Work

Nonlinearities and regime shifts in financial time series

Year: 1997

Type: dissertation

Author: Stefan Åsbrink

Institution: Stockholm School of Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W642551822

Cites: 24

Cited by: 30

Related to: 10