Access Statistics for Anders Wilhelmsson

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry	0	0	0	10	2	2	6	49
Idiosyncratic Risk and Higher-Order Cumulants	0	0	0	22	2	4	5	78
Macro news and long-run volatility expectations	0	0	0	4	3	6	7	33
Non-Standard Errors	0	0	2	44	8	20	40	466
Non-Standard Errors	0	0	0	27	2	8	24	163
Nonstandard Errors	0	1	2	4	5	11	24	38
Nonstandard errors	0	0	1	12	6	12	30	69
Ownership Determinants of Stock Return Volatility	0	1	5	22	1	3	11	46
Systemic Risk and Centrality Revisited: The Role of Interactions	0	0	0	39	3	5	7	68
Systemic Risk and Centrality Revisited:The Role of Interactions	0	0	0	11	3	7	12	32
The Pernicious Effects of Contaminated Data in Risk Management	0	0	0	0	1	4	7	50
The pernicious effects of contaminated data in risk management	0	0	0	0	2	4	5	39
Total Working Papers	0	2	10	195	38	86	178	1,131

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach	0	0	0	0	0	2	2	32
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry	0	1	2	16	0	4	14	90
Garch forecasting performance under different distribution assumptions	0	0	0	151	2	3	8	458
Measuring Event Risk	0	0	0	72	2	2	3	184
Nonstandard Errors	0	1	13	42	5	13	63	161
Risk premia: Exact solutions vs. log-linear approximations	0	0	1	20	2	3	4	78
Tax Planning in Partner-owned Close Corporations	0	0	0	3	0	3	4	22
Tax avoidance and state ownership — The case of Sweden	0	0	0	4	3	3	7	29
The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence	1	2	2	5	2	10	13	62
The pernicious effects of contaminated data in risk management	0	0	1	21	2	3	6	185
Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model	0	0	0	231	3	8	12	703
Volatility Risk Premium, Risk Aversion, and the Cross‐Section of Stock Returns	0	0	0	28	1	4	7	93
Total Journal Articles	1	4	19	593	22	58	143	2,097

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-02-12