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Carl Lönnbark

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

Personal Details

First Name: Carl
Middle Name:
Last Name: Lönnbark
Suffix:

RePEc Short-ID: pln4

Email: [This author has chosen not to make the email address public]
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Postal Address:
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Affiliation

Institutionen för Nationalekonomi
Umeå Universitet
Location: Umeå, Sweden
Homepage: http://www.econ.umu.se/
Email:
Phone: 090 - 786 61 42
Fax: 090 - 77 23 02
Postal: 901 87 Umeå
Handle: RePEc:edi:inumuse (more details at EDIRC)

Works

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Working papers

  1. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012. "Assessing the profitability of intraday opening range breakout strategies," UmeÃ¥ Economic Studies 845, Umeå University, Department of Economics.
  2. Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," UmeÃ¥ Economic Studies 844, Umeå University, Department of Economics.
  3. Hellström, Jörgen & Lönnbark, Carl, 2011. "Identi�cation of jumps in �financial price series," MPRA Paper 30977, University Library of Munich, Germany.
  4. Hellström, Jörgen & Lönnbark, Carl, 2011. "Identification of jumps in financial price series," UmeÃ¥ Economic Studies 827, Umeå University, Department of Economics.
  5. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," UmeÃ¥ Economic Studies 769, Umeå University, Department of Economics.
  6. Lönnbark, Carl, 2009. "On risk prediction," UmeÃ¥ Economic Studies 770, Umeå University, Department of Economics.
  7. Lönnbark, Carl & Soultanaeva, Albina, 2009. "Profitability of Technical Trading Rules on the Baltic Stock Markets," UmeÃ¥ Economic Studies 761, Umeå University, Department of Economics.
  8. Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," UmeÃ¥ Economic Studies 768, Umeå University, Department of Economics.
  9. Lönnbark, Carl, 2008. "A Corrected Value-at-Risk Predictor," UmeÃ¥ Economic Studies 734, Umeå University, Department of Economics.
  10. 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.
  11. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics.

Articles

  1. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2011. "Value at Risk and Expected Shortfall for large portfolios," Finance Research Letters, Elsevier, vol. 8(2), pages 59-68, June.

NEP Fields

11 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 (3) 2006-04-22 2008-04-15 2011-05-30. Author is listed
  3. NEP-ENE: Energy Economics (1) 2012-09-03
  4. NEP-ETS: Econometric Time Series (1) 2006-04-22
  5. NEP-FIN: Finance (1) 2006-04-22
  6. NEP-FMK: Financial Markets (2) 2009-01-24 2012-08-23
  7. NEP-FOR: Forecasting (2) 2009-05-23 2012-08-23
  8. NEP-MST: Market Microstructure (3) 2009-01-24 2011-05-30 2012-09-03. Author is listed
  9. NEP-RMG: Risk Management (5) 2007-11-24 2008-04-15 2009-04-05 2009-04-05 2012-08-23. Author is listed
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2008-04-15

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