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Co-authors
(28)
George Kapetanios
3
Tim Bollerslev
3
Patrick C. McMahon
3
Robert J. Myers
2
Hira Lal Koul
2
Journals
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Authors
Richard T. Baillie
Richard T. Baillie,Michigan State University,Mathematical & Quantitative Methods,Financial Economics,Macroeconomics & Monetary Economics
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Richard T. Baillie
Michigan State University
Publications:
37
|
Citations:
1083
Fields:
Mathematical & Quantitative Methods
,
Financial Economics
,
Macroeconomics & Monetary Economics
View FAQ about top research areas and Fields of study
Collaborated with
28 co-authors
from 1979 to 2011
|
Cited by
1303 authors
Cumulative
Annual
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Publications
(37)
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RefWorks
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Possible solutions to the forward bias paradox
(
Citations: 2
)
Richard T. Baillie
Journal:
Journal of International Financial Markets, Institutions and Money
, vol. 21, no. 4, pp. 617-622, 2011
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
(
Citations: 1
)
Richard T. Baillie
,
Claudio Morana
Journal:
Journal of Economic Dynamics & Control - J ECON DYN CONTROL
, vol. 33, no. 8, pp. 1577-1592, 2009
Nonlinear models for strongly dependent processes with financial applications
(
Citations: 7
)
Richard T. Baillie
,
George Kapetanios
Journal:
Journal of Econometrics - J ECONOMETRICS
, vol. 147, no. 1, pp. 60-71, 2008
Testing for Neglected Nonlinearity in Long-Memory Models
(
Citations: 17
)
Richard T. Baillie
,
George Kapetanios
Journal:
Journal of Business & Economic Statistics - J BUS ECON STAT
, vol. 25, no. 4, pp. 447-461, 2007
Long memory models for daily and high frequency commodity futures returns
(
Citations: 11
)
Richard T. Baillie
,
Young-Wook Han
,
Robert J. Myers
,
Jeongseok Song
Journal:
Journal of Futures Markets - J FUTURES MARKETS
, vol. 27, no. 7, pp. 643-668, 2007
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Citations
(1083 times by 1008 publications)
Estimation and pricing under long-memory stochastic volatility
(
Citations: 3
)
Alexandra Chronopoulou
,
Frederi G. Viens
Journal:
Annals of Finance
, vol. 6, no. 3, pp. 1-25, 2012
Standard and seasonal long memory in volatility: an application to Spanish inflation
(
Citations: 1
)
Josu Arteche
Journal:
Empirical Economics - EMPIR ECON
, pp. 1-20, 2012
Episodic Nonlinearity in Leading Global Currencies
Apostolos Serletis
,
Anastasios G. Malliaris
,
Melvin J. Hinich
,
Periklis Gogas
Journal:
Open Economies Review - OPEN ECON REV
, pp. 1-21, 2012
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
Alex Maynard
,
Aaron Smallwood
,
Mark E. Wohar
Journal:
Econometric Reviews - ECONOM REV
, vol. just-accep, no. just-accep, 2012
Open technology innovation activity and firm value: evidence from Korean firms
Hyunchul Lee
,
Seokchin Kim
,
Jinsu Kim
Journal:
Applied Economics - APPL ECON
, vol. 44, no. 27, pp. 3551-3561, 2012
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