Professor Richard Baillie
Professor of Econometrics and Finance
Research interests
- Banking & Finance
Contact details
Biography
Richard Baillie is a Professor of Finance and Econometrics in the Department of Banking and Finance. He was previously professor at Michigan State University, USA and also QMUL.
Richard’s main research interests are in time series econometrics and international finance. His econometric research has focused on prediction in time series processes, modeling volatility, GARCH models, long memory processes, general methods for inference in time series regressions, etc. Richard has also done extensive research on exchange rate determination, modeling risk premium, the effects of central bank intervention, and other issues in international finance. He is Fellow of Journal of Econometrics, Fellow of the American Statistical Association and the International Association of Applied Econometrics. He has over 21,000 citations on Google Scholar and was one of the founding editors of the Journal of Empirical Finance.
View Professor Baillie's personal website including a full curriculum vitae.
Research
Data Analytics for Finance and Macro
Forecasting trends is more important now than it has ever been. Our quantitative financial and macroeconomic research helps central banks and statistical agencies better understand their markets.
Research
Data Analytics for Finance and Macro
Forecasting trends is more important now than it has ever been. Our quantitative financial and macroeconomic research helps central banks and statistical agencies better understand their markets.