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Yang, Yang
18
Leipus, Remigijus
9
Giraitis, Liudas
5
Kokoszka, Piotr
3
Hsee, Christopher K.
2
Huang, Youfang
2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Journal of econometrics
5
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4
Computers & industrial engineering : CAIE ; an internat. journal
3
Insurance / Mathematics & economics
3
China finance review international
2
Journal of organizational behavior : OB ; the internat. journal of industrial, occupational and organizational psychology and behavior
2
International journal of hospitality management
1
Journal of consumer research : JCR ; an interdisciplinary bimonthly
1
Journal of current Chinese affairs
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Journal of the American Statistical Association : JASA
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OLC EcoSci
ECONIS (ZBW)
349
RePEc
64
Other ZBW resources
34
BASE
9
EconStor
6
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ARTICLES - On Stationarity in the ARCH((infinity)) Model
Kazakevicius, Vytautas
;
Leipus, Remigijus
- In:
Econometric theory
18
(
2002
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10006975242
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2
ARTICLES - Stationary ARCH Models: Dependence Structure and Central Limit Theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10006984546
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Econometric theory
26
(
2010
)
2
,
pp. 383-406
Persistent link: https://www.econbiz.de/10008388025
Saved in:
7
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Leipus, Remigijus
;
Šiaulys, Jonas
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 498-508
Persistent link: https://www.econbiz.de/10007771581
Saved in:
8
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
Saved in:
9
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
Giraitis, Liudas
;
Leipus, Remigijus
;
Philippe, Anne
- In:
Econometric theory
22
(
2006
)
6
,
pp. 989-1029
Persistent link: https://www.econbiz.de/10007393749
Saved in:
10
A Spatial Econometric Approach to Model Spillover Effects in Tourism Flows
Yang, Yang
;
Wong, Kevin K. F.
- In:
Journal of travel research : a quarterly publication of …
51
(
2012
)
6
,
pp. 768-779
Persistent link: https://www.econbiz.de/10010026020
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