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Information about:
Carl Lönnbark

Personal Details | Affiliation | Works
This is information that was supplied by Carl Lönnbark in registering through RePEc. If you are Carl Lönnbark , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Carl
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Last Name: Lönnbark
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RePEc Short-ID: pln4

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Affiliation

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No affiliation has been provided

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Lönnbark, Carl, 2009. "On risk prediction," UmeÃ¥ Economic Studies 770, Umeå University, Department of Economics. [Downloadable!]

  2. Lönnbark, Carl & Soultanaeva, Albina, 2009. "Profitability of Technical Trading Rules on the Baltic Stock Markets," UmeÃ¥ Economic Studies 761, Umeå University, Department of Economics. [Downloadable!]

  3. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," UmeÃ¥ Economic Studies 769, Umeå University, Department of Economics. [Downloadable!]

  4. Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," UmeÃ¥ Economic Studies 768, Umeå University, Department of Economics. [Downloadable!]

  5. Lönnbark, Carl, 2008. "A Corrected Value-at-Risk Predictor," UmeÃ¥ Economic Studies 734, Umeå University, Department of Economics. [Downloadable!]

  6. Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," UmeÃ¥ Economic Studies 725, Umeå University, Department of Economics. [Downloadable!]

  7. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics. [Downloadable!]

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2009-04-05
  2. NEP-ECM: Econometrics (2) 2006-04-22 2008-04-15 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2006-04-22
  4. NEP-FIN: Finance (1) 2006-04-22
  5. NEP-FMK: Financial Markets (1) 2009-01-24
  6. NEP-FOR: Forecasting (1) 2009-05-23
  7. NEP-MST: Market Microstructure (1) 2009-01-24
  8. NEP-RMG: Risk Management (4) 2007-11-24 2008-04-15 2009-04-05 2009-04-05 Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2008-04-15
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This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.