Details about Geir Drage Drage Berentsen
Access statistics for papers by Geir Drage Drage Berentsen.
Last updated 2024-02-08. Update your information in the RePEc Author Service.
Short-id: pdr167
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Working Papers
2024
- Joint Forecasting of Salmon Lice and Treatment Interventions in Aquaculture Operations
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science 
2021
- Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations
Papers, arXiv.org
See also Journal Article Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations, Finance Research Letters, Elsevier (2022) (2022)
Journal Articles
2022
- Modelling clusters of corporate defaults: Regime‐switching models significantly reduce the contagion source
Journal of the Royal Statistical Society Series C, 2022, 71, (3), 698-722
- Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Finance Research Letters, 2022, 46, (PB)
See also Working Paper Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations, Papers (2021) (2021)
2017
- Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures
Journal of Time Series Analysis, 2017, 38, (2), 352-380 View citations (1)
2014
- Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation
Journal of Statistical Software, 2014, 056, (i12) View citations (10)
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