Andrius Klivečka


Ph.D. Vilniaus universitetas 2008 Lithuania
Dissertation: The GARCH (1,1) Model with Random or Time-Varying Coefficients
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Donatas Surgailis

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 195869 for the advisor ID.