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Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation
Iglesias, Emma M., (2009)
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., (2010)
Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M., (2005)