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Kapetanios, George
57
Baillie, Richard T.
33
Shin, Yongcheol
7
Bollerslev, Tim
6
Price, Simon
6
Chortareas, Georgios
5
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5
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4
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1
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1
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Economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
8
International journal of forecasting
6
Journal of international money and finance
6
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
Econometric theory
3
Journal of economic dynamics & control
3
The econometrics journal
3
Econometric reviews
2
Economic modelling
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic surveys
1
Journal of international economics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
National Institute economic review
1
Operations research, Management science : OR MS ; the international literature digest
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Southern economic journal
1
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7
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Testing for Neglected Nonlinearity in Long-Memory Models
Baillie, Richard T.
;
Kapetanios, George
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 447-461
Persistent link: https://www.econbiz.de/10008221520
Saved in:
2
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard T.
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10008143204
Saved in:
3
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
Saved in:
4
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard T.
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-72
Persistent link: https://www.econbiz.de/10008898205
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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