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 1 269
Assessing the profitability of intraday opening range breakout strategies 3 19 46 235 20 89 194 766
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 2 6 6 256
Identification of jumps in financial price series 0 0 0 32 0 1 2 65
Identi�cation of jumps in �financial price series 0 0 0 7 1 2 5 67
On risk prediction 0 0 0 55 0 2 2 123
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 0 0 3 99
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 0 2 4 195
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 0 1 183
Uncertainty of Multiple Period Risk Measures 0 0 0 45 1 2 2 113
Value at Risk for Large Portfolios 0 0 0 79 1 1 3 160
Total Working Papers 3 19 46 777 25 106 223 2,296


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 1 1 2 122
Total Journal Articles 0 0 0 42 1 1 2 122


Statistics updated 2025-12-06