NUEVOS MODELOS DE VOLATILIDAD, MODELOS DINAMICOS Y APLICACIONES
| Funding entity | Ministerio de Ciencia, Innovación y Universidades |
| Main researches | Emma María Iglesias Vázquez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/09/2023 to 31/08/2026 |
| Department | Economics |
| Knowledgment area | Applied Economics |
| Research | Research group Grupo Jean Monnet de Competencia y Desarrollo |
| Research lines | Econometrics |
| Keywords | Econometrics |
| Contacto | UDC directory |
| Orcid id0000-0002-7750-8166 ResearcherIDC-6631-2015 Scopus57195521178 | |
BSc in Economics (1997, University of A Coruña, Spain. Extraordinary Prize awarded by the University of A Coruña to the best student obtaining the undergraduate degree). MSc in Economics and Econometrics (1999, University of Exeter, UK. Jonathan Young Award. Funded by Fundación Caixa Galicia). PhD in Economics (2002, Cardiff University, UK. Funded by Fundación Caixa Galicia and ESRC (Economic and Social Research Council))
Professor
She is currently "Full Professor", Department of Economics, School of Economics and Business, University of A Coruña, Spain.
Before joining the University of A Coruña as Full Professor, she has worked for twelve years at the Departments of Economics of the University of Exeter, Cardiff University, University of Alicante, Michigan State University and University of Essex as Teaching Assistant, ESRC-Post-doctoral Research Fellow, Assistant Professor and Reader in Economics.
She has a strong background in the field of theoretical and applied Econometrics. In special, her main area of research and teaching focuses on Financial Econometrics; Spatial Econometrics; Simultaneous Equations; Non-parametric and Semi-parametric Econometrics; Simulation Techniques; Panel Data; Statistical-Econometric Techniques applied to Regional Economics and Time series in general.
She has participated in several national and international projects (in some of them as the principal investigator) and she has been a Research Fellow in several Universities such as the London School of Economics, University of Montreal and CREATES (Center for Research in Econometric Analysis of Time Series) at Aarhus University. She has presented her work at numerous national and international conferences (such as those organized by the Econometric Society), and in seminars by invitation at many universities such as Harvard/MIT and financial institutions such as the Federal Reserve Bank of St. Louis. She has supervised many PhD thesis, Master thesis and undergraduate projects and she has been invited to teach several PhD and Master courses in Universities such as Carlos III in Madrid. Member of an experts panel for the ESRC, European Commission and the Danish Council for Independent Research | Social Sciences.
She is a member of the Editorial Board of Applied Econometrics and International Development from 1999 and Associate Editor of Applied Economics, Applied Financial Economics and Applied Economics Letters from 2011 until nowadays. She has published in a variety of academic journals, including the Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Econometric Theory, Econometric Reviews and Journal of International Money and Finance. She has been awarded three "sexenios" of research 2000-2005, 2006-2011and 2012-2017 by CNEAI. She has also been awarded three "quinquenios" and two "quinquenios" for her teaching activity according to the "Docentia" programme (2003/2004-2011/2012 and 2012/2013-2016/1017) both with an evaluation of "notable".
This section shows the teaching given in degrees, masters and other officers studies in last 6 years.
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Final Year Dissertation
Degree in Economics
|
Compulsory | 0 | 1 |
|
Final Year Dissertation
Concurrent Programme of Studies for Degree in Business Management and Administration and Degree in Law
Degree in Bussiness Administration
|
Compulsory | 0 | 5.5 |
|
Final Year Dissertation
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
|
Compulsory | 0 | 5 |
|
Master's Dissertation. Economic Analysis
Master in Economics
|
Compulsory | 0 | 6 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
| Advanced Econometrics | Optional | 0 | 10.5 |
| Final Year Dissertation | Compulsory | 0 | 6.5 |
| Final Year Dissertation | Compulsory | 0 | 17 |
|
Final Year Dissertation
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
|
Compulsory | 0 | 5.5 |
| Statistics I | Core | 0 | 46 |
| Statistics I | Core | 0 | 50 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Econometrics
Master in Economics
|
Optional | 0 | 21 |
|
Master's Dissertation. Economic Analysis
Master in Economics
|
Compulsory | 0 | 6 |
|
Statistics I
Degree in Economics
Social and Legal Sciences
|
Core | 0 | 46 |
|
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas
(Compulsory)
Social and Legal Sciences
|
Core | 0 | 50 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Econometrics
Master in Economics
|
Optional | 0 | 21 |
|
Final Year Dissertation
Degree in Economics
|
Compulsory | 0 | 4 |
|
Statistics I
Degree in Economics
Social and Legal Sciences
|
Core | 0 | 46 |
|
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas
(Compulsory)
Social and Legal Sciences
|
Core | 0 | 50 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Econometrics
Master in Economics
|
Optional | 0 | 21 |
|
Final Year Dissertation
Degree in Economics
|
Compulsory | 0 | 4 |
|
Statistics I
Degree in Economics
Social and Legal Sciences
|
Core | 0 | 50 |
|
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas
(Compulsory)
Social and Legal Sciences
|
Core | 0 | 50 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Econometrics
Master in Economics
|
Optional | 0 | 21 |
|
Master's Dissertation
Master's in Banking and Finance
|
Compulsory | 0 | 3 |
|
Statistics I
Degree in Economics
|
Core | 0 | 46 |
Defined tutoring by teacher for 2023/2024 academic course.
