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Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Long memory in economics : with 50 tables, (pp. 3-38). 2006

Persistent link: https://www.econbiz.de/10003375585

Detection of nonconstant long memory parameter

Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; … - In: Econometric theory 29 (2013) 5, pp. 1009-1056

Persistent link: https://www.econbiz.de/10010248314

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

An option-based approach to analyzing financial contracts with multiple indenture provisions

Rich, Don R. - In: Advances in futures and options research : a research annual 9 (1997), pp. 1-36

Persistent link: https://www.econbiz.de/10001226777

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/10001568487

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

On stationarity in the ARCH(∞) model

Kazakevičius, Vytautas; Leipus, Remigijus - In: Econometric theory 18 (2002) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10001652580

Sparse structures with LASSO through principal components : forecasting GDP components in the short-run

Jokubaitis, Saulius; Celov, Dmitrij; Leipus, Remigijus - In: International journal of forecasting 37 (2021) 2, pp. 759-776

Persistent link: https://www.econbiz.de/10012792868

Does high-quality auditing decrease the use of collateral? : analysis from the perspective of lenders' self-protection

Yang, Yang - In: China journal of accounting research : CJAR 7 (2014) 3, pp. 203-221

We examine the association between audit quality and the use of collateral in a sample of Chinese firms from 2005 to 2011. Using the full sample, we document a negative relationship between audit quality and the use of collateral that is consistent with lenders’ interests. We also show that...

Persistent link: https://www.econbiz.de/10011844302

An efficient optimal solution to the coil sequencing problem in electro-galvanizing line

Tang, Lixin; Yang, Yang; Liu, Jiyin - In: Computers & operations research : and their … 37 (2010) 10, pp. 1780-1796

Persistent link: https://www.econbiz.de/10003963160