Blar i AURA på forfatter "Rasmussen, Stian"
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Quantilograms: Concept and use in empirical finance
Rasmussen, Stian (Master thesis, 2024)Abstract This paper is written to highlight a rather novel statistical methodology called Quantilogram/ Cross-Quantilogram/ Partial Cross-Quantilogram. The purpose is to make the method more accessible for someone without ...