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Details about Jeffrey Todd Lins

Workplace:Saxo Bank

Access statistics for papers by Jeffrey Todd Lins.

Last updated 2016-08-22. Update your information in the RePEc Author Service.

Short-id: pli447

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Working Papers

2009

  1. Gain/loss asymmetry in time series of individual stock prices and its relationship to the leverage effect
    Papers, arXiv.org Downloads View citations (1)
  2. Temporal structure and gain/loss asymmetry for real and artificial stock indices
    Papers, arXiv.org Downloads View citations (4)

2008

  1. A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
    Papers, arXiv.org Downloads View citations (2)

Journal Articles

2009

  1. Value-at-Risk computation by Fourier inversion with explicit error bounds
    Finance Research Letters, 2009, 6, (2), 95-105 Downloads View citations (5)
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