| The behaviour of SMEs' capital structure determinants in different macroeconomic states N Daskalakis, D Balios, V Dalla Journal of Corporate Finance 46, 248-260, 2017 | 158 | 2017 |
| Consistent estimation of the memory parameter for nonlinear time series V Dalla, L Giraitis, J Hidalgo Journal of Time Series Analysis 27 (2), 211-251, 2006 | 72 | 2006 |
| Robust tests for white noise and cross-correlation V Dalla, L Giraitis, PCB Phillips Econometric Theory 38 (5), 913-941, 2022 | 55 | 2022 |
| A parametric bootstrap test for cycles V Dalla, J Hidalgo Journal of Econometrics 129 (1-2), 219-261, 2005 | 43 | 2005 |
| Testing mean stability of heteroskedastic time series V Dalla, L Giraitis, PCB Phillips Cowles Foundation Discussion Paper, 2015 | 20 | 2015 |
| Studentizing weighted sums of linear processes V Dalla, L Giraitis, HL Koul Journal of Time Series Analysis 35 (2), 151-172, 2014 | 10 | 2014 |
| Asymptotic theory for time series with changing mean and variance V Dalla, L Giraitis, PM Robinson Journal of econometrics 219 (2), 281-313, 2020 | 9 | 2020 |
| Evaluating currency risk in emerging markets SY Novak, V Dalla, L Giraitis Acta applicandae mathematicae 97, 163-175, 2007 | 9 | 2007 |
| Power transformations of absolute returns and long memory estimation V Dalla Journal of Empirical Finance 33, 1-18, 2015 | 4 | 2015 |
| Characteristic function-based inference for GARCH models with heavy-tailed innovations V Dalla, Y Bassiakos, SG Meintanis Communications in Statistics-Simulation and Computation 46 (4), 2733-2755, 2017 | 2 | 2017 |
| Testing for Breaks in Regression Models with Dependent Data J Hidalgo, V Dalla Nonparametric Statistics: 2nd ISNPS, Cádiz, June 2014, 19-45, 2016 | 1 | 2016 |
| Parameter Estimation of Standard AR (1) and MA (1) Models Driven by a Non-IID Noise V Dalla, L Giraitis, MS Taqqu Research Papers in Statistical Inference for Time Series and Related Models …, 2023 | | 2023 |
| The testcorr Package V Dalla, L Giraitis, PCB Phillips R Package Version 1 (4), 2021 | | 2021 |
| Reexamining the long-run properties of the real interest rate V Dalla | | 2006 |
| Estimation and testing of persistence in nonlinear and cyclical time series V Dalla PQDT-UK & Ireland, 2006 | | 2006 |
Liudas GiraitisQueen Mary University of LondonE-mail megerősítve itt: qmul.ac.uk
