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Information about:
Anders Wilhelmsson

Personal Details | Affiliation | Works
This is information that was supplied by Anders Wilhelmsson in registering through RePEc. If you are Anders Wilhelmsson , 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: Anders
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Last Name: Wilhelmsson
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RePEc Short-ID: pwi135

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Homepage: http://www.nek.lu.se/NEKavi/Default.htm
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Works

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Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Peter Nyberg & Anders Wilhelmsson, 2009. "Measuring Event Risk," Journal of Financial Econometrics, Oxford University Press, vol. 7(3), pages 265-287, Summer. [Downloadable!] (restricted)

  2. Anders Wilhelmsson, 2009. "Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 82-104, 03. [Downloadable!] (restricted)

  3. Anders Wilhelmsson, 2006. "Garch forecasting performance under different distribution assumptions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(8), pages 561-578. [Downloadable!]

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This page was last updated on 2009-11-30.

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.