IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Carl Lönnbark

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
RePEc Short-ID:pln4
[This author has chosen not to make the email address public]
Umeå, Sweden

: 090 - 786 61 42
090 - 77 23 02
901 87 Umeå
RePEc:edi:inumuse (more details at EDIRC)
in new window
  1. Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies 844, Umeå University, Department of Economics.
  2. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012. "Assessing the profitability of intraday opening range breakout strategies," Umeå Economic Studies 845, Umeå University, Department of Economics.
  3. Hellström, Jörgen & Lönnbark, Carl, 2011. "Identification of jumps in financial price series," Umeå Economic Studies 827, Umeå University, Department of Economics.
  4. Hellström, Jörgen & Lönnbark, Carl, 2011. "Identi�cation of jumps in �financial price series," MPRA Paper 30977, University Library of Munich, Germany.
  5. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," Umeå Economic Studies 769, Umeå University, Department of Economics.
  6. Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies 768, Umeå University, Department of Economics.
  7. Lönnbark, Carl & Soultanaeva, Albina, 2009. "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies 761, Umeå University, Department of Economics.
  8. Lönnbark, Carl, 2009. "On risk prediction," Umeå Economic Studies 770, Umeå University, Department of Economics.
  9. Lönnbark, Carl, 2008. "A Corrected Value-at-Risk Predictor," Umeå 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," Umeå Economic Studies 725, Umeå University, Department of Economics.
  11. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," Umeå Economic Studies 679, Umeå University, Department of Economics.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2007-11-24 2008-04-15 2009-04-05 2009-04-05 2012-08-23. Author is listed
  2. NEP-ECM: Econometrics (3) 2006-04-22 2008-04-15 2011-05-30. Author is listed
  3. NEP-MST: Market Microstructure (3) 2009-01-24 2011-05-30 2012-09-03. Author is listed
  4. NEP-FMK: Financial Markets (2) 2009-01-24 2012-08-23
  5. NEP-FOR: Forecasting (2) 2009-05-23 2012-08-23
  6. NEP-CMP: Computational Economics (1) 2009-04-05
  7. NEP-ENE: Energy Economics (1) 2012-09-03
  8. NEP-ETS: Econometric Time Series (1) 2006-04-22
  9. NEP-FIN: Finance (1) 2006-04-22
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2008-04-15

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Carl Lönnbark should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.