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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~isPartOf:"The European journal of finance"
~person:"Hördahl, Peter"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Zeitreihenanalyse
Estimation
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1977-1990
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Hördahl, Peter
Gupta, Rangan
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Applied financial economics
The European journal of finance
Meddelanden från Svenska Handelshögskolan
1
Working paper series / Department of Economics, School of Economics and Management, University of Lund
1
Working papers / Bank for International Settlements
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ECONIS (ZBW)
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Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10002812475
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Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn
;
Hördahl, Peter
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
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