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Items where Author is "Giraitis, Liudas"

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Number of items: 2.

Article

Chronopoulos, Ilias Christos and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Annals of Statistics, 50 (6). pp. 3466-3483. DOI https://doi.org/10.1214/22-AOS2236

Monograph

Chronopoulos, Ilias and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Mon Feb 6 03:31:01 2023 GMT.