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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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A Robust Entropy-Based Test of...
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Teräsvirta, Timo
21
Cassel, Claes-M.
6
Eklund, Bruno
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He, Changli
6
Lundquist, Peter
5
Skalin, Joakim
5
Gredenhoff, Mikael P.
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Hagerud, Gustaf E.
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Dijk, Dick van
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Eliasson, Ann-Charlotte
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Rech, Gianluigi
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Becker, Torbjörn
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Brännström, Tomas
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Eitrhem, Øyvind
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Ekonomiska forskningsinstitutet <Stockholm>
International Monetary Fund (IMF)
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205
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ECONIS (ZBW)
62
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1
Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne
-
1994
Persistent link: https://www.econbiz.de/10000888951
Saved in:
2
Another look at Swedish business cycles, 1861 - 1988
Skalin, Joakim
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953721
Saved in:
3
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
4
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
6
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
Saved in:
10
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
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