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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

Information and politics

Frisell, Lars - 2001

Persistent link: https://www.econbiz.de/10001604448

A welfare analysis of strategic information revelation

Lagerlöf, Johan - 1996

Persistent link: https://www.econbiz.de/10000935385

Essays on political economy, information, and welfare

Lagerlöf, Johan - 1997

Persistent link: https://www.econbiz.de/10000975039

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 financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the Exponential...