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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Universität Zürich / Institut für Schweizerisches Bankwesen"
~subject:"Share price"
~type_genre:"Collection of articles written by one author"
~type_genre:"Thesis"
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Cha, Gun-ho
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Ekonomiska forskningsinstitutet <Stockholm>
Robert Schuman Centre for Advanced Studies
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A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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Price formation in multi-asset securities markets
Säfvenblad, Patrik
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1997
Persistent link: https://www.econbiz.de/10000971912
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3
Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems
theory
Cha, Gun-ho
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1993
Persistent link: https://www.econbiz.de/10000864519
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4
Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus
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1994
Persistent link: https://www.econbiz.de/10013417914
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