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	3	10	1	2	10	44
Idiosyncratic Risk and Higher-Order Cumulants	0	0	0	22	0	0	0	73
Macro news and long-run volatility expectations	0	0	0	4	0	0	2	26
Non-Standard Errors	0	0	1	42	6	12	56	432
Non-Standard Errors	0	1	4	27	4	16	81	143
Nonstandard Errors	0	2	2	2	0	11	14	14
Nonstandard errors	0	1	11	11	4	11	43	43
Ownership Determinants of Stock Return Volatility	1	3	9	18	3	8	15	38
Systemic Risk and Centrality Revisited: The Role of Interactions	0	0	1	39	0	1	2	61
Systemic Risk and Centrality Revisited:The Role of Interactions	0	0	1	11	2	3	4	22
The Pernicious Effects of Contaminated Data in Risk Management	0	0	0	0	0	0	0	43
The pernicious effects of contaminated data in risk management	0	0	0	0	0	0	1	34
Total Working Papers	1	7	32	186	20	64	228	973

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	0	0	30
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry	0	0	2	14	2	6	12	78
Garch forecasting performance under different distribution assumptions	0	1	1	151	0	1	2	450
Measuring Event Risk	0	1	1	72	0	1	1	181
Nonstandard Errors	2	7	31	31	8	24	106	106
Risk premia: Exact solutions vs. log-linear approximations	0	0	1	19	0	0	2	74
Tax Planning in Partner-owned Close Corporations	0	0	0	3	0	0	1	18
Tax avoidance and state ownership — The case of Sweden	0	0	0	4	1	1	3	23
The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence	0	0	0	3	2	2	2	51
The pernicious effects of contaminated data in risk management	0	0	0	20	0	1	3	179
Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model	0	0	0	231	0	2	6	691
Volatility Risk Premium, Risk Aversion, and the Cross‐Section of Stock Returns	0	0	0	28	1	1	4	87
Total Journal Articles	2	9	36	576	14	39	142	1,968

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-03-03