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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

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

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

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

Capital-energy relationships : an analysis when disaggregating by industry and different types of capital

Tovar, Miguel A.; Iglesias, Emma M. - In: The energy journal 34 (2013) 4, pp. 129-150

Persistent link: https://www.econbiz.de/10010256373

Testing of the mean reversion parameter in continuous time models

Iglesias, Emma M. - In: Economics Letters 122 (2014) 2, pp. 187-189

In this paper we use the approximate bias expressions developed in Yu (2012) and Bao et al. (2013) to improve the testing of the ordinary least squares or quasi-maximum likelihood estimator of the mean reversion parameter in continuous time models. We follow the approach given in Iglesias and...

Persistent link: https://www.econbiz.de/10011041801