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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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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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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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Further long memory properties of inflationary shocks
Baillie, Richard; Han, Young Wook; Kwon, Tae-go - In: Southern economic journal 68 (2002) 3, pp. 496-510
Persistent link: https://www.econbiz.de/10001647745