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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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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
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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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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
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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
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Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
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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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Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000998500
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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks
Rech, Gianluigi - 2001
Persistent link: https://www.econbiz.de/10001628249