| Quarter | Day | Site |
|---|---|---|
| 1st quarter |
Tuesday
10:00 a 12:00 |
TEAMS (Solicitar cita previa enviando mensaje a emma.iglesias@udc.es) |
| 2nd quarter |
Monday
11:30 a 12:00 |
TEAMS (Solicitar cita previa enviando mensaje a emma.iglesias@udc.es) |
| 2nd quarter |
Monday
13:00 a 14:30 |
TEAMS (Solicitar cita previa enviando mensaje a emma.iglesias@udc.es) |
| 2nd quarter |
Wednesday
09:30 a 12:00 |
TEAMS (Solicitar cita previa enviando mensaje a emma.iglesias@udc.es) |
| 2nd quarter |
Friday
09:00 a 11:30 |
TEAMS (Solicitar cita previa enviando mensaje a emma.iglesias@udc.es) |
| 2nd chance |
Tuesday
10:00 a 12:00 |
TEAMS (Solicitar cita previa enviando mensaje a emma.iglesias@udc.es) |
Directed or codirected by current teacher since 2013 year.
| Labor turnover in dual labor markets in the period 2013-2019 in Spain |
| Labor turnover in dual labor markets in the period 2013-2019 in Spain |
| Econometric analysis of prices of energy commodities |
Select merit type and year to query research merits.
NUEVOS MODELOS DE VOLATILIDAD, MODELOS DINAMICOS Y APLICACIONES
| Funding entity | Ministerio de Ciencia, Innovación y Universidades |
| Main researches | Emma María Iglesias Vázquez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/09/2023 to 31/08/2026 |
Ayuda para la consolidación y estructuración de unidades de investigación competitivas del sistema gallego de I+D+i (GRC 2020): Grupo C+D (ED431C 2020/26)
| Funding entity | Consellería de Innovación e Industria |
| Main researches | Emma Mª Iglesias Vázquez |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2020 to 31/12/2023 |
Nuevos modelos de volatilidad y análisis de los valores extremos y de su comportamiento en las colas
| Funding entity | Ministerio de Ciencia, Innovación y Universidades |
| Main researches | Emma M. Iglesias Vázquez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2019 to 31/12/2021 |
Ayudas para la mejora, creación, reconocimiento y estructuración de agrupaciones estratégicas del Sistema Universitario de Galicia (S.U.G.): Red de Investigación Interuniversitaria (ECOBAS)
| Funding entity | Xunta de Galicia, Consellería de Innovación,Industria e Comercio |
| Main researches | Carlos Hervés Beloso |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2018 to 31/12/2020 |
Ayudas para Redes de investigación para la consolidacion y estructuración de unidades de investigacion competitiva
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Hervés Beloso |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2017 to 31/12/2018 |
Estimación y contrastes en modelos de difusión en tiempo continuo
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Emma Iglesias Vázquez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2016 to 31/12/2018 |
Ayuda para la consolidación y estructuración de unidades de investigación competitivas del sistema gallego de I+D+i (GRC 2016): Grupo C+D (ED431C2016-007)
| Funding entity | Consellería de Innovación e Industria |
| Main researches | Emma Mª Iglesias Vázquez |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2016 to 31/12/2020 |
Ayudas para la mejora, creación, reconocimiento y estructuración de agrupaciones estratégicas del Sistema Universitario de Galicia (S.U.G.): Red de Investigación Interuniversitaria (ECOBAS)
| Funding entity | Xunta de Galicia, Consellería de Innovación,Industria e Comercio |
| Main researches | Carlos Hervés Beloso |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2015 to 31/12/2017 |
REDE DE INVESTIGACIÓN INTERUNIVERSITARIA (DOG.17/10/2014)
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | CARLOS HERVÉS BELOSO |
| Type | Proyecto Programas Autonomicos |
| Dates | From 08/10/2014 to 31/12/2017 |
VALOR EN RIESGO DE LOS PRINCIPALES INDICES BURSATILES DE LOS PAISES DE LA UNION EUROPEA EN RELACION A ESPAÑA DESDE EL AÑO 2000 HASTA HOY EN DIA
| Funding entity | Ministerio de Economía y Competitividad |
| Main researches | Emma Iglesias Vazquez |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2013 to 31/12/2015 |
Ayuda para la consolidación y estructuración de unidades de investigación competitivas del sistema gallego de I+D+i del año 2013: Grupo de investigación Jean Monnet de competencia y desarrollo en la UE: C+D Group
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Emma Iglesias Vazquez |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2013 to 31/12/2015 |
La evolución del capital social en Galicia: determinantes e implicaciones para el desarrollo socioeconómico regional y local
| Funding entity | Xunta de Galicia. Consellería de Economía e Industria |
| Main researches | JOSE MANUEL SANCHEZ SANTOS |
| Type | Proyecto Programas Autonomicos |
| Dates | From 14/12/2010 to 31/12/2013 |
Econometría: teoría y aplicaciones
| Funding entity | UNIVERSIDAD DE ALICANTE |
| Main researches | Juan Mora López |
| Type | Proyecto Otros Programas |
| Dates | From 01/01/2002 to 31/12/2004 |
Análisis econométrico de modelos microeconómicos y financieros
| Funding entity | Plan Nacional I+D, Ministerio de Educación y Ciencia |
| Main researches | Juan Mora López |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/10/2002 to 30/09/2005 |
Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?
