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~person:"Iglesias, Emma M."
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Asymptotic normality of the QM...
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Iglesias, Emma M.
Dahl, Christian M.
104
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23
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17
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11
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1
Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774701
Saved in:
2
Volatility spill-overs in commodity spot prices : new empirical results
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Economic modelling
26
(
2009
)
3
,
pp. 601-607
Persistent link: https://www.econbiz.de/10003870631
Saved in:
3
Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623574
Saved in:
4
Modelling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.
;
Iglesias, Emma M.
-
2009
Persistent link: https://www.econbiz.de/10003911875
Saved in:
5
Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper
;
Dahl, Christian M.
;
Iglesias, …
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 458-472
Persistent link: https://www.econbiz.de/10009613927
Saved in:
6
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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