Narrow search
Showing 1 - 10 of 19
Cover Image
Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory
Cha, Gun-ho - 1993
Persistent link: https://www.econbiz.de/10000864519
Cover Image
Is the price of a riskier asset more volatile?
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000801997
Cover Image
An simple resolution of the excess volatility puzzle
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000802015
Cover Image
The price volatility of bubbly and non-bubbly assets when agents have non-time-separable-preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000802016
Cover Image
Talking down the firm : short-term market manipulation and optimal management compensation
Garvey, Gerald - 1996
Persistent link: https://www.econbiz.de/10000587080
Cover Image
New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000955625
Cover Image
A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
Cover Image
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
Cover Image
Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
Cover Image
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372