search query: @author Hördahl, P. / total: 2
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1.
Forecasting variance using stochastic volatility and GARCH
European Journal of Finance
2005 : FEB, VOL. 11:1, p. 33-57
 2005 Hansson, B.
Hördahl, P.
2.
Interpreting implied risk-neutral densities: The role of risk premia
Review of finance
2005 : VOL 9:1, p. 97-137
 2005 Hördahl, P.
Vestin, D.
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