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 5 6 6 274
Assessing the profitability of intraday opening range breakout strategies 1 11 45 236 63 123 252 829
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 1 7 7 257
Identification of jumps in financial price series 0 0 0 32 1 2 3 66
Identi�cation of jumps in �financial price series 0 0 0 7 2 4 7 69
On risk prediction 0 0 0 55 1 2 3 124
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 1 1 4 100
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 2 2 6 197
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 2 4 4 115
Value at Risk for Large Portfolios 0 0 0 79 2 3 5 162
Total Working Papers 1 11 45 778 80 154 298 2,376


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 3 4 124
Total Journal Articles 0 0 0 42 2 3 4 124


Statistics updated 2026-01-09