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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
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
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Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774701
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Domestic monetary transfers and the inland bill of exchange markets in Spain : 1775 - 1885
Maixé-Altés, J. Carles; Iglesias, Emma M. - In: Journal of international money and finance 28 (2009) 3, pp. 496-521
Persistent link: https://www.econbiz.de/10003835196
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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
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Testing for breaks using alternating observations
Bunzel, Helle (contributor); Iglesias, Emma M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003410382
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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
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Estimation of tail thickness parameters from GJR-GARCH models
Iglesias, Emma M.; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971807
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The bias to order T− 2 for the general k-class estimator in a simultaneous equation model
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics letters 109 (2010) 1, pp. 42-45
Persistent link: https://www.econbiz.de/10008806647
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Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844