| Authors | David Rivera-Alonso, Emma M. Iglesias |
| Journal | RESOURCES POLICY Vol. 90 (pages 1 to 13) |
| DOI | https://doi.org/10.1016/j.resourpol.2024.104778 |
Identifying the impact of the business cycle on drug-related harms in European countries
| Authors | Bruno Casal, Emma Iglesias, Berta Rivera, Luis Currais, Claudia Costa Storti |
| Journal | International Journal of Drug Policy Vol. 122 |
| DOI | https://doi.org/10.1016/j.drugpo.2023.104240 |
Brent and WTI oil prices volatility during major crises and Covid-19
| Authors | Emma Iglesias, David Rivera-Alonso |
| Journal | JOURNAL OF PETROLEUM SCIENCE AND ENGINEERING Vol. 211 Num. 110182 (pages 1 to 8) |
The influence of extreme events such as Brexit and Covid-19 on equity markets
| Authors | Emma M. Iglesias |
| Journal | JOURNAL OF POLICY MODELING Vol. 44 Num. 2 (pages 418 to 430) |
| DOI | https://doi.org/10.1016/j.jpolmod.2021.10.005 |
The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models
| Authors | Christian M. Dahl, Emma M. Iglesias |
| Journal | Journal of Financial Econometrics Vol. 20 Num. 1 (pages 139 to 159) |
| DOI | https://doi.org/10.1093/jjfinec/nbaa004 |
Price and income elasticity of natural gas demand in Europe and the effects of lockdowns due to Covid-19
| Authors | Antonio F. Erias, Emma M. Iglesias |
| Journal | Energy Strategy Reviews Vol. 44 |
| DOI | https://doi.org/10.1016/j.esr.2022.100945 |
The daily price and income elasticity of natural gas demand in Europe
| Authors | Antonio F. Erias, Iglesias, Emma M. |
| Journal | ENERGY REPORTS Vol. 8 (pages 14595 to 14605) |
| DOI | https://doi.org/10.1016/j.egyr.2022.10.404 |
Asymptotic normality of the MLE in the level-effect ARCH model
| Authors | Christian M. Dahl, Iglesias, E |
| Journal | STATISTICAL PAPERS Vol. 62 (pages 117 to 135) |
Inversión privada, gasto público y presión tributaria en Ecuador
| Authors | Luis Felipe Brito Gaona, Emma Iglesias |
| Journal | REVISTA DE ESTUDIOS REGIONALES Vol. 122 (pages 81 to 118) |
Capital humano, desigualdad y crecimiento económico en América Latina
| Authors | Luis Felipe Brito Gaona, Emma M. Iglesias |
| Journal | REVISTA DE ECONOMÍA INSTITUCIONAL Vol. 23 Num. 45 (pages 265 to 283) |
Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | JOURNAL OF TIME SERIES ANALYSIS Vol. 41 (pages 357 to 364) |
| DOI | https://doi.org/10.1111/jtsa.12499 |
Banking, currency, stock market and debt crises in Spain, 1850-1995
| Authors | J. Carles Maixé-Altés, Emma Iglesias |
| Journal | APPLIED ECONOMICS Vol. 50 Num. 18 (pages 2056 to 2069) |
Determinantes de la inversión privada en los países de la Alianza del Pacífico
| Authors | Luis Felipe Brito Gaona, Emma María Iglesias Vázquez |
| Journal | Revista Espacios. Revista arbitrada de gestión tecnológica Vol. 39 Num. 3 (pages 1 to 24) |
Inversión privada, gasto público e impuestos en la Unión Europea
| Authors | Luis Felipe Brito Gaona, Iglesias, Emma M. |
| Journal | Revista de Métodos Cuantitativos para la Economía y la Empresa Vol. 26 (pages 3 to 24) |
Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America
| Authors | Andre Yone Haughton, E. M. Iglesias |
| Journal | International Journal of Economics and Financial Issues Vol. 7 Num. 2 (pages 437 to 447) |
Basel II And The Financing of R&D Investments in Malaysia
| Authors | Fathin Faizah Said, Emma M. Iglesias |
| Journal | International Journal of Economics and Management Vol. 11 Num. 1 (pages 127 to 152) |
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Journal | Monte Carlo Methods and Applications (pages 159 to 164) |
| DOI | https://doi.org/10.1515/mcma-2017-0111 |
Inversión privada, gasto publico y presión tributaria en América Latina
| Authors | Luis Felipe Brito Gaona, Emma M. Iglesias |
| Journal | ESTUDIOS DE ECONOMÍA Vol. 44 Num. 2 (pages 5 to 30) |
Value at Risk of the main stock market indexes in the European Union (2000-2012)
| Authors | Emma M. Iglesias |
| Journal | JOURNAL OF POLICY MODELING Vol. 37 (pages 1 to 13) |
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
| Authors | Emma M. Iglesias |
| Journal | ECONOMIC MODELLING Vol. 50 (pages 1 to 8) |
Recent Evolution of Long Term Interest Rates in Spain in relation to other European Union Countries
