Author:
Baillie Richard T.,Morana Claudio
Subject
Economics and Econometrics
Reference36 articles.
1. Intraday periodicity and volatility persistence in financial markets;Andersen;Journal of Empirical Finance,1997
2. Measuring US core inflation: a common trends approach;Bagliano;Journal of Macroeconomics,2003
3. Inflation and monetary dynamics in the US: a quantity-theory approach;Bagliano;Applied Economics,2007
4. Testing for neglected nonlinearity in long memory models;Baillie;Journal of Business and Economic Statistics,2007
5. Adaptive fractionally integrated generalized autoregressive conditional heteroskedasticity;Baillie;Journal of Economic Dynamics and Control,2009
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33 articles.
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