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	Esther Ruiz Ortega

	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


				Teaching Second Quarter Statistics II Econometrics II Financial Econometrics (PhD) Recent Publications Rodriguez, A. and E. Ruiz (2008), "Bootstrap Prediction Intervals in State Space Models", Journal of Time Series Analisis, in press. Veiga, H. and E. Ruiz (2008), "Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH", Computational Statistics and Data Analysis, 52(6), 2846-2862. Carnero, M.A., D. Peña and E. Ruiz (2006), "Effects of outliers on the identification and estimation of GARCH models", Journal of Time Series Analysis, 28(4), 471-497.