Sondre Hølleland | DeepAI

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Featured Co-authors

Bård Støve
5 publications
Geir D. Berentsen
4 publications
Jan Bulla
4 publications
Kristian Gundersen
3 publications
Timothée Bacri
3 publications

research

∙ 06/27/2023

Testing for asymmetric dependency structures in financial markets: regime-switching and local Gaussian correlation

This paper examines asymmetric and time-varying dependency structures be...

0 Kristian Gundersen, et al. ∙

research

∙ 05/07/2022

A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder

A very common way to estimate the parameters of a hidden Markov model (H...

0 Timothée Bacri, et al. ∙