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~isPartOf:"Umeå economic studies"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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Search: subject:"GARCH"
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ARCH model
10
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10
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4
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Lönnbark, Carl
4
Soultanaeva, Albina
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Umeå economic studies
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101
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43
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15
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9
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ECONIS (ZBW)
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1
Income inequality, competitiveness of political systems and the distance to the efficient frontier of economic growth
Hakobyan, Lilit
-
2014
Persistent link: https://www.econbiz.de/10010238383
Saved in:
2
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009577582
Saved in:
3
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
Saved in:
4
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
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5
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
6
The impact of sotck market jumps on time-varying return correlations : empirical evidence from the Baltic countries
Hellström, Jörgen
;
Soultanaeva, Albina
-
2010
Persistent link: https://www.econbiz.de/10008772565
Saved in:
7
A corrected value-at-risk predictor
Lönnbark, Carl
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003656086
Saved in:
8
Impact of political news on the Baltic state stock markets
Soultanaeva, Albina
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003666294
Saved in:
9
An empirical model for durations in stocks
Simonsen, Ola
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002688639
Saved in:
10
Conditional heteroskedasticity in count data regression : self-feeding activity in fish
Brännäs, Kurt
(
contributor
);
Brännäs, Eva
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730798
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