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A new non-linear GARCH model

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000958392

A smooth transition ARCH model for asset returns

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959364

Specification tests for asymmetric GARCH

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959369

Modeling Nordic stock returns with asymmetric GARCH models

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959372

Discrete time hedging of OTC options in a GARCH environment : a simulation experiment

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959376

Predicting survival in cost-effectiveness analyses based on clinical trials

Gerdtham, Ulf-G. (contributor); … - 2001 - [Elektronische Ressource]

This paper deals with the question how to model health effects after the cessation of a randomised controlled trial (RCT). Using clinical trial data on severe congestive heart failure patients we illustrate how survival beyond the cessation of a RCT can be predicted based on parametric survival...

Persistent link: https://www.econbiz.de/10001600068