Browsing Discussion papers (FOR) by Author "Lillestøl, Jostein"

Now showing items 21-23 of 23

    • Some new bivariate IG and NIG-distributions for modelling covariate financial returns 

      Lillestøl, Jostein (Discussion paper, Working paper, 2007-02)
      The univariate Normal Inverse Gaussian (NIG) distribution is found useful for modelling financial return data exhibiting skewness and fat tails. Multivariate versions exists, but may be impractical to implement in finance. ...

    • Tre grupper skatteytere i søkelyset: Har de ulike kjennetegn? 

      Andersson, Jonas; Lillestøl, Jostein (Discussion paper;5/17, Working paper, 2017-03-31)
      Denne rapporten analyserer data for tre grupper av skatteytere som har vært i skatteetatens søkelys: Skatteytere som etter skatteamnesti har meldt seg frivillig med opplysninger om tidligere uoppgitt skattbar inntekt eller ...

    • Weibull Wind Worth: Wait and Watch? 

      Lillestøl, Jostein (Discussion paper;2/16, Working paper, 2016-01-27)
      This paper considers a decision problem in the context of the worth of a wind mill project with profitability dependent on the average wind speed. This is partly known and the issue is whether to go on with the project now ...