| Authors | Emma M. Iglesias, Angel M. Loureiro |
| Journal | The Empirical Economics Letters Vol. 13 Num. 3 (pages 227 to 236) |
Testing of the Mean Reversion Parameter in Continuous Time Models
| Authors | Emma M. Iglesias |
| Journal | ECONOMICS LETTERS Vol. 122 Num. 2 (pages 187 to 189) |
Assessing Long-Run Money Neutrality in Monetary Unions
| Authors | Andre Yone Haughton, Emma M. Iglesias |
| Journal | INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS Vol. 18 (pages 25 to 50) |
| DOI | https://doi.org/10.1002/ijfe.455 |
Bienestar Subjetivo, Renta y Bienes Relacionales: Los determinantes de la felicidad en España
| Authors | Emma Iglesias Vázquez, José Atilano Pena López, José Manuel Sánchez Santos |
| Journal | REVISTA INTERNACIONAL DE SOCIOLOGÍA (RIS) Vol. 71 Num. 3 (pages 567 to 592) |
Capital-energy relationships: An analysis when disaggregating by industry and different types of capital
| Authors | Miguel A. Tovar, Emma M. Iglesias |
| Journal | ENERGY JOURNAL Vol. 34 Num. 4 (pages 129 to 150) |
Effects of a Simulated Increase in Unemployment on the Income Distribution of Spanish Families
| Authors | María José Lodeiro, Matilde Arranz, Emma M. Iglesias |
| Journal | The Empirical Economics Letters Vol. 12 Num. 4 (pages 363 to 372) |
Evolution over Time of the Determinants of Preferences for Redistribution and the Support for the Welfare State
| Authors | Emma M. Iglesias, José Atilano Pena López, José Manuel Sánchez Santos |
| Journal | APPLIED ECONOMICS Vol. 45 Num. 30 (pages 4260 to 4274) |
New Trends in Welfare Analysis
| Authors | Josep Lluís Carrion-i-Silvestre, Emma M. Iglesias |
| Journal | APPLIED ECONOMICS Vol. 45 Num. 30 (pages 4203 to 4203) |
| DOI | https://doi.org/10.1080/00036846.2013.778947 |
Interaction between monetary policy and stock prices: A comparison between the Caribbean and the US
| Authors | Emma M. Iglesias, Andre Yone Haughton |
| Journal | Applied Financial Economics Vol. 23 Num. 6 (pages 515 to 534) |
Partial Maximum Likelihood Estimation of Spatial Probit Models
| Authors | Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge |
| Journal | JOURNAL OF ECONOMETRICS Vol. 172 Num. 1 (pages 77 to 89) |
The Block-Block Bootstrap for Time Series
| Authors | Emma M. Iglesias |
| Journal | COMMUNICATIONS IN STATISTICS. THEORY AND METHODS Vol. 42 Num. 14 (pages 2584 to 2600) |
| DOI | https://doi.org/10.1080/03610926.2011.611605 |
Almost Unbiased Estimation in Simultaneous Equation Models with Strong and/or Weak Instruments
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | JOURNAL OF BUSINESS & ECONOMIC STATISTICS Vol. 30 Num. 4 (pages 505 to 520) |
| DOI | https://doi.org/10.1080/07350015.2012.715959 |
An Analysis of Extreme Movements of Exchange Rates of the Main Currencies Traded in the Foreign Exchange Market
| Authors | Emma M. Iglesias |
| Journal | APPLIED ECONOMICS Vol. 44 Num. 35 (pages 4631 to 4637) |
| DOI | https://doi.org/10.1080/00036846.2011.593501 |
Estimation, Testing and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | Econometric Reviews Vol. 31 Num. 5 (pages 532 to 557) |
| DOI | https://doi.org/10.1080/07474938.2011.608007 |
Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade
| Authors | Emma M. Iglesias, María Dolores Lagoa Varela |
| Journal | Applied Financial Economics Vol. 22 Num. 24 (pages 2085 to 2100) |
| DOI | https://doi.org/10.1080/09603107.2012.697121 |
Improved Instrumental Variables Estimation of Simultaneous Equations under Conditionally Heteroskedastic Disturbances
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | JOURNAL OF APPLIED ECONOMETRICS Vol. 27 (pages 474 to 499) |
| DOI | https://doi.org/10.1002/jae.1203 |
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia
| Authors | Andre Yone Haughton, Emma M. Iglesias |
| Journal | ECONOMIC MODELLING Vol. 29 Num. 6 (pages 2071 to 2089) |
| DOI | https://doi.org/10.1016/j.econmod.2012.06.034 |
Semiparametric Inference in a GARCH-in-Mean Model
| Authors | Bent Jesper Christensen, Christian M. Dahl, Emma M. Iglesias |
| Journal | JOURNAL OF ECONOMETRICS Vol. 167 Num. 2 (pages 458 to 472) |
Voter Decisions on Eminent Domain and Police Power Reforms
| Authors | Adanu.K, Hoehn, JP, Norris,P, Iglesias, E |
| Journal | JOURNAL OF HOUSING ECONOMICS Vol. 21 Num. 2 (pages 187 to 197) |
| DOI | https://doi.org/10.1016/j.jhe.2012.04.005 |
Constrained k-class estimators in the presence of Weak instruments
| Authors | Emma M. Iglesias |
| Journal | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS Vol. 15 Num. 4 (pages 1 to 11) |
Modelling the volatility-return trade-off when volatility may be nonstationary
| Authors | Christian M. Dahl, Emma Iglesias |
| Journal | Journal of Time Series Econometrics Vol. 3 Num. 1 (pages 1 to 30) |
| DOI | https://doi.org/10.2202/1941-1928.1093 |
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | Econometric Reviews Vol. 30 Num. 3 (pages 303 to 336) |
| DOI | https://doi.org/10.1080/0747930903562551 |
First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator
| Authors | Emma María Iglesias Vázquez |
| Journal | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS Vol. 14 Num. 3 (pages 1 to 30) |
The bias to order T-2 for the general k-class estimator in a simultaneous equation model
| Authors | Emma María Iglesias Vázquez, Garry D.A. Phillips |
| Journal | ECONOMICS LETTERS Vol. 109 (pages 42 to 45) |
Domestic monetary transfers and the inland bill of exchange markets in Spain, 1775-1885
| Authors | Joan Carles Maixe Altes, Emma María Iglesias Vázquez |
| Journal | JOURNAL OF INTERNATIONAL MONEY AND FINANCE Vol. 28 Num. 3 (pages 496 to 521) |
Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation
| Authors | Emma María Iglesias Vázquez |
| Journal | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS Vol. 13 Num. 2 (pages 1 to 30) |
Volatility Spill-overs in Commodity Spot Prices: New Empirical Results
| Authors | Emma María Iglesias Vázquez, Christian Dahl |
| Journal | ECONOMIC MODELLING Vol. 26 Num. 2 (pages 601 to 607) |
Asymptotic Bias of GMM and GEL under Possible Nonstationary Spatial Dependence
| Authors | Emma María Iglesias Vázquez, Garry D.A. Phillips |
| Journal | ECONOMICS LETTERS Vol. 99 (pages 393 to 397) |
Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters
| Authors | Emma María Iglesias Vázquez, Valentina Corradi |
| Journal | JOURNAL OF ECONOMETRICS Vol. 144 Num. 2 (pages 500 to 510) |
Finite Sample Theory of QMLEs in ARCH Models with Dynamics in the Mean Equation
| Authors | Emma María Iglesias Vázquez, Garry Phillips |
| Journal | JOURNAL OF TIME SERIES ANALYSIS Vol. 29 Num. 4 (pages 719 to 737) |
Review of: The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
| Authors | Emma María Iglesias Vázquez |
| Journal | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION Vol. 103 Num. 483 (pages 1329 to 1329) |
A Switching Regime VAR Model for the Components of the Spanish GDP
| Authors | Matilde Arranz, Emma M. Iglesias |
| Journal | The Empirical Economics Letters Vol. 6 Num. 3 (pages 205 to 216) |
Higher-order Asymptotic Theory When a Parameter is on a Boundary with an Application to GARCH Models
| Authors | Emma M. Iglesias, Oliver B. Linton |
| Journal | ECONOMETRIC THEORY Vol. 23 Num. 6 (pages 1136 to 1161) |
Higher-order Asymptotic Properties of QML in ß-ARCH and ¿-ARCH Models
| Authors | Emma M. Iglesias |
| Journal | ECONOMICS LETTERS Vol. 93 (pages 261 to 266) |
Análisis de los tipos de cambio en la economía mexicana y comparación con otros países: un enfoque de volatilidad estocástica
| Authors | Matilde Arranz, Emma M. Iglesias |
| Journal | INVESTIGACIÓN ECONÓMICA Vol. LXIV Num. 253 (pages 159 to 169) |
Analysing 1-month Euro-market interest rates by fractionally integrated models
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | Applied Financial Economics Vol. 15 Num. 2 (pages 95 to 106) |
Bivariate ARCH models: finite-sample properties of QML estimators and an application to an LM-type test
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | ECONOMETRIC THEORY Vol. 21 Num. 6 (pages 1058 to 1086) |
| DOI | https://doi.org/10.1017/s026646660505053x |
Another look about the evolution of the risk premium: a VAR-GARCH-M model
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | ECONOMIC MODELLING Vol. 20 (pages 777 to 789) |
Analisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza.
