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 6 7 275
Assessing the profitability of intraday opening range breakout strategies 4 8 49 243 55 165 349 931
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 2 5 11 261
Identification of jumps in financial price series 0 0 0 32 0 7 8 72
Identi�cation of jumps in �financial price series 0 0 0 7 3 10 14 77
On risk prediction 0 0 0 55 1 3 5 126
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 1 4 5 103
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 2 5 7 200
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 6 7 189
Uncertainty of Multiple Period Risk Measures 0 0 0 45 0 6 8 119
Value at Risk for Large Portfolios 0 0 0 79 2 5 7 165
Total Working Papers 4 8 49 785 66 222 428 2,518


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 4 10 12 132
Total Journal Articles 0 0 0 42 4 10 12 132


Statistics updated 2026-03-04