Browsing All of EconStor by Author Baillie, Richard
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
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 |