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Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard; Chaleampong Kongcharoen; Kapetanios, … - In: International journal of forecasting 28 (2012) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard; Cecen, A. A.; Erkal, Cahit; Han, … - In: Journal of international financial markets, … 14 (2004) 5, pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
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Why do central banks intervene?
Baillie, Richard; Osterberg, William P. - In: Foreign exchange markets, (pp. 227-237). 2005
Persistent link: https://www.econbiz.de/10003290908
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard; Kiliç, Rehim - In: Journal of international money and finance 25 (2006) 1, pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard (contributor); Kiliç, Rehim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003001886
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Testing for neglected nonlinearity in long memory models
Baillie, Richard (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808664
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[Rezension von: Primary commodity prices, ed. by L. Alan Winters ..]
Baillie, Richard - In: The economic journal : the journal of the Royal … 101 (1991) 407, pp. 1007-1009
Persistent link: https://www.econbiz.de/10001345248
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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
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Price discovery and common factor models
Baillie, Richard; Booth, G. Geoffrey; Tse, Yiuman; … - In: Journal of financial markets 5 (2002) 3, pp. 309-321
Persistent link: https://www.econbiz.de/10001706050
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High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities
Baillie, Richard; Cecen, Aydin A.; Han, Young-wook - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 247-267
Persistent link: https://www.econbiz.de/10001636386