Working papers 2024

2024:1 Shchestyuka, Natalya; Tyshchenkob, Sergii "Subdiffusive option price model with Inverse Gaussian subordinator"

2024:2 Drin, Svitlana "Forecast model of the price of a product with a cold start"

2024:3 Karlsson, Sune; Kiss, Tamás; Nguyen, Hoang; Österholm, Pär "US Interest Rates: Are Relations Stable?"

2024:4 Eliasson, Kent; Hansson, Pär; Lindvert, Markus "Regional location of business sector research and development"

2024:5 Koch, Michael; Lodefalk, Magnus "Artificial Intelligence and Worker Stress: Evidence from Germany"

2024:6 Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan "The Method of Moments for
Multivariate Random Sums"

2024:7 Pettersson, Nicklas; Kelemen, Katalin "Yet another case of Nordic exceptionalism?: A quantitative approach to an intra-Nordic and an international comparison of supreme courts’ constitutional reasoning"

2024:8 Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär "VAR Models with Fat Tails and Dynamic Asymmetry"

2024:9 Gulliksson, Mårten; Mazur, Stepan; Oleynik, Anna "Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix"

2024:10 Engberg, Erik; Hellsten, Mark; Javed, Farrukh; Lodefalk, Magnus; Sabolová, Radka; Schroeder, Sarah; Tang, Aili "Artificial Intelligence, Hiring and Employment: Job Postings Evidence from Sweden"