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source:"econis"
subject:"Theorie"
~institution:"Birkbeck College / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Hagerud, Gustaf E."
~subject:"1991"
~subject:"Welt"
~type_genre:"Working Paper"
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Hagerud, Gustaf E.
Löthgren, Mickael
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Birkbeck College / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
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ECONIS (ZBW)
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A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959364
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959372
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3
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959376
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