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Higher-order asymptotic properties of QML in β-ARCH and μ-ARCH models
Iglesias, Emma M. - In: Economics letters 93 (2006) 2, pp. 261-266
Persistent link: https://www.econbiz.de/10007774149
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Domestic monetary transfers and the inland bill of exchange markets in Spain (1775–1885)
Carles Maixé-Altés, J.; Iglesias, Emma M. - In: Journal of international money and finance 28 (2009) 3, pp. 496-521
Persistent link: https://www.econbiz.de/10008234043
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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/10007636484
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Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.; Phillips, Garry D.A. - In: Economics letters 74 (2002) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10006770306
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BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
Iglesias, Emma M.; Phillips, Garry D.A. - In: Econometric theory 21 (2005) 6, pp. 1058-1086
Persistent link: https://www.econbiz.de/10006957907