Browsen in EconStor gesamt nach Autor:innen Baillie, Richard
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Erscheinungsjahr | Titel | Autor:innen |
2005 | Testing for neglected nonlinearity in long memory models | Baillie, Richard; Kapetanios, George |
2006 | Nonlinear models with strongly dependent processes and applications to forward premia and real exchange rates | Baillie, Richard; Kapetanios, George |
2019 | Long memory, realized volatility and HAR models | Baillie, Richard; Calonaci, Fabio; Cho, Dooyeon; Rho, Seunghwa |
2019 | Hierarchical time varying estimation of a multi factor asset pricing model | Baillie, Richard; Calonaci, Fabio; Kapetanios, George |
2022 | Hierarchical time-varying estimation of asset pricing models | Baillie, Richard; Calonaci, Fabio; Kapetanios, George |