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Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory
Cha, Gun-ho - 1993
Persistent link: https://www.econbiz.de/10000864519
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000955625
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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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General quadratic term structures of bond, futures and forward prices
Gaspar, Raquel M. (contributor) - 2004 - [Elektronische Ressource]
of forward prices and show that the difference between the two prices have to do with the correlation between bond prices …
Persistent link: https://www.econbiz.de/10001991041
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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971380
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Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard; Nydahl, Stefan - 1997
Persistent link: https://www.econbiz.de/10000971403