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Evaluating portfolio performance with stochastic discount factors

Dahlquist, Magnus; Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10000962236

Pricing corporate debt

Reneby, Joel - 1998

Persistent link: https://www.econbiz.de/10000984252

Learning the true index level : index return autocorrelation in an REE auction market

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000971378

The association between accounting information and stock prices : model development and empirical tests based on Swedish data

Runsten, Mikael - 1998

Persistent link: https://www.econbiz.de/10000990952

Success factors in asset management

Engström, Stefan - 2001

Persistent link: https://www.econbiz.de/10001628153

Stylized facts of financial time series and three popular models of volatility

Malmsten, Hans (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. September 3, 2004

Properties of three well-known and frequently applied first-order models for modelling and forecasting volatility in financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the Exponential...

Persistent link: https://www.econbiz.de/10002199620