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Victoria Esteban

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This is information that was supplied by Victoria Esteban in registering through RePEc. If you are Victoria Esteban , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Victoria
Middle Name:
Last Name: Esteban
Suffix:

RePEc Short-ID: pes91

Email: [This author has chosen not to make the email address public]
Homepage: http://www.et.bs.ehu.es/~etpesgov/
Postal Address: Departamento de Economía Aplicada III (Econometría y Estadística) Facultad de Ciencias Económicas y Empresariales Avda. Lehedakari Aguirre, 83, 48015 Bilbao, España
Phone: 946013847

Affiliation

Departamento de Economía Aplicada III (Econometría y Estadística)
Facultad de Ciencias Económicas y Empresariales
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Location: Bilbao, Spain
Homepage: http://www.ea3.ehu.es/
Email:
Phone: + 34 94 601 3740
Fax: + 34 94 601 3754
Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Handle: RePEc:edi:deehues (more details at EDIRC)

Works

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Working papers

  1. Tusell Palmer, Fernando Jorge & Esteban González, María Victoria, 2009. "Predicting Betas: Two new methods," BILTOKI 2009-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Esteban González, María Victoria & Orbe Mandaluniz, Susan, 2006. "Nonparametric estimation betas in the Market Model," BILTOKI 2006-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

Articles

  1. Maria Victoria Esteban & Susan Orbe-Mandaluniz, 2010. "A nonparametric approach for estimating betas: the smoothed rolling estimator," Applied Economics, Taylor and Francis Journals, vol. 42(10), pages 1269-1279.
  2. Carmen Ansotegui & Maria Victoria Esteban, 2002. "Cointegration for market forecast in the Spanish stock market," Applied Economics, Taylor and Francis Journals, vol. 34(7), pages 843-857.
  3. M. Victoria Esteban, 1997. "Variabilidad predecible en los rendimientos de los activos: Evidencia e implicaciones," Investigaciones Economicas, Fundación SEPI, vol. 21(3), pages 523-542, September.

Books

  1. Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 01.
  2. Ana Fernández & Pilar González & Marta Regúlez & María Paz Moral & María Victoria Esteban, 2005. "Ejercicios de Econometría," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 2, number 13.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-11-18 2009-04-25. Author is listed
  2. NEP-FOR: Forecasting (1) 2009-04-25. Author is listed
  3. NEP-RMG: Risk Management (1) 2009-04-25. Author is listed

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Corrections

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