Carl Lönnbark

Publications

Author

Title

Year sorteringsordning

Fulltext

Lönnbark, Carl

Approximation methods for multiple period Value at Risk and Expected Shortfall prediction
Quantitative finance (Print), 16(6): 947-968

2016

-

Lönnbark, Carl

Asymmetry with respect to the memory in stock market volatilities
Empirical Economics, 50(4): 1409-1419

2016

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Lönnbark, Carl

On the role of the estimation error in prediction of expected shortfall
Journal of Banking & Finance, 37(3): 847-853

2013

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Holmberg, Ulf
Lönnbark, Carl
Lundström, Christian

Assessing the profitability of intraday opening range breakout strategies
Finance Research Letters, 10(1): 27-33

2013

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Brännäs, Kurt
De Gooijer, Jan
Lönnbark, Carl; et al.

Simultaneity and asymmetry of returns and volatilities: the emerging Baltic States' stock exchanges
Studies in Nonlinear Dynamics and Econometrics, 16(1)

2012

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Lönnbark, Carl
Holmberg, Ulf
Brännäs, Kurt

Value at risk for large portfolios
Finance Research Letters, 8(2): 59-68

2011

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Lönnbark, Carl

A corrected value-at-risk predictor
Applied Economics Letters, 17(12): 1193-1196

2010

-

Lönnbark, Carl

On Risk Prediction

2009

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Lönnbark, Carl

Uncertainty of multiple period risk predictors

2009

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