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Items where Author is "Leipus, Remigijus"

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Number of items: 5.

Article

Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M. and Surgailis, Donatas (2004) LARCH, leverage, and long memory. Journal of Financial Econometrics, 2 (2). pp. 177-210. ISSN 1479-8417

Giraitis, Liudas, Kokoszka, Piotr and Leipus, Remigijus (2001) Testing for long memory in the presence of a general trend. Journal of Applied Probability, 38 (4). pp. 1033-1054. ISSN 0021-9002

Giraitis, Liudas, Kokoszka, Piotr and Leipus, Remigijus (2000) Stationary ARCH models: dependence structure and central limit theorem. Econometric Theory, 16 (1). pp. 3-22. ISSN 0266-4666

Giraitis, Liudas, Kokoszka, Piotr, Leipus, Remigijus and Teyssière, Gilles (2000) Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Statistical Inference for Stochastic Processes, 3 (1-2). pp. 113-128. ISSN 1387-0874

Monograph

Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M. and Surgailis, Donatas (2003) LARCH, leverage and long memory. Econometrics; EM/2003/460 (EM/03/460). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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