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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
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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
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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
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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
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Optimal growth with exhaustible resources and foreign technology in a small open economy
Cecen, A. A. - In: Journal of economic development 16 (1991) 2, pp. 169-180
Persistent link: https://www.econbiz.de/10009929181
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Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns: Further evidence
Cecen, A.A.; Erkal, C. - In: Economics letters 51 (1996) 3, pp. 323-330
Persistent link: https://www.econbiz.de/10006796995
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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.; Erkal, C. - In: International journal of forecasting 12 (1996) 4, pp. 465-474
Persistent link: https://www.econbiz.de/10007002611
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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
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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
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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