Blar i NTNU Open på forfatter "Ruben Ravndal"
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An Early Warning System for Financial Market Corrections on the Oslo Stock Exchange
Wilhelm Jebsen Mikkelsen; Ruben Ravndal; Martin Tveitstøl (Master thesis, 2019)We use a four-state multinomial logistic regression model in order to estimate the probability of corrections and crises in the Norwegian stock market. The probabilities are subsequently translated into market exposure ...