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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Andersson, Michael K."
~person:"Hagerud, Gustaf E."
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Andersson, Michael K.
Hagerud, Gustaf E.
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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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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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Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959369
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959372
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Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959376
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
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1998
Persistent link: https://www.econbiz.de/10001372216
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7
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
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1998
Persistent link: https://www.econbiz.de/10000981126
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