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Learning the true index level : index return autocorrelation in an REE auction market

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000971378

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

Säfvenblad, Patrik - 1997

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

Price formation in multi-asset securities markets

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000971912

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

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

Dijk, Dick van (contributor); Strikholm, Birgit (contributor) - 2001 - [Elektronische Ressource], Received: February 2003, Rev. June 1, 2004

Changes in the seasonal patterns of macroeconomic time series may be due to the effects of business cycle fluctuations … business cycle. -- Nonlinear time series ; seasonality ; smooth transition autoregression ; structural change ; time …

Persistent link: https://www.econbiz.de/10001600051

A tale of three seasonal adjustment procedures : the case of Sweden's GDP

Ermini, Luigi - 1998

Persistent link: https://www.econbiz.de/10000987467

On seasonality and cointegration

Löf, Mårten - 2001

Persistent link: https://www.econbiz.de/10001582796

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

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

-autocorrelation combinations that can be reproduced with these models and compare them with ones that have been estimated from financial time … when it comes to reproducing stylized facts in typical financial time series. -- Autoregressive conditional …

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

Success factors in asset management

Engström, Stefan - 2001

Persistent link: https://www.econbiz.de/10001628153