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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10000981126
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
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Specification tests for asymmetric GARCH
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959369
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
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The demand for scheduled, intra-European air transportation : comments on a forecast
Östberg, Per-Johan - 1969
Persistent link: https://www.econbiz.de/10014300724
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How government bond prices reflect wartime events : the case of the Stockholm market
Waldenström, Daniel (contributor);  … - 2002 - [Elektronische Ressource]
How are political events reflected in financial asset prices? Break points in sovereign debt prices are analyzed for Denmark, Norway, Finland, Sweden, Germany and Belgium during 1930-1948, using unique data from the Stockholm Stock Exchange. Unlike in countries involved in WWII, this market was...
Persistent link: https://www.econbiz.de/10001638243
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Rational bubbles and fractional alternatives
Eklund, Bruno; Nydahl, Stefan - 1998
Persistent link: https://www.econbiz.de/10000995305
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Essays on trade, growth and applied econometrics
Gustavsson, Patrik - 2001
Persistent link: https://www.econbiz.de/10001582785