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Publications by Per A. Mykland
Jumps in Financial Markets: A New Nonparametric Test and Jump Clustering
SSRN Electronic Journal
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Incomplete Financial Markets and Jumps in Asset Prices
SSRN Electronic Journal
Volatility Clustering, Leverage Effects, and Jumps Dynamics in Emerging Asian Equity Markets
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Financial Clustering in Presence of Dominant Markets
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Equity Markets' Clustering and the Global Financial Crisis
Some Method of Detecting the Jump Clustering Phenomenon in Financial Time Series
Towards a New Paradigm: Stabilising Financial Markets
Intereconomics
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A New Nonparametric Test for the Race Model Inequality
Behavior Research Methods
Developmental
Arts
Psychology
Educational Psychology
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Variance Estimation in Nonparametric Regression With Jump Discontinuities
Journal of Applied Statistics
Uncertainty
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