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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Ekonomiska forskningsinstitutet <Stockholm>
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ECONIS (ZBW)
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Learning the true index level : index return autocorrelation in an REE auction market
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971378
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2
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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3
Price formation in multi-asset securities markets
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971912
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4
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
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