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Giraitis, Liudas
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ARCH (∞) models and long memory properties:

, In: Handbook of financial time series / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiß; Thomas Mikosch, eds.
Giraitis, Liudas. (2009)  - p. 71-84
Copies:  Zentrale:E02 a swl 189/533
 
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Recent advances in ARCH modelling:

, In: Long memory in economics / Gilles Teyssière ... (eds.)
Giraitis, Liudas. (2006)  - p. 3-38
Copies:  Zentrale:E02 a vwl 913.3/240; BB WiWi: 11a vwl 913.3/240a
 
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