Narrow search
Showing 1 - 10 of 13
Cover Image
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10000981126
Cover Image
A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
Cover Image
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
Cover Image
Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
Cover Image
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
Cover Image
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
Cover Image
Price adjustments by a gasoline retail chain
Asplund, Marcus; Eriksson, Rickard; Friberg, Richard - 1997
Persistent link: https://www.econbiz.de/10000971351
Cover Image
Risk-averse firms in oligopoly
Asplund, Marcus - 1995 - Rev. version
Persistent link: https://www.econbiz.de/10001421859
Cover Image
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10001372216
Cover Image
Oligopoly and limited liability
Asplund, Marcus - 1995
Persistent link: https://www.econbiz.de/10000906649