A Bootstrap Approach for Generalized Autocontour Testing Implications for VIX Forecast Densities
João Henrique Gonçalves Mazzeu, Gloria Gonzalez-Rivera, Esther Ruiz, Helena Veiga
Econometric Reviews, vol. 39, 2020, p. 971-990.

UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES.
João Henrique Gonçalves Mazzeu, Esther Ruiz, Helena Veiga
Journal of Economic Surveys, vol. 32, 2018, p. 388-419.

Threshold Stochastic Volatility: Properties and Forecasting
Xiuping Mao, Esther Ruiz, Helena Veiga
International Journal Of Forecasting, vol. 33, 2017, p. 1105-1123.

Bootstrap Multi-step Forecasts of Non-gaussian VAR Models
Diego Fresoli , Esther Ruiz, Lorenzo Pascual
International Journal Of Forecasting, vol. 31, 2015, p. 834-848.