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95
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37
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24
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20
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12
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11
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9
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1
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard
;
Cecen, A. A.
;
Erkal, Cahit
;
Han, …
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
Saved in:
2
Long memory models for daily and high frequency commodity futures returns
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 643-668
Persistent link: https://www.econbiz.de/10003493148
Saved in:
3
Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
4
Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard
;
Han, Young Wook
- In:
The Korean economic review
35
(
2019
)
1
,
pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
Saved in:
5
High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities
Baillie, Richard T.
;
Cecen, Aydin A.
;
Han, Young-wook
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009879228
Saved in:
6
Commodity prices and aggregate inflation : would a commodity price rule be worthwhile?
Baillie, Richard
- In:
Carnegie Rochester conference series on public policy : …
(
1989
),
pp. 185-240
Persistent link: https://www.econbiz.de/10001109746
Saved in:
7
Econometric tests of rationality and market efficiency
Baillie, Richard
- In:
Econometric reviews
8
(
1989
)
2
,
pp. 151-186
Persistent link: https://www.econbiz.de/10001080001
Saved in:
8
Possible solutions to the forward bias paradox
Baillie, Richard
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 617-622
Persistent link: https://www.econbiz.de/10009309041
Saved in:
9
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
10
Deviations from daily uncovered interest rate parity and the role of intervention
Baillie, Richard
;
Osterberg, William P.
- In:
Journal of international financial markets, …
10
(
2000
)
3/4
,
pp. 363-379
Persistent link: https://www.econbiz.de/10001532763
Saved in:
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