Narrow search
Showing 1 - 10 of 15
Cover Image
Entrepreneurial incentives in stock market economies
Acharya, Viral V. (contributor); Bisin, Alberto (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700350
Cover Image
A latent factor model of European exchange rate risk premia
Alexius, Annika; Sellin, Peter - 1997
Persistent link: https://www.econbiz.de/10000958083
Cover Image
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
Cover Image
A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
Cover Image
Essays on exchange rates, prices and interest rates
Alexius, Annika - 1997
Persistent link: https://www.econbiz.de/10000961609
Cover Image
Exchange rate volatility and international trade : a general equilibrium analysis
Sercu, Piet (contributor); Uppal, Raman (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
Cover Image
Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina (contributor);  … - 2005 - [Elektronische Ressource], Rev. October 2005
; Dynamic conditional correlation ; Return comovement ; Volatility model evaluation …
Persistent link: https://www.econbiz.de/10002570445
Cover Image
Return dynamics when persistence is unobservable
Johnson, Timothy C. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Cover Image
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Cover Image
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601