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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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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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Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan - 1997
Persistent link: https://www.econbiz.de/10000961237
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Pricing corporate debt
Reneby, Joel - 1998
Persistent link: https://www.econbiz.de/10000984252
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Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
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Essays on political economy, information, and welfare
Lagerlöf, Johan - 1997
Persistent link: https://www.econbiz.de/10000975039
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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Modelling macroeconomic time series with smooth transition autoregressions
Skalin, Joakim - 1999
Persistent link: https://www.econbiz.de/10000997092
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Modelling economic high-frequency time series
Lundbergh, Stefan - 1999
Persistent link: https://www.econbiz.de/10001401660