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subject:"Börsenkurs"
subject:"Time series analysis"
~person:"Baillie, Richard"
~type_genre:"Sammelwerk"
~type_genre:"Working Paper"
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Baillie, Richard
Gao, Jiti
36
Koopman, Siem Jan
31
Phillips, Peter C. B.
27
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
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Peng, Bin
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On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
2
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
3
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
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