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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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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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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
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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