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Cointegration and models of exchange rate determination
Baillie, Richard - In: International journal of forecasting 3 (1987) 1, pp. 43-51
Persistent link: https://www.econbiz.de/10001034116
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Special issue: Forecasting long memory processes
Baillie, Richard (contributor) - 2002
Persistent link: https://www.econbiz.de/10001667912
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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
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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
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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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Modeling and forecasting from trend-stationary long memory models with applications to climatology
Baillie, Richard T.; Chung, Sang-Kuck - In: International journal of forecasting 18 (2002) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10006974893
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Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
Baillie, Richard T.; Kongcharoen, Chaleampong; … - In: International journal of forecasting 28 (2012) 1, pp. 46-54
Persistent link: https://www.econbiz.de/10009818673