Items where Author is "Surgailis, Donatas"

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 1479-8409

Giraitis, Liudas, Robinson, Peter M. and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Annals of Applied Probability, 10 (3). pp. 1002-1024. ISSN 1050-5164

Giraitis, Liudas and Surgailis, Donatas (1999) Central limit theorem for the empirical process. Journal of Statistical Planning and Inference, 80 (1-2). pp. 81-93. ISSN 0378-3758

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, UK.

Giraitis, Liudas, Robinson, Peter and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Econometrics; EM/2000/382 (EM/00/382). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.