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6 Record Views
- Title
- A Smooth Transition ARCH Model for Asset Returns
- Creators - without role
- Gustaf E. Hagerud - Stockholm School of Economics, {Historical} Center for Finance
- Series
- SSE/EFI Working Paper Series in Economics and Finance; 162
- Publisher
- Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.]
- Number of pages
- 26
- Identifiers
- 991001479435206056
- Academic Unit
- {Historical} Center for Finance
- Language
- English
- Resource Type
- Working paper