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Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
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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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Human capital values and returns : bounds implied by earnings and asset returns data
Huggett, Mark; Kaplan, Greg - 2010
Persistent link: https://www.econbiz.de/10008688611
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Human capital values and returns : bounds implied by earnings and asset returns data
Huggett, Mark; Kaplan, Greg - 2010
Persistent link: https://www.econbiz.de/10009533846
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Individual labour income, stock prices and whom it may concern
Voelzke, J. - In: Applied economics letters 23 (2016) 13/15, pp. 965-968
Persistent link: https://www.econbiz.de/10011629300
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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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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Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010