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2021
Mark Essays on systemic risk and financial market volatility
Krygier, Dominika ^LU (2021) 1.
- Thesis › Doctoral thesis (compilation)
2020
Mark Risk concentration under second order regular variation
Das, Bikramjit and Kratz, Marie ^LU (2020) In Extremes 23.
- Contribution to journal › Article
2011
Mark The Pernicious Effects of Contaminated Data in Risk Management
Vilhelmsson, Anders ^LU ; Perignon, Christophe and Fresard, Laurent (2011) In Journal of Banking & Finance 35(10). p.2569-2583
- Contribution to journal › Article
2009
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