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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Hagerud, Gustaf E."
~subject:"Theorie"
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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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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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