Research output per year
Research output per year
Personal profile
Education information
Doctor of Science (Economics and Business Administration), Business Economics, Svenska handelshögskolan, Finland, 2024Fingerprint
Dive into the research topics where Alexander Back is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Essays on Volatility Modeling
Back, A., 2024, Helsinki: Hanken School of Economics. 169 p.Research output: Thesis › Doctoral Thesis › Collection of Articles
Open Access -
A new GARCH model with a deterministic time-varying intercept
Ahlgren, N., Back, A. & Teräsvirta, T., 17.06.2023, NORDSTAT 2023 Booklet with Abstracts. Gothenburg, p. 24 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
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Sup-tests against time-varying GARCH models
Ahlgren, N., Back, A. & Teräsvirta, T., 22.08.2023, Book of Abstracts COMPSTAT 2023. London, Vol. 25. p. 23 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
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A new GARCH model with a deterministic time-varying intercept
Back, A. (Speaker)
31.08.2023Activity: Talk or presentation › Oral presentation
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A structurally motivated stochastic volatility model for equity returns
Back, A. (Speaker)
18.12.2022Activity: Talk or presentation › Oral presentation
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A GARCH model with a time-varying intercept
Back, A. (Speaker)
02.06.2022 → 03.06.2022Activity: Talk or presentation › Oral presentation
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Additive time-varying GARCH model
Back, A. (Speaker)
18.12.2021Activity: Talk or presentation › Oral presentation
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Computational Statistics (Journal)
Back, A. (Reviewer)
2020 → …Activity: Publication peer-review and editorial work › Scientific journal