Emma M. Iglesias

Economics and Econometrics · 2012–2013

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Emma M. Iglesias trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lung-fei Lee

Who trusts Emma M. Iglesias overall

  1. Federico Belotti

Papers from Emma M. Iglesias's perspective

Ordered by how strongly the researchers Emma M. Iglesias trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Econometric Analysis of Cross Section and Panel Data
  2. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
  3. The Cross-Section of Volatility and Expected Returns
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. Range-Based Estimation of Stochastic Volatility Models
  7. The Cross‐Section of Expected Stock Returns
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Introduction to Spatial Econometrics
  10. MODELING AND FORECASTING REALIZED VOLATILITY

Their papers