| Authors | Emma María Iglesias Vázquez, Arranz, LI. |
| Journal | ESTUDIOS DE ECONOMIA APLICADA Vol. 19 Num. - (pages 37 to 47) |
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Journal | ECONOMICS LETTERS Vol. 74 (pages 21 to 24) |
Inversión privada, gasto público y presión tributaria
| Autor | Luis Felipe Brito Gaona |
| Director/s | Emma María Iglesias Vázquez |
| Scope | Facultad de Economía y Empresa |
| Qualification | Sobresaliente Cum Laude |
Energy and Capital Relationships in the United Kingdom
| Autor | Miguel Angel Tovar |
| Director/s | Emma Iglesias Vázquez |
| Scope | University of Essex, Department of Economics |
| Qualification | Apto Cum Laude |
Effects of Currency Unions
| Autor | Andre Haughton |
| Director/s | Emma Iglesias Vazquez |
| Scope | University of Essex, Department of Economics |
| Qualification | Apto Cum Laude |
Basel II and Financial of Consumer or Corporate Loans
| Autor | Fathin Faizah Said |
| Director/s | Emma Iglesias Vazquez |
| Scope | University of Essex, Department of Economics |
| Qualification | Apto Cum Laude |
Three Essays on Econometrics
| Autor | Panutat Satchachai |
| Director/s | Emma Iglesias Vazquez y Peter Schmidt |
| Scope | Michigan State University |
| Qualification | Apto Cum Laude |
Three Essays in Econometrics
| Autor | Wei Siang Wang |
| Director/s | Emma Iglesias Vazquez y Peter Schmidt |
| Scope | Michigan State University |
| Qualification | Apto Cum Laude |
Essays In Econometrics and Agricultural Economics
| Autor | Honglin Wang |
| Director/s | Emma Iglesias Vazquez y Jeffrey Wooldridge |
| Scope | Michigan State University |
| Qualification | Apto Cum Laude |
Essays in Eminent Domain Takings, Compensations and Public Choice
| Autor | Dziwornu Adanu |
| Director/s | John Hoehn y Emma Iglesias Vazquez |
| Scope | Michigan State University |
| Qualification | Apto Cum Laude |
Estimating Panel Data Models with Endogeneity and Selection
| Autor | Anastasia Semykina |
| Director/s | Emma Iglesias Vazquez y Jeffrey Wooldridge |
| Scope | Michigan State University |
| Qualification | Apto Cum Laude |
Asymptotic inference for new double autoregressive models
25th International Conference on Computational Statistics (COMPSTAT 2023)
International
| Authors | Emma Iglesias |
| Place | London (Reino Unido) |
Asymptotic inference for a sign-double autoregressive (SDAR) model
24th International Conference on Computational Statistics (COMPSTAT 2022)
International
| Authors | Emma M. Iglesias |
| Place | Bologna (Italia) |
The Influence of Extreme Events such as Brexit and COVID 19 on Global Equity Market
2021 World Finance Conference
International
| Authors | Emma M. Iglesias |
| Place | Kristiansand (Noruega) |
Pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model
3rd International Conference on Computational Finance
International
| Authors | Emma M. Iglesias, Garry D.A. Phillips |
| Place | Coruña, A (España) |
The Role of Human Capital in the Evolution of Inequality and Economic Growth in Latin-America
20th International Conference on Computational Economics, Statistics and Econometrics
International
| Authors | Luis Felipe Brito Gaona, Emma Iglesias Vázquez |
| Place | New York (Estados Unidos) |
Inversión Privada, Gasto Publico y Presión Tributaria en Ecuador
I Congreso Internacional de Economía
International
| Authors | Luis Felipe Brito Gaona, E. M. Iglesias |
| Place | Guayaquil (Ecuador) |
The Tail Behaviour due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR and Double-Autoregressive-in-Mean Models
2017 European Meeting of the Econometric Society
International
| Authors | Christian M. Dahl, E. M. Iglesias |
| Place | Lisboa (Portugal) |
Inversión privada, gasto público y presión tributaria en países de la Alianza del Pacífico
VI CONGRESO INTERNACIONAL DE INVESTIGACIÓN E INNOVACIÓN CON ÉNFASIS EN: Educación, Ciencias de la Salud, Ciencias Administrativas y Ciencias Sociales
International
| Authors | Luis Felipe Brito Gaona, E. M. Iglesias |
| Place | Panamá (Panamá) |
The Tail Behaviour due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR and Double-Autoregressive-in-Mean Models
The 11th International Conference on Computational and Financial Econometrics (CFE 2017)
International
| Authors | Christian M. Dahl, E. M. Iglesias |
| Place | London (Reino Unido) |
Exchange rate movements and stock prices in the Caribbean and Latin America: the importance of volatility
World Finance Conference
International
| Authors | Emma M. Iglesias, Andre Yone Haughton |
| Place | New York (Estados Unidos) |
Inversión privada, gasto público y presión tributaria en América Latina
2016 Congreso de la Asociación Peruana de Economía
National
| Authors | Luis Felipe Brito Gaona, E. M. Iglesias |
| Place | Lima (Perú) |
Presión tributaria, gasto público e inversión privada en Europa
XII Conferencia Científica Internacional UNICA
International
| Authors | Luis Felipe Brito Gaona, Emma M. Iglesias |
| Place | Jardines del Rey (Cuba) |
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
ICBEF 2015: 17th International Conference on Business, Economics and Finance
International
| Authors | Emma M. Iglesias |
| Place | Paris (Francia) |
Value at Risk and expected shortfall of firms in the main European Union stock market indexes from 2000 until nowadays: a detailed analysis by economic sectors adn geographical situation
XVII Encuentro de Economía Aplicada
National
| Authors | Emma M. Iglesias |
| Place | Palmas de Gran Canaria, Las (España) |
Extreme Movements of the main Stocks and Stock market Indexes traded in the Eurozone
75th International Atlantic Economic Conference
International
| Authors | Emma M. Iglesias |
| Place | Viena (Austria) |
Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America
World Finance & Banking Symposium (Beijing)
International
| Authors | Andre Yone Haughton, Emma Iglesias Vázquez |
| Place | Beijing (China) |
Assessing Long Run Money Neutrality in Monetary Unions
2012 Caribbean Studies Association conference
International
| Authors | Emma María Iglesias Vázquez, Andre Yone Haughton |
| Place | Le Gosier, Guadeloupe (Francia) |
