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 88 0 1 5 265
Assessing the profitability of intraday opening range breakout strategies 1 1 18 152 10 16 66 449
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 0 0 2 248
Identification of jumps in financial price series 0 0 1 32 1 2 5 59
Identi�cation of jumps in �financial price series 0 0 0 7 0 0 3 57
On risk prediction 0 0 0 55 0 1 7 117
On the role of the estimation error in prediction of expected shortfall 0 0 0 31 0 0 1 93
Profitability of Technical Trading Rules on the Baltic Stock Markets 0 0 0 85 0 0 5 183
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 51 0 3 3 176
Uncertainty of Multiple Period Risk Measures 0 0 0 44 0 0 5 108
Value at Risk for Large Portfolios 0 0 0 79 0 2 5 154
Total Working Papers 1 1 19 690 11 25 107 1,909


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 39 0 0 1 111
Total Journal Articles 0 0 0 39 0 0 1 111


Statistics updated 2021-01-03