The search for chaos and nonlinearities in Swedish stock index returns
Year of publication: |
2000
|
---|---|
Authors: | Amilon, Henrik |
Published in: |
Essays on financial models. - Lund : Department of Economics. - 2000, p. 9-36
|
Subject: | GARCH | Aktienindex | Stock index | Volatilität | Volatility | Chaostheorie | Chaos theory | Theorie | Theory | Schätzung | Estimation | Schweden | Sweden | 1919-1996 |
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