Blar i NTNU Open på forfatter "Revheim, Ole Petter"
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Modelling the Return Distribution of Rare Earth Element Stocks using Quantile Regression
Revheim, Ole Petter; Skillberg, Karianne (Master thesis, 2017)In this article, we model the dependency structure between rare earth industry returns and changes in five macroeconomic risk factors. We utilize the quantile regression methodology which further enables us to calculate ...