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 1 8 276
Assessing the profitability of intraday opening range breakout strategies 15 35 79 289 74 198 579 1,222
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 0 1 14 264
Identification of jumps in financial price series 0 0 0 32 0 1 9 73
Identi�cation of jumps in �financial price series 0 0 0 7 0 2 18 83
On risk prediction 0 0 0 55 0 1 7 128
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 1 3 9 108
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 0 0 9 202
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 0 9 192
Uncertainty of Multiple Period Risk Measures 0 0 0 45 0 0 9 120
Value at Risk for Large Portfolios 0 0 0 79 0 1 10 169
Total Working Papers 15 35 79 831 75 208 681 2,837

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 2 2 16 137
Total Journal Articles 0 0 0 42 2 2 16 137

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Statistics updated 2026-08-07