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Estás en: Inicio > Departamento de Estadística > Home > Staff > Esther Ruiz Ortega

Esther Ruiz Ortega

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Última actualización: 15/03/2016
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B.A in Business Administration, Universidad del País Vasco ( 1984). M.Sc in Statistics, London School of Economics, 1988. Ph.D in Economics, London School of Economics, 1992. Assistant Professor, Department of Statistics LSE. Full Professor at the Department of Statistics of Universidad Carlos III. Currently, she is Editor of the International Journal of Forecasting.

Field of Research

Times Series, Financial Econometrics, Stochastic volativity, Long Memory, Bootstrap for forecasting. Unobservable component models.

Teaching

Second Quarter

  • Financial Statistics (Master in Finance)
  • Financial Econometrics (Bsc in Finance and Accounting)
Francisco Javier Prieto

E-Mail: ortega@est-econ.uc3m.es
Phone: +34 91 6249851
Fax: +34 91 6249849
Office: 10.1.19

Recent Publications

  • Frontiers in VaR forecasting and backtesting, 2016, with Nieto, M.R., International Journal of Forecasting, 32, 475-501.
  • Bootstrap Multi-step Forecasts of Non-Gaussian VAR Models, 2015, joint with D. Fresoli and L. Pascual, International Journal of Forecasting, 31(3), 834-848.
  • Comparing univariate and multivariate models to forecast portfolio Value-at-Risk, 2013, joint with Santos, A.A.P. and F.J. Nogales, Journal of Financial Econometrics, 11(2), 400-441.