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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 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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Economic efficiency and mixed public private insurance
Blomqvist, Åke G.; Johansson, Per-Olov - 1996
Persistent link: https://www.econbiz.de/10000935386
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A dynamic discrete choice model of blue collar worker absenteeism in Sweden 1991
Cassel, Claes-M.; Johansson, Per-Olov; Palme, Mårten - 1996
Persistent link: https://www.econbiz.de/10000950737
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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971380
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Time spent on waiting lists for medical care : an insurance approach
Johannesson, Magnus; Johansson, Per-Olov; Söderqvist, Tore - 1997
Persistent link: https://www.econbiz.de/10000971381
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Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard; Nydahl, Stefan - 1997
Persistent link: https://www.econbiz.de/10000971403