Geir Drage Drage Berentsen
Names
| first: |
Geir |
| middle: |
Drage |
| last: |
Drage Berentsen |
Identifer
Contact
Affiliations
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Norges Handelshøyskole (NHH)
/ Institutt for foretaksøkonomi (weight: 50%)
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Norges Handelshøyskole (NHH) (weight: 50%)
Research profile
author of:
- Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations
Papers, arXiv.org (2021)
by Anders D. Sleire & B{aa}rd St{o}ve & H{aa}kon Otneim & Geir Drage Berentsen & Dag Tj{o}stheim & Sverre Hauso Haugen
(ReDIF-paper, arx:papers:2106.12425) - Modelling clusters of corporate defaults: Regime‐switching models significantly reduce the contagion source
Journal of the Royal Statistical Society Series C, Royal Statistical Society (2022)
by Geir D. Berentsen & Jan Bulla & Antonello Maruotti & Bård Støve
(ReDIF-article, bla:jorssc:v:71:y:2022:i:3:p:698-722) - Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures
Journal of Time Series Analysis, Wiley Blackwell (2017)
by Tata Subba Rao & Granville Tunnicliffe Wilson & Geir Drage Berentsen & Ricardo Cao & Mario Francisco-Fernández & Dag TjØstheim
(ReDIF-article, bla:jtsera:v:38:y:2017:i:2:p:352-380) - Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Finance Research Letters, Elsevier (2022)
by Sleire, Anders D. & Støve, Bård & Otneim, Håkon & Berentsen, Geir Drage & Tjøstheim, Dag & Haugen, Sverre Hauso
(ReDIF-article, eee:finlet:v:46:y:2022:i:pb:s1544612321004554) - Joint Forecasting of Salmon Lice and Treatment Interventions in Aquaculture Operations
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science (2024)
by Narum, Benjamin S. & Berentsen, Geir D.
(ReDIF-paper, hhs:nhhfms:2024_007) - Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation
Journal of Statistical Software, Foundation for Open Access Statistics (2014)
by Berentsen, Geir Drage & Kleppe, Tore Selland & Tjøstheim, Dag Bjarne
(ReDIF-article, jss:jstsof:v:056:i12)