Blar i NHH Brage på forfatter "Bilet, Mikael M."
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Detection, modelling and implications of non-normality in financial economics : normal inverse Gaussian modelling of Norwegian stock market returns and consumption growth
Bilet, Mikael M.; Lundeby, Stig Roar H. (Master thesis, 2015)This thesis shows that the Norwegian stock market deviates significantly from what one might think of as a baseline model with identically and independently normally distributed returns. Firstly, the stock market return ...