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 3 5 12 194 5 10 37 582
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 1 2 64
Identi�cation of jumps in �financial price series 0 0 0 7 1 1 1 63
On risk prediction 0 0 0 55 0 0 1 121
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 2 2 3 98
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 1 2 5 193
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 0 1 182
Uncertainty of Multiple Period Risk Measures 0 0 0 45 0 0 0 111
Value at Risk for Large Portfolios 0 0 0 79 0 1 1 158
Total Working Papers 3 5 12 736 9 17 51 2,090


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 1 42 0 0 1 120
Total Journal Articles 0 0 1 42 0 0 1 120


Statistics updated 2025-03-03