Richard T. Baillie
Author
Alternate names R. Baillie, R. T. Baillie, Richard Baillie, Richard T. Baillie
Past institutions Michigan State University, King's College - North Carolina, University of London, National Bureau of Economic Research, University of Pennsylvania +5 more
ORCID: Yes
H-index: 47
I10-index: 83
Works count: 168
Citations count: 15,990
Fractionally integrated generalized autoregressive conditional heteroskedasticity
1996 · Richard T. Baillie, Tim Bollerslev, et al. · Journal of Econometrics
Long memory processes and fractional integration in econometrics
1996 · Richard T. Baillie · Journal of Econometrics
The Message in Daily Exchange Rates
2002 · Richard T. Baillie, Tim Bollerslev · Journal of Business and Economic Statistics