Richard T. Baillie

Finance · 2000–2009

A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

Whom Richard T. Baillie trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Bernard Walter Silverman
  2. Lars Peter Hansen
  3. Richard K. Lyons
  4. Alex Maynard
  5. J. Gonzalo
  6. R. Huang
  7. Ravi Bansal
  8. Clive W. J. Granger
  9. István Berkes
  10. Dick Van Dijk

Who trusts Richard T. Baillie overall

  1. Tālis J. Putniņš
  2. Cristina Amado
  3. Kyongwook Choi
  4. Ravi Bansal
  5. Menelaos Karanasos
  6. Alex Maynard
  7. Yue‐Jun Zhang
  8. Eric Zivot
  9. Tim Bollerslev
  10. Mohamed Arouri

Papers from Richard T. Baillie's perspective

Ordered by how strongly the researchers Richard T. Baillie trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Long Memory and Regime Switching
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. The forward premium anomaly is not as bad as you think
  6. Density Estimation for Statistics and Data Analysis
  7. Range-Based Estimation of Stochastic Volatility Models
  8. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
  9. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
  10. Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model

Their papers