Anders Vilhelmsson

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2010
Mark Urkund - Utbildande eller endast avskräckande?
Vilhelmsson, Anders ^LU (2010)
- Book/Report › Report
Mark In-sample Properties of the Berkowitz Density Forecast Test
Lindström, Erik ^LU and Vilhelmsson, Anders ^LU (2010) 32. Symposium i Anvendt Statistik p.293-302
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2009
Mark Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model
Vilhelmsson, Anders ^LU (2009) In Econometrics Journal 12(1). p.82-104
- Contribution to journal › Article
Mark Measuring Event Risk
Vilhelmsson, Anders ^LU and Nyberg, Peter (2009) In Journal of Financial Econometrics 7(3). p.265-287
- Contribution to journal › Article
Mark Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis
Vilhelmsson, Anders ^LU and Nossman, Marcus ^LU (2009) In The Journal of Alternative Investments 12(2). p.54-67
- Contribution to journal › Article
2006
Mark GARCH forecasting under different distribution assumptions
Vilhelmsson, Anders ^LU (2006) In Journal of Forecasting 25(8). p.561-578
- Contribution to journal › Article

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