| Frontiers in VaR forecasting and backtesting ER Maria Rosa Nieto International Journal of Forecasting 32 (2), 475–501, 2016 | 160 | 2016 |
| SARIMA damp trend grey forecasting model for airline industry RB Carmona-Benítez, MR Nieto Journal of air transport management 82, 101736, 2020 | 52 | 2020 |
| ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry MR Nieto, RB Carmona-Benítez Journal of Air Transport Management 71, 1-8, 2018 | 38 | 2018 |
| An Econometric Dynamic Model to estimate passenger demand for air transport industry RB Carmona-Benítez, MR Nieto, D Miranda Transportation Research Procedia 25, 17-29, 2017 | 38 | 2017 |
| Measuring financial risk: comparison of alternative procedures to estimate VaR and ES MR Nieto, E Ruiz | 20 | 2008 |
| Bootstrap prediction intervals for VaR and ES in the context of GARCH models MR Nieto, E Ruiz Open Access publications from Universidad Carlos III de Madrid, 2010 | 5 | 2010 |
| An Approach to Measure the Performance and the Efficiency of Future Airport Infrastructure MR Nieto, RB Carmona-Benítez Mathematics 9 (16), 1873, 2021 | 4 | 2021 |
| Comparing models to forecast cargo volume at port terminals MR Nieto, RB Carmona-Benitez, JN Martinez Journal of applied research and technology 19 (3), 238-249, 2021 | 3 | 2021 |
| Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand RB Carmona-Benítez, MR Nieto Journal of Applied Statistics 44 (7), 1211-1224, 2017 | 3 | 2017 |
| Bootstrap Estimation Intervals Using Bias Corrected Accelerated Method to Forecast Air Passenger Demand MRND Rafael Bernardo Carmona-Benítez Lecture Notes in Computer Science 9335, 315-327, 2015 | 3* | 2015 |
| Direct versus iterated multiperiod Value‐at‐Risk forecasts E Ruiz, MR Nieto Journal of Economic Surveys 37 (3), 915-949, 2023 | 2 | 2023 |
| A methodology for calculating the unmet passenger demand in the air transportation industry RB Carmona-Benítez, MR Nieto Research in Transportation Business & Management 50, 101039, 2023 | | 2023 |
| Direct versus iterated multiperiod Value-at-Risk forecasts E Ruiz Ortega, MR Nieto Wiley, 2023 | | 2023 |
| An Approach to Measure the Performance and the Efficiency of Future Airport Infrastructure. Mathematics 2021, 9, 1873 MR Nieto, RB Carmona-Benítez s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021 | | 2021 |
| Measuring financial risk MR Nieto | | 2010 |
| Measuring financial risk MRN Delfín Universidad Carlos III de Madrid, 2010 | | 2010 |
RAFAEL BERNARDO CARMONA BE...Universidad Anahuac Mexico在 anahuac.mx 的电子邮件经过验证
RAFAEL BERNARDO CARMONA BE...Universidad Anahuac Mexico在 anahuac.mx 的电子邮件经过验证
ESTHER RUIZ ORTEGAUniversidad Carlos III de Madrid在 est-econ.uc3m.es 的电子邮件经过验证