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Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971380
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Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
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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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Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias; Teräsvirta, Timo; Åsbrink, Stefan E. - 1996
Persistent link: https://www.econbiz.de/10000947704
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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000925062
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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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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743