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2021
Mark Modeling and forecasting of metrological factors using arch process under different errors distribution specification
Mishra, Pradeep ; Fatih, Chellai ; Vani, G. K. ; Lavrod, Jakob Mattias ; Mishra, P. C. ; Choudhary, Arun Kumar ; Jain, Vikas and Dubey, Anurag (2021) In Mausam 72(2). p.301-312
- Contribution to journal › Article
2016
Mark A GARCH Model for Testing Market Efficiency
Westerlund, Joakim ^LU ; Narayan, Paresh and Liu, Puipeng (2016) In Journal of International Financial Markets, Institutions, and Money 41. p.121-138
- Contribution to specialist publication or newspaper › Specialist publication article
2015
Mark Essays on Financial Risks and the Subprime Crisis
Alfranseder, Emanuel ^LU (2015) In Lund Economic Studies 188.
- Thesis › Doctoral thesis (compilation)
2014
Mark Language, News and Volatility
Byström, Hans ^LU (2014) In Working Papers
- Working paper/Preprint › Working paper
Mark Predicting Stock Price Volatility by Analyzing Semantic Content in Media.
Asgharian, Hossein ^LU and Sikström, Sverker ^LU (2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University
- Working paper/Preprint › Working paper
Mark Heteroskedasticity Robust Panel Unit Root Tests
Westerlund, Joakim ^LU (2014) In Journal of Business & Economic Statistics 32(1). p.112-135
- Contribution to journal › Article
2013
Mark Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach
Vilhelmsson, Anders ^LU (2013) In Journal of Forecasting 32(1). p.19-31
- Contribution to journal › Article
Mark GARCH-Type models and the performance of information criteria
Javed, Farrukh ^LU and Mantalos, Panagiotis ^LU (2013) In Communications in Statistics: Simulation and Computation 42(8). p.1917-1933
- Contribution to specialist publication or newspaper › Specialist publication article
2012
Mark Effect of jumps on causation patterns: an international investigation
Javed, Farrukh ^LU (2012) In International Journal of Computational Economics and Econometrics
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Essays in Financial Economics
Alfranseder, Emanuel ^LU (2012)
- Thesis › Licentiate thesis

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