| Using expected shortfall for credit risk regulation KK Osmundsen Journal of International Financial Markets, Institutions and Money 57, 80-93, 2018 | 13 | 2018 |
| Estimating the competitive storage model with stochastic trends in commodity prices KK Osmundsen, TS Kleppe, R Liesenfeld, A Oglend Econometrics 9 (4), 40, 2021 | 3 | 2021 |
| Importance sampling-based transport map Hamiltonian Monte Carlo for Bayesian hierarchical models KK Osmundsen, TS Kleppe, R Liesenfeld Journal of Computational and Graphical Statistics 30 (4), 906-919, 2021 | 2 | 2021 |
| MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood KK Osmundsen, TS Kleppe, A Oglend Communications in Statistics-Simulation and Computation 50 (3), 669-690, 2021 | 2 | 2021 |
| Pseudo-marginal Hamiltonian Monte Carlo with efficient importance sampling KK Osmundsen, TS Kleppe, R Liesenfeld SSRN, 2019 | 2 | 2019 |
| Credit Risk Modelling with Expected Shortfall-A Simulation-based Portfolio Analysis KK Osmundsen NTNU, 2016 | 2 | 2016 |
| Essays in statistics and econometrics KK Osmundsen Stavanger: Universitety of Stavanger, 2020 | | 2020 |
