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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Baillie, Richard"
~person:"Ma, Feng"
~person:"McMillan, David G."
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Baillie, Richard
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
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International review of financial analysis
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Finance research letters
10
International journal of finance & economics : IJFE
10
International review of economics & finance : IREF
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Economic modelling
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Working papers series / Manchester Business School
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Cogent economics & finance
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Federal Reserve Bank of St. Louis Working Paper
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Financial innovation : FIN
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Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
2
Liquidity and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
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