Archived publication
Archived publication
Validering av modell for finansielle indikatorer
August 31, 2009
SAMBA
- Areas: Finans, forsikring og råvaremarkeder
- Keywords: Random walk, Autoregressiv modell, GARCH, NIG-fordeling, Student's t-fordeling, copula
- Page(s): 24
- Name and number of project: 220302
- Title: Validering av modell for finansielle indikatorer
- Author(s): Aas, Kjersti
- Report number: SAMBA/25/09
- Published date: August 31, 2009