Sökning: "Carl Lönnbark"
Hittade 1 avhandling innehållade orden Carl Lönnbark.
1. On Risk Prediction
Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER
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