An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns

Research output: Book/Report › Commissioned report

Original language	English

Place of Publication	Helsinki
Publisher	Swedish School of Economics and Business Administration
Number of pages	24
ISBN (Print)	978-951-555-954-8
Publication status	Published - 2007
MoE publication type	D4 Published development or research report or study

Name	Swedish School of Economics and Business Administration. Working Papers
Publisher	Swedish School of Economics and Business Administration
No.	525
ISSN (Print)	0357-4598

Access to Document

@book{bd44544b341d47afaa05abc36288e62b,

title = "An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns",

author = "Sofie Kulp-T{\aa}g",

year = "2007",

language = "English",

isbn = "978-951-555-954-8",

series = "Swedish School of Economics and Business Administration. Working Papers",

publisher = "Swedish School of Economics and Business Administration",

number = "525",

address = "Finland",

}

TY - BOOK

T1 - An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns

AU - Kulp-Tåg, Sofie

PY - 2007

Y1 - 2007

M3 - Commissioned report

SN - 978-951-555-954-8

T3 - Swedish School of Economics and Business Administration. Working Papers

BT - An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns

PB - Swedish School of Economics and Business Administration

CY - Helsinki

ER -