Personalkatalog

Carl Lönnbark

Kontaktinformation
Befattning:	Forskare
Verksam vid:	Handelshögskolan
Avdelning:	Nationalekonomi
Adress:	Umeå universitet SE-901 87 Umeå Sverige
Besöksadress:	Samhällsvetarhuset, Biblioteksgränd 6
E-postadress:	carl.lonnbark@econ.umu.se E-post

Författare	Titel	År	Fulltext
Lönnbark, Carl	On the role of the estimation error in prediction of expected shortfall Journal of Banking & Finance, 37(3): 847-853	2013	-
Holmberg, Ulf Lönnbark, Carl Lundström, Christian	Assessing the profitability of intraday opening range breakout strategies Finance Research Letters, 10(1): 27-33	2013	-
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	-
Lönnbark, Carl Holmberg, Ulf Brännäs, Kurt	Value at risk for large portfolios Finance Research Letters, 8(2): 59-68	2011	Hämta
Lönnbark, Carl	A corrected value-at-risk predictor Applied Economics Letters, 17(12): 1193-1196	2010	-
Lönnbark, Carl	On Risk Prediction	2009	Hämta
Lönnbark, Carl	Uncertainty of multiple period risk predictors	2009	Hämta

Sidansvarig: Marie Hammarstedt
2010-11-02