Access Statistics for Carl Lönnbark

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Corrected Value-at-Risk Predictor 0 0 0 89 0 0 0 268
Assessing the profitability of intraday opening range breakout strategies 6 13 24 210 24 45 85 643
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 0 0 0 250
Identification of jumps in financial price series 0 0 0 32 0 0 2 64
Identi�cation of jumps in �financial price series 0 0 0 7 0 1 3 65
On risk prediction 0 0 0 55 0 0 0 121
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 0 1 4 99
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 0 0 3 193
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 1 2 183
Uncertainty of Multiple Period Risk Measures 0 0 0 45 0 0 0 111
Value at Risk for Large Portfolios 0 0 0 79 1 1 2 159
Total Working Papers 6 13 24 752 25 49 101 2,156


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Value at Risk and Expected Shortfall for large portfolios 0 0 0 42 0 1 1 121
Total Journal Articles 0 0 0 42 0 1 1 121


Statistics updated 2025-08-05