Details about Carl Lönnbark

Access statistics for papers by Carl Lönnbark.

Last updated 2009-10-18. Update your information in the RePEc Author Service.

Short-id: pln4

Working Papers

2009

1. On risk prediction
   Umeå Economic Studies, Umeå University, Department of Economics
2. Profitability of Technical Trading Rules on the Baltic Stock Markets
   Umeå Economic Studies, Umeå University, Department of Economics
3. Uncertainty of Multiple Period Risk Measures
   Umeå Economic Studies, Umeå University, Department of Economics
4. Value at Risk for Large Portfolios
   Umeå Economic Studies, Umeå University, Department of Economics

2008

5. A Corrected Value-at-Risk Predictor
   Umeå Economic Studies, Umeå University, Department of Economics

2007

6. Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
   Umeå Economic Studies, Umeå University, Department of Economics

2006

7. Effects of Explanatory Variables in Count Data Moving Average Models
   Umeå Economic Studies, Umeå University, Department of Economics