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Engström, Stefan - 2001

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

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 smooth transition ARCH model for asset returns

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959364

Modeling Nordic stock returns with asymmetric GARCH models

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959372

Rational bubbles and fractional alternatives

Eklund, Bruno; Nydahl, Stefan - 1998

Persistent link: https://www.econbiz.de/10000995305

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

Säfvenblad, Patrik - 1997

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

Openness and the exchange rate exposure of national stock markets : a note

Friberg, Richard; Nydahl, Stefan - 1997

Persistent link: https://www.econbiz.de/10000971403

Price formation in multi-asset securities markets

Säfvenblad, Patrik - 1997

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

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...

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

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

Säfvenblad, Patrik - 1997

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

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