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ECONOMETRIC TESTS OF RATIONALI...
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Baillie, R.T.
17
Schmidt, P.
11
Linz, S.J.
9
BAILLIE, R.T.
8
Tieslau, M.A.
7
Bollerslev, T.
6
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6
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4
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4
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2
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2
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2
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A Generalized Method of Moments Estimator for Long-Memory Processes.
Tieslau, M.A.
;
Schmidt, P.
;
Baillie, R.T.
-
Economics Department, Michigan State University
-
1992
Persistent link: https://www.econbiz.de/10005671948
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2
The Long Memory of the Foreward Premium.
Baillie, R.T.
;
Bollerslev, T.
-
Economics Department, Michigan State University
-
1993
Persistent link: https://www.econbiz.de/10005671961
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3
A Lond Memory and Variability of Inflation: A Reappraisal of The Friedman Hypothesis.
Baillie, R.T.
;
Chung, C.F.
;
Tieslau, M.A.
-
Economics Department, Michigan State University
-
1992
Persistent link: https://www.econbiz.de/10005671964
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4
STOCK RETURNS AND VOLATILITY
BAILLIE, R.T.
;
DEGENNARO, R.P.
-
Economics Department, Michigan State University
-
1988
Persistent link: https://www.econbiz.de/10005671967
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5
Cointegration, Fractional Cointegration, and Exchange RAte Dynamics.
Baillie, R.T.
;
Bollerslev, T.
-
Economics Department, Michigan State University
-
1993
Persistent link: https://www.econbiz.de/10005671969
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6
THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY
BAILLIE, R.T.
;
DEGENNARO, R.
-
Economics Department, Michigan State University
-
1988
Persistent link: https://www.econbiz.de/10005671971
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7
Central Bank Intervention and Risk in the Forward Premium.
Baillie, R.T.
;
Osterberg, W.P.
-
Economics Department, Michigan State University
-
1993
Persistent link: https://www.econbiz.de/10005671975
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8
MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE.
BAILLIE, R.T.
;
MYERS, R.J.
-
Economics Department, Michigan State University
-
1989
Persistent link: https://www.econbiz.de/10005781222
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9
PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.
;
BOLLERSLEV, R.T.
-
Economics Department, Michigan State University
-
1990
Persistent link: https://www.econbiz.de/10005781229
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10
Prediction from the Regression Model with one-way Error Components.
Baillie, R.T.
;
Baltagi, B.H.
-
Economics Department, Michigan State University
-
1994
Persistent link: https://www.econbiz.de/10005487089
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