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Lönnbark, Carl's
Scholarly Papers
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Total Downloads
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Total
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1.
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Hellström, Jörgen Umeå University - Department of Economics Lönnbark, Carl Swedbank
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90
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Financial econometrics, jumps, realized variance, bipower variation, stock price
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2.
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Lönnbark, Carl Swedbank Soultanaeva, Albina University of Umea - Department of Economics
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57
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Baltic stock markets, technical trading rules, block bootstrap
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3.
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Brannas, Kurt University of Umea - Department of Economics Lönnbark, Carl Swedbank
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13 Dec 08
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Last Revised:
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19 Oct 09
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16
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INMA model, Marginal effect, Intra-day, Financial data
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4.
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Lönnbark, Carl Swedbank
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12
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Backtesting, Delta method, Finance, GARCH, Risk Management
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5.
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Brannas, Kurt University of Umea - Department of Economics De Gooijer, Jan G. University of Amsterdam - Department of Quantitative Economics (KE) Lönnbark, Carl Swedbank Soultanaeva, Albina University of Umea - Department of Economics
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Time series, nonlinear, multivariate, finance, value at risk, portfolio allocation
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6.
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Lönnbark, Carl Swedbank Holmberg, Ulf E. University of Umea - Department of Economics Brannas, Kurt University of Umea - Department of Economics
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18 Oct 09
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Last Revised:
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19 Mar 12
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Demand, Supply, Liquidity Risk, Limit Order Book, Bank, Sweden
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7.
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Lönnbark, Carl Swedbank
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Estimation Error, Finance, GARCH, Prediction, Risk Management
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8.
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Lönnbark, Carl Swedbank
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Asymmetry, Estimation Error, Finance, GJR-GARCH, Prediction, Risk Management
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Records 1 -
8
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