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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
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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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Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Iglesias, Emma M. - In: Economics letters 93 (2006) 2, pp. 261-266
Persistent link: https://www.econbiz.de/10003391936
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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
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Another look about the evolution of the risk premium : a VAR-GARCH-M model
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economic modelling 20 (2003) 4, pp. 777-789
Persistent link: https://www.econbiz.de/10001770437
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Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M. (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
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Reconsidering the gains on efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics letters 74 (2001) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10001635125
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Asymptotic normality of the QMLE in the level-effect ARCH model
Dahl, Christian M.; Iglesias, Emma M. - 2010
Persistent link: https://www.econbiz.de/10008651667
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Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 30 (2011) 3, pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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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