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- 2004
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Mark
Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
(
- Contribution to journal › Article
-
Mark
The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
(
- Contribution to journal › Article
- 2003
-
Mark
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
2003) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
2003) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
A Simple Continuous Measure of Credit Risk
2003) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
The hedging performance of electricity futures on the Nordic power exchange
(
- Contribution to journal › Article
- 2002
-
Mark
Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
(
- Contribution to journal › Article
- 2000
-
Mark
Essays on Financial Markets
(
- Thesis › Doctoral thesis (compilation)
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Mark
Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
2000) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?
2000) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper