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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
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Fractional differencing and long memory processes
Baillie, Richard (contributor); King, Maxwell L. (contributor) - In: Journal of econometrics 73 (1996) 1
Persistent link: https://www.econbiz.de/10001206521
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Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard - In: Journal of applied econometrics 6 (1991) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
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The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard - In: Journal of international money and finance 10 (1991) 4, pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
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Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard - In: The review of economic studies 58 (1991) 4, pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
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Estimation and testing of the term structure of the forward premium under rational expectations
Baillie, Richard - In: Journal of macroeconomics 8 (1986) 3, pp. 387-391
Persistent link: https://www.econbiz.de/10001085602
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A minimum distance estimator for long-memory processes
Tieslau, Margie A. - In: Journal of econometrics 71 (1996) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
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Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard - In: Journal of applied econometrics 11 (1996) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757