| Estimating value-at-risk using quantile regression and implied volatilities P de Lange, S Westgaard, M Risstad Journal of Risk Model Validation 16 (1), 2022 | 5 | 2022 |
| Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression HM Blom, PE de Lange, M Risstad Journal of Risk and Financial Management 16 (7), 312, 2023 | 1 | 2023 |
| Predicting interest rate distributions using PCA & quantile regression R Pimentel, M Risstad, S Westgaard Digital Finance 4 (4), 291-311, 2022 | 1 | 2022 |
| Term Premia in Norwegian Government Bond Yields PE De Lange, M Risstad, S Westgaard Beta 36 (1), 1-21, 2022 | 1 | 2022 |
| Forecasting implied volatilities of currency options with machine learning techniques and econometrics models A Olsen, G Djupskås, PE de Lange, M Risstad International Journal of Data Science and Analytics, 1-19, 2024 | | 2024 |
| Prediction of realized volatility and implied volatility indices using AI and machine learning: A review ES Gunnarsson, HR Isern, A Kaloudis, M Risstad, B Vigdel, S Westgaard International Review of Financial Analysis, 103221, 2024 | | 2024 |
| On the Exchange Rate Dynamics of the Norwegian Krone M Risstad, A Thodesen, KA Thune, S Westgaard Journal of Risk and Financial Management 16 (7), 308, 2023 | | 2023 |
| Term Premia in Norwegian Interest Rate Swaps PE de Lange, M Risstad, K Semmen, S Westgaard Journal of Risk and Financial Management 16 (3), 188, 2023 | | 2023 |
| Essays in Financial Economics M Risstad NTNU, 2022 | | 2022 |
sjur westgaardProfessor Finance and Managerial Economics NTNUDirección de correo verificada de iot.ntnu.no
