Narrow search
Showing 1 - 2 of 2
Cover Image
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
Cover Image
Some joint tests of market efficiency : the case of the forward premium
Baillie, Richard - In: Journal of macroeconomics 7 (1985) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10001008684