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Kjartan Kloster Osmundsen
Kjartan Kloster Osmundsen
PhD in Statistics, University of Stavanger
Verified email at uis.no
Title
Cited by
Cited by
Year
Using expected shortfall for credit risk regulation
KK Osmundsen
Journal of International Financial Markets, Institutions and Money 57, 80-93, 2018
102018
Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices
KK Osmundsen, TS Kleppe, R Liesenfeld, A Oglend
Econometrics 9 (4), 40, 2021
22021
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
22021
Credit Risk Modelling with Expected Shortfall-A Simulation-based Portfolio Analysis
KK Osmundsen
NTNU, 2016
22016
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
12021
Essays in statistics and econometrics
KK Osmundsen
Stavanger: Universitety of Stavanger, 2020
2020
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Articles 1–6