Remigijus Leipus

Finance · 2000–2009

A researcher in the Science corpus: 8 papers; trusts 31 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

Whom Remigijus Leipus trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Piotr Kokoszka
  4. Liudas Giraitis
  5. Daniel B. Nelson
  6. István Berkes
  7. Jem N. Corcoran
  8. Lajos Horv'ath
  9. Andrew S. Harvey
  10. S. Ling

Who trusts Remigijus Leipus overall

  1. Liudas Giraitis
  2. Lajos Horv'ath
  3. Jean‐Marc Bardet
  4. Piotr Fryzlewicz
  5. Alexander Aue
  6. A. Lindner
  7. Olivier Wintenberger
  8. Timo Teräsvirta
  9. Donatas Surgailis
  10. S. Rao

Papers from Remigijus Leipus's perspective

Ordered by how strongly the researchers Remigijus Leipus trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Long Memory and Regime Switching
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. The efficiency of the estimators of the parameters in GARCH processes
  6. Analysis of Financial Time Series
  7. Stationarity and the existence of moments of a family of GARCH processes
  8. Empirical Process of the Squared Residuals of an ARCH Sequence
  9. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  10. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)

Their papers