B Hansson

This author does not work for the BIS.

3 items

2005	Forecasting variance using stochastic volatility and GARCH by B Hansson and Peter Hördahl in European Journal of Finance
1998	Testing the conditional CAPM using multivariate GARCH M by B Hansson and Peter Hördahl in Applied Financial Economics
1997	Changing risk premia: evidence from a small open economy by B Hansson and Peter Hördahl in Scandinavian Journal of Economics