Semester page for STK4520 - Spring 2016
Teachers
-
Ingrid Hob?k Haff University of Oslo
Data sets
- norwegian natural disasters
- belgian fire losses
- New York daily equity indices
- Oslo exchange 1983-2000 log-returns
R-code
- Examples Sections 7.1 and 7.2
- Sections 7.3 and 7.4
- Examples Sections 7.5 and 7.6
- Examples Sections 11.1 and 11.4
- Examples Sections 11.5 and 11.6
- Examples Sections 13.1 and 13.2
- Examples Section 13.3
- Examples Copulas
- Examples Chapter 15
- Exercices Chapter 7
- Exercices Chapter 11
- Exercises Chapter 13
- Exercices Copulas
- Exercises Chapter 15
- onetimeprem.r
- wilkie.r
- equityint.r
- gompmakfit1.r
- vasicekp.r