Browsing Bergen Open Research Archive by Author "Lura, Andreas"
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The Norwegian Stock Market: - A Local Gaussian Perspective
Lura, Andreas (Master thesis, 2013-06-03)In this thesis, using daily returns from 18 stocks, oil price, exchange rates and the main index of the Oslo Stock Exchange over a period of 5 years, we investigate how the Local Gaussian Correlation can be used to describe ...