Case: Seasonality at the Oslo Stock Exchange

Lecture

• Lecture notes
• Slides

Exercises

• Exercises

Stock Market Data

• market_portfolio_returns_monthly.txt
• market_portfolio_returns_daily.txt
• ew monthly
• ew daily

Programs

• daily.m
• monthly.m

R

• daily_differences.R
• fri_thir.R
• january.R