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Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Iglesias, Emma M. - In: Economics letters 93 (2006) 2, pp. 261-266
Persistent link: https://www.econbiz.de/10003391936
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Constrained k-class estimators in the presence of weak instruments
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-11
Persistent link: https://www.econbiz.de/10009521855
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Value at risk of the main stock market indexes in the European Union ; (2000 - 2012)
Iglesias, Emma M. - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011333008
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An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market
Iglesias, Emma M. - In: Applied economics 44 (2012) 34/36, pp. 4631-4637
Persistent link: https://www.econbiz.de/10009713374
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Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513585
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First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009515144
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Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M. - In: Economics letters 122 (2014) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
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Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Applied financial economics 15 (2005) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10002537403
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The influence of extreme events such as Brexit and Covid-19 on equity markets
Iglesias, Emma M. - In: Journal of policy modeling : JPMOD ; a social science … 44 (2022) 2, pp. 418-430
Persistent link: https://www.econbiz.de/10013371141
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Research institutions and macroeconomic models in the United Kingdom
Iglesias, Emma M. - In: Applied econometrics and international development 1 (2001) 2, pp. 129-131
Persistent link: https://www.econbiz.de/10003716765