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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~isPartOf:"Working paper series in economics and finance"
~subject:"Share price"
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New techniques to extract market expectations from financial instruments
Söderlind, Paul
;
Svensson, Lars E. O.
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1996
Persistent link: https://www.econbiz.de/10000955625
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2
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959364
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3
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
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4
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
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5
Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971375
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6
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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7
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
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