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- 2021
-
Mark
Modeling and forecasting of metrological factors using arch process under different errors distribution specification
(
- Contribution to journal › Article
- 2016
-
Mark
A GARCH Model for Testing Market Efficiency
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2015
-
Mark
Essays on Financial Risks and the Subprime Crisis
(
- Thesis › Doctoral thesis (compilation)
- 2014
-
Mark
Heteroskedasticity Robust Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
Predicting Stock Price Volatility by Analyzing Semantic Content in Media.
2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Language, News and Volatility
2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
- 2013
-
Mark
GARCH-Type models and the performance of information criteria
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach
(
- Contribution to journal › Article
- 2012
-
Mark
Effect of jumps on causation patterns: an international investigation
2012) In International Journal of Computational Economics and Econometrics(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Essays in Financial Economics
2012)(
- Thesis › Licentiate thesis