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Jeffrey Todd Lins

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This is information that was supplied by Jeffrey Lins in registering through RePEc. If you are Jeffrey Todd Lins , 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: Jeffrey
Middle Name: Todd
Last Name: Lins
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RePEc Short-ID: pli447

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Affiliation

Saxo Bank
Homepage: http://www.saxobank.com
Location: Denmark, Copenhagen

Works

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Working papers

  1. Johannes Vitalis Siven & Jeffrey Todd Lins, 2009. "Gain/loss asymmetry in time series of individual stock prices and its relationship to the leverage effect," Papers 0911.4679, arXiv.org, revised Nov 2009.
  2. Johannes Vitalis Siven & Jeffrey Todd Lins, 2009. "Temporal structure and gain/loss asymmetry for real and artificial stock indices," Papers 0907.0554, arXiv.org.
  3. Johannes Vitalis Siven & Jeffrey Todd Lins & Jonas Lundbek Hansen, 2008. "A multiscale view on inverse statistics and gain/loss asymmetry in financial time series," Papers 0811.3122, arXiv.org.

Articles

  1. Siven, Johannes Vitalis & Lins, Jeffrey Todd & Szymkowiak-Have, Anna, 2009. "Value-at-Risk computation by Fourier inversion with explicit error bounds," Finance Research Letters, Elsevier, vol. 6(2), pages 95-105, June.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

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