Richard T. Baillie

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4534-0063

Publications

• Cointegration, Fractional Cointegration, and Exchange Rate Dynamics — The Journal of Finance 1994
• Intra-Day and Inter-Market Volatility in Foreign Exchange Rates — The Review of Economic Studies 1991
• Stock Returns and Volatility — Journal of Financial and Quantitative Analysis 1990
• Common Stochastic Trends in a System of Exchange Rates — The Journal of Finance 1989
• Small-Sample Properties of Predictions from the Regression Model with Autoregressive Errors — Journal of the American Statistical Association 1983
• Asymptotic prediction mean squared error for vector autoregressive models — Biometrika 1979
• The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors — Journal of the American Statistical Association 1979