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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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Modelling economic high-frequency time series
Lundbergh, Stefan - 1999
Persistent link: https://www.econbiz.de/10001401660
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10001372216
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Experto credite : three papers on experienced decision-makers
Andersson, Patric - 1998
Persistent link: https://www.econbiz.de/10000167954
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Essays on exchange rates and international finance
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000897134
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Essays on stochastic fiscal policy, public debt and private consumption
Becker, Torbjörn - 1995
Persistent link: https://www.econbiz.de/10000909039
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Studies of framing, judgment and choice
Hedborg, Ann - 1996
Persistent link: https://www.econbiz.de/10000934923