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Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach

Journal of economic dynamics & control, 2009-08, Vol.33 (8), p.1577-1592

2009

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Long Memory, Realized Volatility and Heterogeneous Autoregressive Models

Journal of time series analysis, 2019-07, Vol.40 (4), p.609-628

2019

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Drug−Protein Adducts: An Industry Perspective on Minimizing the Potential for Drug Bioactivation in Drug Discovery and Development

Chemical research in toxicology, 2004-01, Vol.17 (1), p.3-16

2004

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Long memory processes and fractional integration in econometrics

Journal of econometrics, 1996-07, Vol.73 (1), p.5-59

Baillie, Richard T.

1996

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Drug Metabolites in Safety Testing

Toxicology and applied pharmacology, 2002-08, Vol.182 (3), p.188-196

2002

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Fractionally integrated generalized autoregressive conditional heteroskedasticity

Journal of econometrics, 1996-09, Vol.74 (1), p.3-30

1996

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Adaptive ARFIMA models with applications to inflation

Economic modelling, 2012-11, Vol.29 (6), p.2451-2459

2012

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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

Journal of international money and finance, 2006-02, Vol.25 (1), p.22-47

2006

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Estimation and inference for impulse response functions from univariate strongly persistent processes

The econometrics journal, 2013-10, Vol.16 (3), p.373-399

2013

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The forward premium anomaly is not as bad as you think

Journal of international money and finance, 2000-08, Vol.19 (4), p.471-488

2000

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Students Who Perceive Instructors to Have a Fixed Mindset Report a Greater Sense of Academic Misfit That Leads to Lower Chemistry Grades

Journal of chemical education, 2024-09, Vol.101 (9), p.3613-3623

2024

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Possible solutions to the forward bias paradox

Journal of international financial markets, institutions & money, 2011-10, Vol.21 (4), p.617-622

Baillie, Richard T.

2011

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Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility

Empirical economics, 2023-06, Vol.64 (6), p.2911-2937

2023

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Price discovery and common factor models

Journal of financial markets (Amsterdam, Netherlands), 2002-07, Vol.5 (3), p.309-321

2002

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Negative Ion Tandem Mass Spectrometry for the Detection of Glutathione Conjugates

Chemical research in toxicology, 2005-04, Vol.18 (4), p.630-638

2005

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Perceived Barriers to Equitable Participation in the Learning Assistant Program

Journal of chemical education, 2023-07, Vol.100 (7), p.2495-2503

2023

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Organic Chemistry in Drug Discovery

Science (American Association for the Advancement of Science), 2004-03, Vol.303 (5665), p.1810-1813

2004

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A new test for market efficiency and uncovered interest parity

Journal of international money and finance, 2023-02, Vol.130, p.102765, Article 102765

2023

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Chronic Iron Deficiency Anaemia Caused by Blue Rubber Bleb Syndrome

Journal of pediatric gastroenterology and nutrition, 2021-11, Vol.73 (5), p.e120-e120

2021

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Time variation in the standard forward premium regression: Some new models and tests

Journal of empirical finance, 2014-12, Vol.29, p.52-63

2014

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Relationship Between Coronary Arterial Plaque Burden and Endothelium Independent Vasoreactivity: An Intravascular Ultrasound Study

Heart, lung & circulation, 2016-08, Vol.25, p.S60-S61

2016

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Incidence of Lipid Rich Plaque (LRP) by Near Infrared Spectroscopy (NIRS) in Near Normal Coronary Artery of Patients with Stable Presentation Versus Acute Coronary Syndrome

Heart, lung & circulation, 2016-08, Vol.25, p.S48-S48

2016

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Relationship Between Human Coronary Endothelial Function and Lipid Rich Plaque (LRP) Burden. A Near-Infrared Spectroscopy (NIRS)/Grey Scale Intravascular Ultrasound (IVUS) Study

Heart, lung & circulation, 2016-08, Vol.25, p.S61-S61

2016

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Choices between OLS with robust inference and feasible GLS in time series regressions

Economics letters, 2018-10, Vol.171, p.218-221

2018

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Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

The Journal of finance (New York), 1994-06, Vol.49 (2), p.737-745

1994

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Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach

Long Memory, Realized Volatility and Heterogeneous Autoregressive Models

Drug−Protein Adducts: An Industry Perspective on Minimizing the Potential for Drug Bioactivation in Drug Discovery and Development

Long memory processes and fractional integration in econometrics

Drug Metabolites in Safety Testing

Fractionally integrated generalized autoregressive conditional heteroskedasticity

Adaptive ARFIMA models with applications to inflation

Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

Estimation and inference for impulse response functions from univariate strongly persistent processes

The forward premium anomaly is not as bad as you think

Students Who Perceive Instructors to Have a Fixed Mindset Report a Greater Sense of Academic Misfit That Leads to Lower Chemistry Grades

Possible solutions to the forward bias paradox

Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility

Price discovery and common factor models

Negative Ion Tandem Mass Spectrometry for the Detection of Glutathione Conjugates

Perceived Barriers to Equitable Participation in the Learning Assistant Program

Organic Chemistry in Drug Discovery

A new test for market efficiency and uncovered interest parity

Chronic Iron Deficiency Anaemia Caused by Blue Rubber Bleb Syndrome

Time variation in the standard forward premium regression: Some new models and tests

Relationship Between Coronary Arterial Plaque Burden and Endothelium Independent Vasoreactivity: An Intravascular Ultrasound Study

Incidence of Lipid Rich Plaque (LRP) by Near Infrared Spectroscopy (NIRS) in Near Normal Coronary Artery of Patients with Stable Presentation Versus Acute Coronary Syndrome

Relationship Between Human Coronary Endothelial Function and Lipid Rich Plaque (LRP) Burden. A Near-Infrared Spectroscopy (NIRS)/Grey Scale Intravascular Ultrasound (IVUS) Study

Choices between OLS with robust inference and feasible GLS in time series regressions

Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

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