Blar i NTNU Open på forfatter "Hansen, Christoffer Berge"
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A random Matrix Approach to collective Trends of falling and rising Stock Markets
Hansen, Christoffer Berge (Master thesis, 2011)An inverse statistics analysis of one minute stock quotes from 492 large Europeancompanies has revealed the existence of a gain-loss asymmetry in thefollowing index. The gain-loss asymmetry differs from that observed for ...