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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The economic history review : a journal of economic and social history"
~person:"Brännäs, Kurt"
~subject:"Share price"
~subject:"Stock market"
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An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
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Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt
;
Simonsen, Ola
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
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