Emma Iglesias
Emma Iglesias
Full Professor (Catedrática), University of A Coruña
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Partial maximum likelihood estimation of spatial probit models
H Wang, EM Iglesias, JM Wooldridge
Journal of Econometrics 172 (1), 77-89, 2013
Bootstrap refinements for QML estimators of the GARCH (1, 1) parameters
V Corradi, EM Iglesias
Journal of Econometrics 144 (2), 500-510, 2008
Semiparametric inference in a GARCH-in-mean model
BJ Christensen, CM Dahl, EM Iglesias
Journal of Econometrics 167 (2), 458-472, 2012
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia
AY Haughton, EM Iglesias
Economic Modelling 29 (6), 2071-2089, 2012
Capital-energy relationships: an analysis when disaggregating by industry and different types of capital
MA Tovar, EM Iglesias
The Energy Journal 34 (4), 2013
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
EM Iglesias, OB Linton
Econometric Theory 23 (6), 1136-1161, 2007
Volatility spill-overs in commodity spot prices: New empirical results
CM Dahl, EM Iglesias
Economic Modelling 26 (3), 601-607, 2009
Bienestar subjetivo, renta y bienes relacionales. Los determinantes de la felicidad en España
EI Vázquez, JAP López, JMS Santos
Revista internacional de sociología 71 (3), 567-592, 2013
Inversión privada, gasto público y presión tributaria en América Latina
LF Brito-Gaona, EM Iglesias
Estudios de economía 44 (2), 131-156, 2017
Interaction between monetary policy and stock prices: A comparison between the Caribbean and the US
EM Iglesias, AY Haughton
Applied Financial Economics 23 (6), 515-534, 2013
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
EM Iglesias, GDA Phillips
Econometric Reviews 30 (3), 303-336, 2011
An analysis of extreme movements of exchange rates of the main currencies traded in the foreign exchange market
EM Iglesias
Applied Economics 44 (35), 4631-4637, 2012
Domestic monetary transfers and the inland bill of exchange markets in Spain (1775–1885)
JC Maixé-Altés, EM Iglesias
Journal of International Money and Finance 28 (3), 496-521, 2009
Finite sample theory of QMLE in ARCH models with dynamics in the mean equation
EM Iglesias, GDA Phillips
Journal of Time Series Analysis 29 (4), 719-737, 2008
Bivariate ARCH models: Finite-sample properties of QML estimators and an application to an LM-type test
EM Iglesias, GDA Phillips
Econometric Theory 21 (6), 1058-1086, 2005
Small sample estimation bias in ARCH models
EM Iglesias, GDA Phillips
Cardiff University, 2002
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
EM Iglesias
Economic Modelling 50, 1-8, 2015
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
EM Iglesias, GDA Phillips
Journal of Applied Econometrics 27 (3), 474-499, 2012
Estimation of tail thickness parameters from GJR-GARCH models
EM Iglesias, O Linton
The limiting properties of the QMLE in a general class of asymmetric volatility models
C Dahl, EM Iglesias
Available at SSRN 1155404, 2008
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