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Long memory models for daily a...
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ECONIS (ZBW)
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Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
2
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
3
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
;
Bollerslev, Tim
;
Redfearn, Michael R.
-
1991
Persistent link: https://www.econbiz.de/10000823527
Saved in:
4
Causality and the free liquid reserves in the Federal Republic of Germany
Baillie, Richard T.
;
MacMahon, P. C.
;
Regier, Hans-Jürgen
-
1979
Persistent link: https://www.econbiz.de/10000066716
Saved in:
5
Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
(
contributor
);
Morana, Claudio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428583
Saved in:
6
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
(
contributor
);
Kiliç, Rehim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003001886
Saved in:
7
Testing for neglected nonlinearity in long memory models
Baillie, Richard
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808664
Saved in:
8
Nonlinear models with strongly dependent processes and applications to forward premia and real exchange rates
Baillie, Richard
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370465
Saved in:
9
Intervention as information : a survey
Baillie, Richard
;
Humpage, Owen F.
;
Osterberg, William P.
-
1999
Persistent link: https://www.econbiz.de/10001474247
Saved in:
10
Central bank intervention and risk in the forward premium
Baillie, Richard
;
Osterberg, William P.
-
1996
Persistent link: https://www.econbiz.de/10000941570
Saved in:
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