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

Contributors:
  • Bård Støve
  • Karl Ove Hufthammer and
  • Dag Bjarne Tjøstheim

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

Academic lecture
Year of publication: 2010

Description Description

Title

Asymmetries in Financial Returns: A Local Gaussian Correlation Approach

Contributors

Bård Støve

  • Affiliation:
    Author
    at Department of Business and Management Science at Norwegian School of Economics

Karl Ove Hufthammer

  • Affiliation:
    Author
    at Department of Mathematics at University of Bergen

Dag Bjarne Tjøstheim

  • Affiliation:
    Author
    at Department of Mathematics at University of Bergen
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