5
H index
2
i10 index
94
Citations
Lunds Universitet | 5 H index 2 i10 index 94 Citations RESEARCH PRODUCTION: 11 Articles 8 Papers RESEARCH ACTIVITY: 15 years (2006 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwi135 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Wilhelmsson. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Lund University, Department of Economics | 3 |
Post-Print / HAL | 2 |
Year | Title of citing document |
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2023 | Bitcoin 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 |
2023 | Augmenting 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 |
2023 | The 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 |
2023 | The 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 |
2023 | Improving 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 |
2023 | The 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 |
2023 | Reproducibility 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 |
2023 | A 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 |
2023 | Wavelet-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 |
2023 | Reproducibility 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 |
2023 | Another 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 |
2023 | Do 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 |
2023 | Trading 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 |
Year | Title | Type | Cited |
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2018 | The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence In: Financial Management. [Full Text][Citation analysis] | article | 2 |
2010 | Volatility Risk Premium, Risk Aversion, and the Cross?Section of Stock Returns In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
2018 | Enterprise Risk Management and Default Risk: Evidence from the Banking Industry In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 7 |
2009 | Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model In: Econometrics Journal. [Full Text][Citation analysis] | article | 35 |
2021 | Tax avoidance and state ownership — The case of Sweden In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2011 | The pernicious effects of contaminated data in risk management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2010 | The pernicious effects of contaminated data in risk management.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2011 | The Pernicious Effects of Contaminated Data in Risk Management.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2013 | Risk premia: Exact solutions vs. log-linear approximations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2011 | Idiosyncratic Risk and Higher-Order Cumulants In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Systemic Risk and Centrality Revisited: The Role of Interactions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Macro news and long-run volatility expectations In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | Garch forecasting performance under different distribution assumptions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
2009 | Measuring Event Risk In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
2017 | Tax Planning in Partner-owned Close Corporations In: Nordic Tax Journal. [Full Text][Citation analysis] | article | 0 |
2013 | Density Forecasting with Time?Varying Higher Moments: A Model Confidence Set Approach In: Journal of Forecasting. [Citation analysis] | article | 2 |
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