High frequency data in finance : [these papers were presented at the HFDF-1 Conference ...in Zurich, Switzerland in March, 1995]

The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors

Baillie, Richard T., (1978)

The asymptotic prediction mean squared error for vector autoregressive models

Baillie, Richard T., (1979)

The asymptotic prediction mean square error for dynamic single equation models

Baillie, Richard T., (1978)