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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Economic growth"
~subject:"Share price"
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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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Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina
(
contributor
); …
-
2005
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[Elektronische Ressource], Rev. October 2005
; Dynamic conditional correlation ; Return comovement ;
Volatility
model evaluation …
Persistent link: https://www.econbiz.de/10002570445
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Rational bubbles and fractional alternatives
Eklund, Bruno
;
Nydahl, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000995305
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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik
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1997
Persistent link: https://www.econbiz.de/10000971375
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