Similar Search Results - EconBiz

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

The stock market as a screening device and the decision to go public

Ellingsen, Tore; Rydqvist, Kristian - 1997

Persistent link: https://www.econbiz.de/10000962234

Bank crises in emerging markets and the optimal government bailout policy

Bems, Rudolf (contributor); Jönsson, Kristian (contributor) - 2003 - [Elektronische Ressource], Rev. October 8, 2004

Persistent link: https://www.econbiz.de/10001729364

Success factors in asset management

Engström, Stefan - 2001

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

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

Säfvenblad, Patrik - 1997

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

A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

Nonlinearities and regime shifts in financial time series

Åsbrink, Stefan E. - 1997

Persistent link: https://www.econbiz.de/10000958387

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