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subject:"Wechselkurs"
~person:"Baillie, Richard"
~subject:"ARMA model"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
ARMA model
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Estimation theory
30
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14
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12
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12
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Baillie, Richard
Swanson, Norman R.
31
Diebold, Francis X.
23
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Koopman, Siem Jan
15
Clark, Todd E.
14
Huber, Florian
14
Brandt, Michael W.
13
Hyndman, Rob J.
13
Phillips, Peter C. B.
13
Rossi, Barbara
13
Chevillon, Guillaume
12
Kapetanios, George
12
Vahid, Farshid
12
West, Kenneth D.
12
Athanasopoulos, George
11
Gao, Jiti
11
Hendry, David F.
11
Kumar, Dilip
11
Jordà, Òscar
10
Knüppel, Malte
10
Pesaran, M. Hashem
10
Pittis, Nikitas
10
Sekhposyan, Tatevik
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Bao, Yong
9
Caporale, Guglielmo Maria
9
Dijk, Dick van
9
Franses, Philip Hans
9
Lahiri, Kajal
9
Linton, Oliver
9
Alizadeh, Sassan
8
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8
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
3
International journal of forecasting
2
Journal of international money and finance
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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ECONIS (ZBW)
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1
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
2
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
3
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
4
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
5
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
6
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
7
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
Saved in:
8
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
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