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Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Iglesias, Emma M. - In: Econometric reviews 44 (2025) 3, pp. 312-334
Persistent link: https://www.econbiz.de/10015196603
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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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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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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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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
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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
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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Banking, currency, stock market and debt crises in Spain : 1850-1995
Maixé-Altés, J. Carles; Iglesias, Emma M. - In: Applied economics 50 (2018) 18, pp. 2056-2069
Persistent link: https://www.econbiz.de/10011849642
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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/10010008358