Kulp-Tåg, Sofie

name

• Kulp-Tåg, Sofie

Authored works

• An empirical comparison of linear and nonlinear volatility models for Nordic stock returns
• An empirical investigation of value-at-risk in long and short trading positions
• Modeling nonlinearities and asymmetries in asset pricing
• Short-horizon asymmetric mean-reversion and overreactions : evidence from the Nordic stock markets

Works contributed to

Works about Kulp-Tåg, Sofie