Anders Vilhelmsson
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- 2013
-
Mark
Risk Premia: Exact Solutions vs. Log-Linear Approximations
(
- Contribution to journal › Article
-
Mark
Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach
(
- Contribution to journal › Article
- 2011
-
Mark
The Pernicious Effects of Contaminated Data in Risk Management
(
- Contribution to journal › Article
- 2010
-
Mark
Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns
(
- Contribution to journal › Article
-
Mark
Urkund - Utbildande eller endast avskräckande?
2010)(
- Book/Report › Report
-
Mark
In-sample Properties of the Berkowitz Density Forecast Test
(
- 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
(
- Contribution to journal › Article
-
Mark
Measuring Event Risk
(
- Contribution to journal › Article
-
Mark
Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis
(
- Contribution to journal › Article
- 2006
-
Mark
GARCH forecasting under different distribution assumptions
(
- Contribution to journal › Article