Author:
Baillie Richard T.,Kapetanios George
Subject
Applied Mathematics,Economics and Econometrics
Reference47 articles.
1. Modelling and forecasting realised volatility;Andersen;Econometrica,2003
2. Adaptive local polynomial Whittle estimation of long range dependence;Andrews;Econometrica,2004
3. The long memory of the forward premium;Baillie;Journal of International Money and Finance,1994
4. Testing for neglected nonlinearity in long-memory models;Baillie;Journal of Business and Economic Statistics,2007
5. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?;Baillie;Journal of International Money and Finance,2006
Cited by
27 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献