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The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik; Byström, Hans N. E. - 1998
Persistent link: https://www.econbiz.de/10000994651
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GARCH estimation and discrete stock prices : an application to low-priced Australian stocks
Amilon, Henrik - 2002
Persistent link: https://www.econbiz.de/10001732829
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A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik - In: Journal of forecasting 22 (2003) 4, pp. 317-335
Persistent link: https://www.econbiz.de/10001775829
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Comparison of mean-variance and exact utility maximization in stock portfolio selection
Amilon, Henrik - 2001
Persistent link: https://www.econbiz.de/10001567685
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A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik - 2001
Persistent link: https://www.econbiz.de/10001567691
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GARCH estimation and discrete stock prices
Amilon, Henrik - 2001
Persistent link: https://www.econbiz.de/10001567693
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The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik - In: Essays on financial models, (pp. 9-36). 2000
Persistent link: https://www.econbiz.de/10001551217
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The compass rose pattern of the stock market : how does it affect parameter estimates, forecasts, and statistical tests?
Amilon, Henrik - In: Essays on financial models, (pp. 37-60). 2000
Persistent link: https://www.econbiz.de/10001551218
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GARCH estimation and discrete stock prices
Amilon, Henrik - In: Essays on financial models, (pp. 61-74). 2000
Persistent link: https://www.econbiz.de/10001551219
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A neural network versus Black-Scholes : a comparison of pricing and hedging performances
Amilon, Henrik - In: Essays on financial models, (pp. 75-100). 2000
Persistent link: https://www.econbiz.de/10001551221