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A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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2
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959369
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3
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959372
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4
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
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5
EFIs årsbok
Ekonomiska forskningsinstitutet <Stockholm>
-
Stockholm : [Verlag nicht ermittelbar]
-
1988 -
Persistent link: https://www.econbiz.de/10000503323
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Experto credite : three papers on experienced decision-makers
Andersson, Patric
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1998
Persistent link: https://www.econbiz.de/10000167954
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7
Essays on exchange rates and international finance
Nessén, Marianne
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1994
Persistent link: https://www.econbiz.de/10000897134
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8
Microbased time series analysis : comparing the technique of pooling time series and cross-sectional data with a microbased superpopulation approach
Cassel, Claes-M.
-
1994
Persistent link: https://www.econbiz.de/10000898815
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9
Microbased time series analysis : estimating the autocorrelation function using survey sampling IV
Lundquist, Peter
-
1994
Persistent link: https://www.econbiz.de/10000898816
Saved in:
10
Microbased time series analysis : an efficient estimator of population parameters using AR(1)-series and auxiliary information
Cassel, Claes-M.
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1994
Persistent link: https://www.econbiz.de/10000898817
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