Modeling Nordic Stock Returns with Asymmetric GARCH models
Gustaf E. Hagerud
SSE/EFI Working Paper Series in Economics and Finance, 164, Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI),
1997
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Title
Modeling Nordic Stock Returns with Asymmetric GARCH models
Creators - without role
Gustaf E. Hagerud - Stockholm School of Economics, {Historical} Center for Finance
Series
SSE/EFI Working Paper Series in Economics and Finance; 164
Publisher
Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI),