Sökning: "Stefan Åsbrink"

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1. 1. Nonlinearities and regime shifts in financial time series

   Författare :Stefan Åsbrink; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This volume contains four essays on various topics in the field of financial econometrics. All four discuss the properties of high frequency financial data and its implications on the model choice when an estimate of the capital asset return volatility is in focus. LÄS MER