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~isPartOf:"BIS working papers"
~isPartOf:"Working paper series / Department of Economics, School of Economics and Management, University of Lund"
~subject:"1984-1996"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
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Inflation risk premia in the U...
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Inflation risk premia in the term structure of interest rates
Hördahl, Peter
;
Tristani, Oreste
-
2007
Persistent link: https://www.econbiz.de/10003512260
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2
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.
;
Hördahl, Peter
-
1994
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Preliminary version
Persistent link: https://www.econbiz.de/10000889012
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3
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
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Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
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1998
Persistent link: https://www.econbiz.de/10000981021
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