Anders Wilhelmsson : Citation Profile


Are you Anders Wilhelmsson?

Lunds Universitet

5

H index

2

i10 index

94

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 6
   Journals where Anders Wilhelmsson has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi135
   Updated: 2024-01-16    RAS profile: 2021-12-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Schwarz, Marco (3)

Gehrig, Thomas (3)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Ferrara, Gerardo (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Gerritsen, Dirk (2)

Brownlees, Christian (2)

Zhou, Chen (2)

Wolff, Christian (2)

Regis, Luca (2)

Frömmel, Michael (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

He, Xuezhong (Tony) (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Dumitrescu, Ariadna (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

Ait-Sahalia, Yacine (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Kassner, Bernhard (2)

Park, Andreas (2)

Deev, Oleg (2)

van Kervel, Vincent (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Walther, Thomas (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

Liew, Chee (2)

Chernov, Mikhail (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

Gorbenko, Arseny (2)

Bos, Charles (2)

Taylor, Nick (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Lajaunie, Quentin (2)

Smales, Lee (2)

Roy, Saurabh (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Schenk-Hoppé, Klaus (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Dimpfl, Thomas (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Moinas, Sophie (2)

Johannesson, Magnus (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Wilhelmsson.

Is cited by:

Kočenda, Evžen (4)

Hanousek, Jan (4)

Gabrielsen, Alexandros (4)

Lee, Chien-Chiang (3)

Zagaglia, Paolo (3)

Liu, Zhuoshi (3)

Huber, Christoph (3)

Anatolyev, Stanislav (2)

Lisi, Francesco (2)

Ruiz, Esther (2)

Chan, Felix (2)

Cites to:

Campbell, John (9)

Perignon, Christophe (8)

Bollerslev, Tim (8)

Engle, Robert (6)

Johannesson, Magnus (4)

Andersen, Torben (4)

Ho, Teck (4)

Dreber, Anna (4)

Mehra, Rajnish (4)

Hurlin, Christophe (4)

Saavedra, Martin (3)

Main data


Where Anders Wilhelmsson has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Lund University, Department of Economics3
Post-Print / HAL2

Recent works citing Anders Wilhelmsson (2024 and 2023)


YearTitle of citing document
2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

Full description at Econpapers || Download paper

2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

Full description at Econpapers || Download paper

2023The effect of enterprise risk management on corporate risk management. (2023). Yun, Jiyeon. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003227.

Full description at Econpapers || Download paper

2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

Full description at Econpapers || Download paper

2023The value of (private) investor relations during the COVID-19 crisis. (2023). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000504.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

Full description at Econpapers || Download paper

2023A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6.

Full description at Econpapers || Download paper

2023Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00292-3.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

Full description at Econpapers || Download paper

2023Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets. (2023). Apergis, Nicholas ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1137-1155.

Full description at Econpapers || Download paper

2023Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

Full description at Econpapers || Download paper

2023Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100.

Full description at Econpapers || Download paper

Works by Anders Wilhelmsson:


YearTitleTypeCited
2018The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence In: Financial Management.
[Full Text][Citation analysis]
article2
2010Volatility Risk Premium, Risk Aversion, and the Cross?Section of Stock Returns In: The Financial Review.
[Full Text][Citation analysis]
article1
2018Enterprise Risk Management and Default Risk: Evidence from the Banking Industry In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article7
2009Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model In: Econometrics Journal.
[Full Text][Citation analysis]
article35
2021Tax avoidance and state ownership — The case of Sweden In: Economics Letters.
[Full Text][Citation analysis]
article0
2011The pernicious effects of contaminated data in risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
2010The pernicious effects of contaminated data in risk management.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2011The Pernicious Effects of Contaminated Data in Risk Management.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2013Risk premia: Exact solutions vs. log-linear approximations In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
paper4
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2011Idiosyncratic Risk and Higher-Order Cumulants In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Systemic Risk and Centrality Revisited: The Role of Interactions In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Macro news and long-run volatility expectations In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
paper0
2006Garch forecasting performance under different distribution assumptions In: Journal of Forecasting.
[Full Text][Citation analysis]
article26
2009Measuring Event Risk In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article6
2017Tax Planning in Partner-owned Close Corporations In: Nordic Tax Journal.
[Full Text][Citation analysis]
article0
2013Density Forecasting with Time?Varying Higher Moments: A Model Confidence Set Approach In: Journal of Forecasting.
[Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team