444, 2003 | 26 | 2003 |
| Finite-sample Properties of Maximum Likelihood and Whittle Estimators in EGARCH and FIEGARCH Models A Pérez, P Zaffaroni Quantitative and Qualitative Analysis in Social Science 2 (1), 78-97, 2008 | 20 | 2008 |
| Asymmetric long memory GARCH: a reply to Hwang’s model E Ruiz, A Pérez Economics Letters 78 (3), 415-422, 2003 | 17 | 2003 |
| A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect A Pérez, E Ruiz, H Veiga Computational Statistics & Data Analysis 53, 3593-3600, 2009 | 10 | 2009 |
| Stochastic volatility models and the Taylor effect A Mora Galán, A Pérez, E Ruiz Working Paper 4 (63), 2004 | 8 | 2004 |
| Identification of asymmetric conditional heteroscedasticity in the presence of outliers MA Carnero, A Pérez, E Ruiz SERIEs, 2016 | 7 | 2016 |
| Comments on "Kernel density estimation for time series data" A Pérez International Journal of Forecasting 28, 15-19, 2012 | 7 | 2012 |
| Modelos de memoria larga para series económicas y financieras A Pérez, E Ruiz Investigaciones Económicas 26 (3), 359-410, 2002 | 7 | 2002 |
| A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho A Pérez, M Prieto-Alaiz Statistics and Probability Letters 112, 41-50, 2016 | 5 | 2016 |
| Measuring dependence between dimensions of poverty in Spain: An approach based on copulas A Pérez, M Prieto 2015 Conference of the International Fuzzy Systems Association and the …, 2015 | 4 | 2015 |
| Maximally autocorrelated power transformations: a closer look at the properties of stochastic volatility models A Pérez, Ruiz, Esther Studies in Nonlinear Dynamics & Econometrics 16 (3), 2012 | 3 | 2012 |
| A computationally efficient method for obtaining smoothed volatilities in Long Memory Stochastic Volatility models F Mármol, A Pérez, JC Reboredo Anales de Estudios Económicos y Empresariales 18, 69-89, 2008 | 3 | 2008 |
| Leverage effect in energy futures revisited MA Carnero, A Pérez Energy economics, http://dx.doi10.1016/j.eneco.2017.12.029, 2018 | 2 | 2018 |
| Measuring the Dependence Among Dimensions of Welfare: A Study Based on Spearman's Footrule and Gini's Gamma M Pérez, A. and Prieto-Alaiz Int. J. Unc. Fuzz. Knowl. Based Syst. 24 (87), 2016 | 2 | 2016 |
| Explaining Inequality in Spanish Income. A Mutifactor ANOVA model A Pérez, MD de Prada, M Prieto Applied Economics Letters 9, 167-170, 2002 | 2 | 2002 |
| Estimación e identificación de modelos de volatilidad estocástica con memoria larga A Pérez Espartero | 2 | 2000 |
| A review of stochastic dominance methods for poverty analysis MPA C García-Gómez, A Pérez Journal of Economic Surveys 33 (5), 1437-1462, 2019 | | 2019 |
| Outliers and misleading leverage effect in asymmetric GARCH-type models A Carnero, M Angeles, Pérez Working Papers WP-AD 2018-01, 2018 | | 2018 |
ESTHER RUIZ ORTEGAUniversidad Carlos III de MadridVerified email at est-econ.uc3m.es
