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Now showing items 1-10 of 10

Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market

Giraitis, L; Kapetanios, G; Wetherilt, A; Zikes, F (2016)

Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models

Giraitis, L; Kapetanios, G; Yates, T (2018-03)

Robust Tests for White Noise and Cross-Correlation

Giraitis, L

STATIONARY INTEGRATED ARCH(infinity) AND AR(infinity) PROCESSES WITH FINITE VARIANCE

Giraitis, L; Surgailis, D; Skarnulis, A (2018-12)

CHOOSING BETWEEN PERSISTENT AND STATIONARY VOLATILITY

Chronopoulos, I; Giraitis, L; Kapetanios, G (2022)

Estimation of time-varying covariance matrices for large datasets

Giraitis, L (Cambridge University Press, 2021-02-08)

Estimation on unevenly spaced time series

Giraitis, L; Marotta, F (2023)

ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS

Dendramis, Y; Giraitis, L; Kapetanios, G (2021)

Partially one-sided semiparametric inference for trending persistent and antipersistent processes

Abadir, KM; Distaso, W; Giraitis, L

Time-varying instrumental variable estimation

Giraitis, L; Kapetanios, G; Marcellino, M (2021)