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Baillie, Richard T.
33
Bollerslev, Tim
6
Kapetanios, George
4
Osterberg, William P.
4
Han, Young-Wook
3
Morana, Claudio
3
Cecen, Aydin A.
2
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Han, Young-wook
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Journal of econometrics
6
Journal of international money and finance
6
Journal of international financial markets, institutions & money
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of forecasting
2
Journal of economic dynamics & control
2
Econometric theory
1
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1
Journal of international economics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Operations research, Management science : OR MS ; the international literature digest
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OLC EcoSci
ECONIS (ZBW)
136
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Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard T.
;
Cecen, Aydin A.
;
Erkal, Cahit
; …
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 401-418
Persistent link: https://www.econbiz.de/10007101211
Saved in:
2
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:
3
Comment - Testing Target-Zone Models Using Efficient Method of Moments
Baillie, Richard T.
;
Han, Young-Wook
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 273-275
Persistent link: https://www.econbiz.de/10008216981
Saved in:
4
Long memory models for daily and high frequency commodity futures returns
Baillie, Richard T.
;
Han, Young-Wook
;
Myers, Robert J.
; …
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 643-668
Persistent link: https://www.econbiz.de/10007740905
Saved in:
5
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard T.
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10006872389
Saved in:
6
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
Baillie, Richard T.
;
Bollerslev, Tim
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-746
Persistent link: https://www.econbiz.de/10006600357
Saved in:
7
Articles - Further Long Memory Properties of Inflationary Shocks
Baillie, Richard T.
;
Han, Young Wook
;
Kwon, Tae-Go
- In:
Southern economic journal
68
(
2002
)
3
,
pp. 496-510
Persistent link: https://www.econbiz.de/10006655941
Saved in:
8
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard T.
- In:
Operations research, Management science : OR MS ; the …
37
(
1997
)
2
,
pp. 185-188
Persistent link: https://www.econbiz.de/10006526407
Saved in:
9
The forward premium anomaly is not as bad as you think
Baillie, Richard T.
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10006907125
Saved in:
10
Why do central banks intervene?
Baillie, Richard T.
;
Osterberg, William P.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 909-920
Persistent link: https://www.econbiz.de/10006921850
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