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Testing the conditional CAPM u...
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1
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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2
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10002812475
Saved in:
3
Changing risk premia : evidence from a small open economy
Hansson, Björn A.
- In:
The Scandinavian journal of economics
99
(
1997
)
2
,
pp. 335-350
Persistent link: https://www.econbiz.de/10001221444
Saved in:
4
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.
;
Hördahl, Peter
;
Nordén, Lars
-
1995
Persistent link: https://www.econbiz.de/10000921597
Saved in:
5
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
6
Changing Risk Premia: Evidence from a Small Open Economy
Hansson, Björn
;
Hördahl, Peter
- In:
The Scandinavian journal of economics
99
(
1997
)
2
,
pp. 335-350
Persistent link: https://www.econbiz.de/10007370851
Saved in:
7
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn
;
Hördahl, Peter
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10005923437
Saved in:
8
Keynes's notion of equilibrium in the General theory
Hansson, Björn
- In:
Journal of post-Keynesian economics : JPKE
7
(
1985
)
3
,
pp. 332-341
Persistent link: https://www.econbiz.de/10002750073
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9
Keynes' shift of method and object between A treatise on money and the General theory
Hansson, Björn
-
1985
Persistent link: https://www.econbiz.de/10002750085
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10
The late development of the Stockholm School
Hansson, Björn
-
1985
Persistent link: https://www.econbiz.de/10002750090
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