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institution:"Australian National University / Faculty of Economics and Commerce"
subject:"Schätzung"
~institution:"Birkbeck College / Department of Economics"
~institution:"Umeå universitet"
~person:"Sola, Martin"
~subject:"Schätztheorie"
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Sola, Martin
Brännäs, Kurt
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Psaradakis, Zacharias G.
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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2
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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