Liudas Giraitis

85 papers and 2.7k indexed citations i.

Liudas Giraitis has authored 85 papers that have received a total of 2.7k indexed citations. This includes 65 papers in Finance, 48 papers in Economics and Econometrics and 25 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (58 papers), Complex Systems and Time Series Analysis (35 papers) and Stochastic processes and financial applications (22 papers). Liudas Giraitis is often cited by papers focused on Financial Risk and Volatility Modeling (58 papers), Complex Systems and Time Series Analysis (35 papers) and Stochastic processes and financial applications (22 papers) and collaborates with scholars based in United Kingdom, United States and Lithuania. Liudas Giraitis's co-authors include Донатас Сургайлис, Remigijus Leipus, Piotr Kokoszka, Peter M. Robinson and George Kapetanios and has published in prestigious journals such as Journal of Econometrics, The Annals of Statistics and Journal of Applied Econometrics