Author:
Baillie Richard T.,Bollerslev Tim
Subject
Economics and Econometrics,Finance
Reference29 articles.
1. Heterogeneous information arrivals and return volatility dynamics: uncovering the long-run in high frequency returns;Andersen;Journal of Finance,1997
2. Backus, D., Foressi, S., Telmer, C., 1996. Affine models of currency pricing. NBER Working Paper No. 5623.
3. Tests of rational expectations and market efficiency;Baillie;Econometric Reviews,1989
4. The message in daily exchange rates: a conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989
5. A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets;Baillie;Journal of International Money and Finance,1990
Cited by
197 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