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Preference for information
Grant, Simon - 1996
Persistent link: https://www.econbiz.de/10000587075
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Rubinstein's similarity consistent preferences : a complete characterization
Kajii, Atsushi - 1996
Persistent link: https://www.econbiz.de/10000958546
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A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
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Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
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Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
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Temporal resolution of uncertainty and recursive non-expected utility models
Grant, Simon - 1997
Persistent link: https://www.econbiz.de/10000966078
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Intrinsic preference for information
Grant, Simon - 1997
Persistent link: https://www.econbiz.de/10000966080
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Weakening the sure-thing principle : decomposable choice under uncertainty
Grant, Simon - 1997
Persistent link: https://www.econbiz.de/10000975767