An empirical comparison of linear and nonlinear volatility models for Nordic stock returns

An empirical comparison of linear and nonlinear volatility models for Nordic stock returns

datePublished

• 2007

identifier

• propertyID: FI-FENNI value: 862500
• propertyID: FI-MELINDA value: 000486546
• propertyID: skl value: fx862500

isbn

• 9789515559548

isPartOf

• Fennica
• Working papers / Swedish School of Economics and Business Administration

name

• An empirical comparison of linear and nonlinear volatility models for Nordic stock returns

numberOfPages

• 24 s.
• 24, [2] lehteä

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsingfors organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan