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Espen Sirnes

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This is information that was supplied by Espen Sirnes in registering through RePEc. If you are Espen Sirnes , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Espen
Middle Name:
Last Name: Sirnes
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RePEc Short-ID: psi598

Email:
Homepage: http://espensirnes.blogspot.no/
Postal Address:
Phone:

Affiliation

Handelshøgskolen
Universitetet i Tromsø
Location: Tromsø, Norway
Homepage: http://uit.no/hht
Email:
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Postal:
Handle: RePEc:edi:hhuitno (more details at EDIRC)

Works

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Working papers

  1. Martin Rypdal & Espen Sirnes & Ola L{\o}vsletten & Kristoffer Rypdal, 2012. "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Papers 1202.4877, arXiv.org.
  2. Sirnes, Espen, 1997. "Theories and Tests for Bubbles," MPRA Paper 53464, University Library of Munich, Germany, revised 1997.

Articles

  1. Rypdal, Martin & Sirnes, Espen & Løvsletten, Ola & Rypdal, Kristoffer, 2013. "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3335-3343.
  2. Sirnes, Espen, 2011. "Why falling information costs may increase demand for index funds," Review of Financial Economics, Elsevier, vol. 20(1), pages 37-47, January.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2012-02-27. Author is listed

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