Similar Search Results - EconBiz

Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000971380

Stylized facts of financial time series and three popular models of volatility

Malmsten, Hans (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. September 3, 2004

Properties of three well-known and frequently applied first-order models for modelling and forecasting volatility in … Conditional Heteroskedasticity (GARCH), the Exponential GARCH and the Autoregressive Stochastic Volatility model. The focus is on … heteroskedasticity ; evaluation of volatility models ; exponential GARCH ; GARCH ; modelling return series ; stochastic volatility …

Persistent link: https://www.econbiz.de/10002199620

The association between accounting information and stock prices : model development and empirical tests based on Swedish data

Runsten, Mikael - 1998

Persistent link: https://www.econbiz.de/10000990952

A new non-linear GARCH model

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000958392

Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations

Silvennoinen, Annastiina (contributor); … - 2005 - [Elektronische Ressource], Rev. October 2005

; Dynamic conditional correlation ; Return comovement ; Volatility model evaluation …

Persistent link: https://www.econbiz.de/10002570445

Transaction cost, institutions, and evolution

Wärneryd, Karl Erik - 1994

Persistent link: https://www.econbiz.de/10000885971

Economic conventions : essays in institutional evolution

Wärneryd, Karl - 1990

Persistent link: https://www.econbiz.de/10000087980

Conventions and transaction costs

Wärneryd, Karl Erik - 1997

Persistent link: https://www.econbiz.de/10000958222

Chinese rural enterprises between plan and market

Gang, Zhang - 1997

Persistent link: https://www.econbiz.de/10000961241

Small industries and institutional framework : a transaction costs approach

Ramamurthy, Bhargavi; Ronnås, Per - 1995

Persistent link: https://www.econbiz.de/10000928420

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