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Wilhelmsson, Anders
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Lundtofte, Frederik
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Nyberg, Peter
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ECONIS (ZBW)
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1
Idiosyncratic risk and higher-order cumulants
Lundtofte, Frederik
;
Wilhelmsson, Anders
-
2011
Persistent link: https://www.econbiz.de/10009310802
Saved in:
2
Density forecasting with time-varying higher moments : a model confidence set approach
Wilhelmsson, Anders
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10009758731
Saved in:
3
Risk premia : exact solutions vs. log-linear approximations
Lundtofte, Frederik
;
Wilhelmsson, Anders
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4256-4264
Persistent link: https://www.econbiz.de/10010245574
Saved in:
4
The pernicious effects of contaminated data in risk management
Frésard, Laurent
;
Pérignon, Christophe
;
Wilhelmsson, …
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2569-2583
Persistent link: https://www.econbiz.de/10009273284
Saved in:
5
Volatility risk premium, risk aversion, and the cross-section of stock returns
Nyberg, Peter
;
Wilhelmsson, Anders
- In:
The financial review : the official publication of the …
45
(
2010
)
4
,
pp. 1079-1100
Persistent link: https://www.econbiz.de/10008698944
Saved in:
6
Value at risk with time varying variance, skewness and kurtosis : the NIG-ACD model
Wilhelmsson, Anders
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10003841973
Saved in:
7
Measuring event risk
Nyberg, Peter
;
Wilhelmsson, Anders
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
Saved in:
8
Is the VIX futures market able to predict the VIX index? : a test of the expectation hypothesis
Nossman, Marcus
;
Wilhelmsson, Anders
- In:
The journal of alternative investments
12
(
2009/10
)
2
,
pp. 54-67
Persistent link: https://www.econbiz.de/10003961078
Saved in:
9
Garch forecasting performance under different distribution assumptions
Wilhelmsson, Anders
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 561-578
Persistent link: https://www.econbiz.de/10003402056
Saved in:
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