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Renewal regime switching and stable limit laws
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas - In: Journal of econometrics 129 (2005) 1/2, pp. 299-327
Persistent link: https://www.econbiz.de/10003172792
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Renewal regime switching and stable limit laws
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas - In: Journal of econometrics 129 (2005) 1, pp. 299-328
Persistent link: https://www.econbiz.de/10006750354
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Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Journal of econometrics 112 (2003) 2, pp. 265-294
Persistent link: https://www.econbiz.de/10001731317
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Stability of random coefficient ARCH models and aggregation schemes
Kazakevičius, Vytautas; Leipus, Remigijus; Viano, … - In: Journal of econometrics 120 (2004) 1, pp. 139-158
Persistent link: https://www.econbiz.de/10001998915
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Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Journal of econometrics 126 (2005) 2, pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
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Stability of random coefficient ARCH models and aggregation schemes
Kazakevicius, Vytautas; Leipus, Remigijus; Viano, … - In: Journal of econometrics 120 (2004) 1, pp. 139-158
Persistent link: https://www.econbiz.de/10006757759
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Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Journal of econometrics 112 (2003) 2, pp. 265-294
Persistent link: https://www.econbiz.de/10006764510