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Cristin result ID:
802988
Last modified:
April 26, 2011, 4:23 PM
Result
Academic lecture
2010
Asymmetries in Financial Returns: A Local Gaussian Correlation Approach
Bård Støve
Karl Ove Hufthammer
and
Dag Bjarne Tjøstheim
Presentation
Presentation
Name of event: CFE’10 (4th CSDA International Conference on Computational and Financial Econometrics)
Place: London
Date From:
December 10, 2010
Dato to:
December 12, 2010
Organizer:
Organizer Name: London School of Economics/Queen Mary U./Birkbeck U.
About the result
About the result
Academic lecture
Year of publication: 2010
Description
Description
English
Title
Asymmetries in Financial Returns: A Local Gaussian Correlation Approach
Contributors
Contributors
Bård Støve
Author
at Department of Business and Management Science at Norwegian School of Economics
Karl Ove Hufthammer
Author
at Department of Mathematics at University of Bergen
Dag Bjarne Tjøstheim
Author
at Department of Mathematics at University of Bergen
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