Details about Carl Lönnbark

Access statistics for papers by Carl Lönnbark.

Last updated 2012-09-13. Update your information in the RePEc Author Service.

Short-id: pln4

Working Papers

2012

1. Assessing the profitability of intraday opening range breakout strategies
   Umeå Economic Studies, Umeå University, Department of Economics View citations (3)
2. On the role of the estimation error in prediction of expected shortfall
   Umeå Economic Studies, Umeå University, Department of Economics

2011

3. Identification of jumps in financial price series
   Umeå Economic Studies, Umeå University, Department of Economics
4. Identi�cation of jumps in �financial price series
   MPRA Paper, University Library of Munich, Germany

2009

5. On risk prediction
   Umeå Economic Studies, Umeå University, Department of Economics
6. Profitability of Technical Trading Rules on the Baltic Stock Markets
   Umeå Economic Studies, Umeå University, Department of Economics
7. Uncertainty of Multiple Period Risk Measures
   Umeå Economic Studies, Umeå University, Department of Economics
8. Value at Risk for Large Portfolios
   Umeå Economic Studies, Umeå University, Department of Economics

2008

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

2007

10. Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
    Umeå Economic Studies, Umeå University, Department of Economics View citations (5)

2006

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

Journal Articles

2011

1. Value at Risk and Expected Shortfall for large portfolios
   Finance Research Letters, 2011, 8, (2), 59-68 View citations (1)