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The message in daily exchange rates : a conditional-variance tale
Baillie, Richard - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
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Testing target-zone models using efficient method of moments
Chung, Chae-shick; Tauchen, George Eugene - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
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The message in daily exchange rates : a conditional-variance tale
Baillie, Richard; Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10001639879
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Testing for neglected nonlinearity in long-memory models
Baillie, Richard; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
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The Message in Daily Exchange Rates: A Conditional-Variance Tale
Baillie, Richard T.; Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10008216536
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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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Real and Spurious Long-Memory Properties of Stock-Market Data - Comment
Baillie, Richard T. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10008219128
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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