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Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.; Hördahl, Peter - 1994 - Preliminary version
Persistent link: https://www.econbiz.de/10000889012
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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 - 1998
Persistent link: https://www.econbiz.de/10000981021
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Monetary policy actions and the term structure of interest rates : a cross-country analysis
Buttiglione, Luigi - 1997
Persistent link: https://www.econbiz.de/10013439119