Authors: Kokoszka, P Leipus, R

Citation: P. Kokoszka et R. Leipus, Change-point estimation in ARCH models, BERNOULLI, 6(3), 2000, pp. 513-539

Authors: Giraitis, L Kokoszka, P Leipus, R

Citation: L. Giraitis et al., Stationary ARCH models: Dependence structure and central limit theorem, ECONOMET TH, 16(1), 2000, pp. 3-22