2
Publications
143
Citations
2
H-Index
1997
Active since
Affiliations
Stockholm School of Economics(Current)
Gustaf E. Hagerud is an author at Stockholm School of Economics specializing in asset pricing, econometrics, and economics.
Top concepts
FinanceBusinessEconomicsStatisticsEconometricsGarch ModelsAsset PricingEmpirical FinanceVolatility Modeling
Publications per year
1997–1997
2
2
Gustaf E. Hagerud · 1997 · 101 citations
A Smooth Transition ARCH Model for Asset Returns
Gustaf E. Hagerud · RePEc: Research Papers in Economics · 1997 · 42 citations
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