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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
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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587
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Stock price distributions, perfect option hedging, and complete markets
Müller, Sigrid M. - 1989
Persistent link: https://www.econbiz.de/10000780954
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On price efficiency
Färe, Rolf; Grosskopf, Shawna - 1987
Persistent link: https://www.econbiz.de/10000760338
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000955625
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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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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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The role of log transformation in forecasting economic variables
Lütkepohl, Helmut; Fang, Xu - 2009
Persistent link: https://www.econbiz.de/10003900236