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Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory
Cha, Gun-ho - 1993
Persistent link: https://www.econbiz.de/10000864519
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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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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10001372216
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Essays in monetary economics and applied econometrics
Giordani, Paolo - 2001
Persistent link: https://www.econbiz.de/10001613659
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Monetary policy and exchange rates : breakthrough of pass-through
Adolfson, Malin - 2001
Persistent link: https://www.econbiz.de/10001628232
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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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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101