Liudas Giraitis

Economics and Econometrics · 2000–2014

A researcher in the Science corpus: 14 papers; trusts 46 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

Whom Liudas Giraitis trusts overall

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

  1. Daniel B. Nelson
  2. Piotr Kokoszka
  3. Tim Bollerslev
  4. Robert F. Engle
  5. István Berkes
  6. Peter M. Robinson
  7. Remigijus Leipus
  8. Lajos Horv'ath
  9. Andrew S. Harvey
  10. K. Hadri

Who trusts Liudas Giraitis overall

  1. Piotr Fryzlewicz
  2. Peter M. Robinson
  3. Alan Kirman
  4. Paolo Zaffaroni
  5. A. Lindner
  6. Lajos Horv'ath
  7. Jean‐Marc Bardet
  8. Pierre Perron
  9. Alexander Aue
  10. S. Rao

Papers from Liudas Giraitis's perspective

Ordered by how strongly the researchers Liudas Giraitis 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. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Long Memory and Regime Switching
  5. The efficiency of the estimators of the parameters in GARCH processes
  6. Analysis of Financial Time Series
  7. Empirical Process of the Squared Residuals of an ARCH Sequence
  8. Stationarity and the existence of moments of a family of GARCH processes
  9. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
  10. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)

Their papers