Esther Ruiz

4.3k total citations · 1 hit paper
71 papers, 2.4k citations indexed

About

Esther Ruiz is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Esther Ruiz has authored 71 papers receiving a total of 2.4k indexed citations (citations by other indexed papers that have themselves been cited), including 50 papers in Finance, 43 papers in Economics and Econometrics and 42 papers in General Economics, Econometrics and Finance. Recurrent topics in Esther Ruiz's work include Financial Risk and Volatility Modeling (47 papers), Monetary Policy and Economic Impact (42 papers) and Market Dynamics and Volatility (31 papers). Esther Ruiz is often cited by papers focused on Financial Risk and Volatility Modeling (47 papers), Monetary Policy and Economic Impact (42 papers) and Market Dynamics and Volatility (31 papers). Esther Ruiz collaborates with scholars based in Spain, Brazil and United States. Esther Ruiz's co-authors include Andrew Harvey, Neil Shephard, Lorenzo Pascual, Carmen Broto, Juan Romo, Enrique Sentana, M. Angeles Carnero, Daniel Peña, André Alves Portela Santos and Francisco J. Nogales and has published in prestigious journals such as Journal of Econometrics, The Review of Economic Studies and Journal of Banking & Finance.

In The Last Decade

Esther Ruiz

62 papers receiving 2.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Multivariate Stochastic Variance Models

1994 805 citations Esther Ruiz et al. profile →

Peers

Esther Ruiz

FINAN

EE

GEEF

MSOR

SP

Drew Creal United States

Jeffrey R. Russell United States

Michael Rockinger Switzerland

Zhuanxin Ding United States

Éric Jacquier Canada

Gianni Amisano Italy

Tae‐Hwy Lee United States

Rüdiger Frey Switzerland

Zhijie Xiao United States

Fulvio Corsi Italy

Drew Creal United States

Esther Ruiz

1.1k ×0.6

FINAN

1.1k ×0.7

EE

600 ×0.7

GEEF

142 ×0.5

MSOR

201 ×0.8

SP

Citations per year, relative to Esther Ruiz Esther Ruiz (= 1×) peers Drew Creal

Countries citing papers authored by Esther Ruiz

Since Specialization

Citations

This map shows the geographic impact of Esther Ruiz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Esther Ruiz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Esther Ruiz more than expected).

Fields of papers citing papers by Esther Ruiz

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Esther Ruiz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Esther Ruiz. The network helps show where Esther Ruiz may publish in the future.

Co-authorship network of co-authors of Esther Ruiz

This figure shows the co-authorship network connecting the top 25 collaborators of Esther Ruiz. A scholar is included among the top collaborators of Esther Ruiz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Esther Ruiz. Esther Ruiz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Ruiz, Esther, et al.. (2025). Extreme temperatures and the profitability of large European firms. 11. 100068–100068.

2.

Caldeira, João F., et al.. (2024). Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors. Journal of Time Series Analysis. 46(2). 258–285.

3.

González‐Rivera, Gloria, et al.. (2024). Expecting the unexpected: Stressed scenarios for economic growth. Journal of Applied Econometrics. 39(5). 926–942.

4.

Caporin, Massimiliano, et al.. (2024). The factor structure of exchange rates volatility: global and intermittent factors. Empirical Economics. 67(1). 31–45.

5.

Caldeira, João F., et al.. (2023). Forecasting the Yield Curve: The Role of Additional and Time-Varying Decay Parameters, Conditional Heteroscedasticity, and Macro-Economic Factors. SSRN Electronic Journal. 1 indexed citations

6.

Poncela, Pilar, et al.. (2023). Ignoring Cross-Correlated Idiosyncratic Components When Extracting Factors in Dynamic Factor Models1. SSRN Electronic Journal. 1 indexed citations

7.

Ruiz, Esther & Pilar Poncela. (2022). Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components. RePEc: Research Papers in Economics. 12(2). 121–231. 6 indexed citations

8.

Poncela, Pilar, et al.. (2021). Dynamic factor models: Does the specification matter?. SERIEs. 13(1-2). 397–428. 3 indexed citations

9.

Trucíos, Carlos, Luiz Koodi Hotta, & Esther Ruiz. (2018). Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk. Journal of Statistical Computation and Simulation. 88(10). 1976–2000. 10 indexed citations

10.

Trucíos, Carlos, Luiz Koodi Hotta, & Esther Ruiz. (2017). Robust bootstrap forecast densities for GARCH returns and volatilities. Journal of Statistical Computation and Simulation. 87(16). 3152–3174. 19 indexed citations

11.

Santos, André Alves Portela, Francisco J. Nogales, & Esther Ruiz. (2013). Comparing univariate and multivariate models to forecast portfolio Value-at-Risk. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 56 indexed citations

12.

Ruiz, Esther, et al.. (2012). Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models. Studies in Nonlinear Dynamics and Econometrics. 16(3).

13.

Rodrı́guez, Marisol & Esther Ruiz. (2012). Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Similarities. Journal of Financial Econometrics. 10(4). 637–668. 50 indexed citations

14.

Carnero, M. Angeles, Daniel Peña, & Esther Ruiz. (2011). Estimating GARCH volatility in the presence of outliers. Economics Letters. 114(1). 86–90. 54 indexed citations

15.

Ruiz, Esther, M. Angeles Carnero, & Dulce G. Pereira. (2004). Effects of Level Outliers on the Identification and Estimation of GARCH Models. RePEc: Research Papers in Economics. 1 indexed citations

16.

Carnero, M. Angeles, Daniel Peña, & Esther Ruiz. (2004). Persistence and Kurtosis in GARCH and Stochastic Volatility Models. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 5 indexed citations

17.

Ruiz, Esther, et al.. (2002). MODELOS DE MEMORIA LARGA PARA SERIES ECONÓMICAS Y FINANCIERAS. Investigación Económica. 26(3). 395–445. 2 indexed citations

18.

Ruiz, Esther & Lorenzo Pascual. (2002). Bootstrapping Financial Time Series. Journal of Economic Surveys. 16(3). 271–300. 52 indexed citations

19.

Ruiz, Esther, Juan Romo, & Lorenzo Pascual. (1999). Bootstrap Predictive Inference for ARIMA Processes. SSRN Electronic Journal. 2 indexed citations

20.

Peña, Juan Ignacio & Esther Ruiz. (1995). Stock market regulations and international financial integration: the case of Spain. European Journal of Finance. 1(4). 367–382.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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