Assessing Long Run Money Neutrality in Monetary Unions
III World Finance Conference
International
| Authors | Emma Iglesias, Andre Yone Haughton |
| Place | Rio de Janeiro (Brasil) |
Evolution over Time of the Determinants of Preferences for Redistribution and the Support for the Welfare State
XV Encuentro de Economía Aplicada
National
| Authors | Emma María Iglesias Vázquez, José Atilano Pena López, José Manuel Sánchez Santos |
| Place | Coruña, A (España) |
Indirect estimation of AR-GARCH, GARCH-M and EGARCH models
Studies in Nonlinear Dynamics and Econometrics Conference
International
| Authors | Emma María Iglesias Vázquez, Christian M. Dahl, Bent Jesper Christensen |
| Place | Washington DC (Estados Unidos) |
Interest Rate Volatility, Asymmetric Interest Rate Pass Through and The Monetary Transmission in the CSME
XLIII (43rd) Annual Conference of Monetary Studies
International
| Authors | Emma María Iglesias Vázquez, Andre Yone Haughton |
| Place | Barbados (Jamaica) |
Indirect estimation of AR-GARCH, GARCH-M and EGARCH models
28th European Meeting of Statisticians
International
| Authors | Emma M. Iglesias, Christian M. Dahl, Bent Jesper Christensen |
| Place | Piraeus (Grecia) |
The limiting properties of the QMLE in a general class of asymmetric volatility models
Brunel Macroeconomic Research Centre¿-QASS Conference on Macro and Financial Economics
International
| Authors | E. M. Iglesias |
| Place | London (Reino Unido) |
Capital-Energy Relationships: An Analysis of Three Panel Data Estimation Methods
International Conference on Applied Business & Economics
International
| Authors | M. Tovar, E. M. Iglesias |
| Place | Coruña, A (España) |
Discussant of "Efficient Estimation of Risk Measures in a Semiparametric GARCH Model" by O. Linton and Dajin Shang
Semiparametric Time Series conference in London School of Economics, Financial Makets Group
International
| Authors | E. M. Iglesias |
| Place | London (Reino Unido) |
Testing for Breaks Using Alternating Observations
2009 Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop, Federal Reserve of the Bank of St. Louis
International
| Authors | E. M. Iglesias |
| Place | St. Louis (Estados Unidos) |
Partial Maximum Likelihood Estimation of a Spatial Probit Model
European Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, J. Wooldridge, H. Wang |
| Place | Barcelona (España) |
Partial Maximum Likelihood Estimation of a Spatial Probit Model
Essex Statistics Workshop
International
| Authors | E. M. Iglesias, J. Wooldridge, H. Wang |
| Place | Colchester (Essex) (Reino Unido) |
Partial Maximum Likelihood Estimation of a Spatial Probit Model
XXXIV Simposio de la Asociación Española de Economía (SAEe 2009)
International
| Authors | E. M. Iglesias, J. Wooldridge, H. Wang |
| Organization | Asociación Española de Economía |
| Place | Valencia (España) |
Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters
2008 European Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Valentina Corradi |
| Place | Milan (Italia) |
Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters
2008 International Conference « Inference and Tests in Econometrics - A Tribute to Russell Davidson
International
| Authors | E. M. Iglesias, Valentina Corradi |
| Place | Marseille (Francia) |
The limiting properties of the QMLE in a general class of asymmetric volatility models
2nd Granger Centre Conference: Bootstrap and Numerical Methods in Time Series
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Nottingham (Reino Unido) |
A Class of Semiparametric GARCH in Mean Models and its Semiparametric Efficiency Bound
¿Nonparametric and Semiparametric Inferences on Econometric Models¿, 2008 SETA (Symposium on Econometric Theory and Applications) Conference
International
| Authors | E. M. Iglesias, Christian M. Dahl, Bent Jesper Christensen |
| Place | Seoul (Corea del Sur) |
The limiting properties of the QMLE in a general class of asymmetric volatility models
2007 European Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Budapest (Hungría) |
The limiting properties of the QMLE in a general class of asymmetric volatility models
2007 Midwest Econometrics Group
International
| Authors | E. M. Iglesias |
| Place | St. Louis (Estados Unidos) |
The limiting properties of the QMLE in a general class of asymmetric volatility models
North American Summer Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Durham (Estados Unidos) |
The limiting properties of the QMLE in a general class of asymmetric volatility models
24th Canadian Econometrics Study Group
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Montreal (Canadá) |
Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
Canadian Econometrics Group
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Niagara Falls (Canadá) |
Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
Conference on Financial Econometrics
International
| Authors | E. M. Iglesias |
| Place | Montreal (Canadá) |
Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
2006 Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Vienna (Austria) |
An Almost Unbiased Estimator in Simultaneous Equations Models both with strong and / or weak instruments
2006 Midwest Econometric Group
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Cincinnati (Estados Unidos) |
Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
Summer Meeting of the North-American Econometric Society
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Minnesota (Estados Unidos) |
Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
IMS (Institute of Mathematical Statistics) Annual Meeting in Mathematical Statistics
International
| Authors | E. M. Iglesias, Christian M. Dahl |
| Place | Rio de Janeiro (Brasil) |
Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
Midwest Econometrics Group
International
| Authors | E. M. Iglesias |
| Place | Carbondale (Estados Unidos) |
Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
2005 MITACS (Mathematics of Information Technology and Complex Systems) conference
International
| Authors | E. M. Iglesias |
| Place | Calgary (Canadá) |
Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
NSF/NBER time series conference
International
| Authors | E. M. Iglesias |
| Place | Heidelberg (Alemania) |
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2005 World Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | London (Reino Unido) |
Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
Journal of Applied Econometrics Conference on Changing Structures in International and Financial Markets and the Effects on Financial Decision Making
International
| Authors | E. M. Iglesias |
| Place | Venice (Italia) |
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 European Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Madrid (España) |
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 Far Eastern Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Seoul (Corea del Sur) |
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 Latin American Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Santiago (Chile) |
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 Midwest Econometrics Group
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Chicago (Estados Unidos) |
Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
Financial Econometrics Conference
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Montreal (Canadá) |
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors
2004 North-American Summer Meeting of the Econometric Society
International
| Authors | E. M. Iglesias |
| Place | Providence (Estados Unidos) |
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
XXIX Symposium of Economic Analysis
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Pamplona/Iruña (España) |
Finite Sample Theory of MLEs in ARCH-(M) Models with Dynamics in the Mean Equation, and Exogenous Variables in the Conditional Variance Equation
2003 Canadian Econometrics Group
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Hamilton (Canadá) |
Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
Econometric Study Group annual conference
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Bristol (Reino Unido) |
Finite Sample Theory of MLEs in ARCH-(M) Models with Dynamics in the Mean Equation, and Exogenous Variables in the Conditional Variance Equation
2003 European Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Stockholm (Suecia) |
Finite Sample Theory of MLEs in ARCH-(M) Models with Dynamics in the Mean Equation, and Exogenous Variables in the Conditional Variance Equation
2003 Latin-American meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Panama city (Panamá) |
Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
20th Annual Meeting of the Midwest Econometrics Group
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Missouri (Estados Unidos) |
Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
XXVIII Simposio de Análisis Económico
National
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Sevilla (España) |
Multivariate-ARCH: Bias Evaluation for the ML Estimator
2002 Latin-American meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Sao Paulo (Brasil) |
Multivariate-ARCH: Bias Evaluation for the ML Estimator
2002 North-American Summer Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Los Angeles (Estados Unidos) |
Multivariate-ARCH: Bias Evaluation for the ML Estimator
Econometric Study Group annual conference
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Bristol (Reino Unido) |
Multivariate-ARCH: Bias Evaluation for the ML Estimator
erc-METU International Conference in Economics VI
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Ankara (Turquía) |
Multivariate-ARCH: Bias Evaluation for the ML Estimator
XXVII Simposio de Análisis Económico
National
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Organization | Universidad de Salamanca |
| Place | Salamanca (España) |
El impacto del desempleo y la inflación sobre el reparto del ingreso monetario de los hogares españoles. Un análisis trimestral.
XV Reunión de ASEPELT-ESPAÑA
International
| Authors | María José Lodeiro Hermida, Arranz, LI., Emma María Iglesias Vázquez |
| Place | Coruña, A (España) |
Small Sample Estimation Bias in ARCH Models
2001 Far Eastern Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Kobe (Japón) |
Small Sample Properties of ML Estimators in AR-ARCH Models
XVIII Latin American Meeting of the Econometric Society
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Buenos Aires (Argentina) |
Multivariate-ARCH: Bias Evaluation for the ML Estimator
XXVI Simposio de Análisis Económico
National
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Alicante/Alacant (España) |
Small Sample Estimation Bias in ARCH Models
erc-METU International Conference in Economics IV
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Ankara (Turquía) |
Asymptotic Expansions and Bias Correction in ARCH Models
HSSS Workshop on ¿Bias Reduction and Confidence Estimation in Complex Models
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Lillesand (Noruega) |
Analysing Economic Growth in the Components of Spanish GDP using Switching Regime Models
First International Meeting on Economic Cycles
International
| Authors | E. M. Iglesias, Arranz, LI. |
| Place | Ourense (España) |
The Short-Term Interest Rate and its Uncertainty
International Symposium on Economic Modelling
International
| Authors | E. M. Iglesias, Arranz, LI. |
| Place | Pamplona/Iruña (España) |
The Short-Term Interest Rate and its Uncertainty
The 20th Symposium on Forecasting
International
| Authors | E. M. Iglesias, Arranz, LI. |
| Place | Lisboa (Portugal) |
Analysing 1-Month Euro-market Interest Rates by Fractionally Integrated Models
Euroconference Series in Quantitative Economics and Econometrics (10th (EC)2 Meeting). Theme: Financial Econometrics
International
| Authors | E. M. Iglesias, Garry D.A. Phillips |
| Place | Madrid (España) |
Indicadores de Actividad Industrial de Galicia
XXIV Reunión de Estudios Regionales.
National
| Authors | Arranz, LI., Emma María Iglesias Vázquez |
| Place | Zaragoza (España) |
Academic or management positions held by teacher.