Anders Wilhelmsson
Names
| first: |
Anders |
| last: |
Wilhelmsson |
Identifer
Contact
Affiliations
-
Lunds Universitet
/ Ekonomihögskolan
/ Nationalekonomiska Institutionen
Research profile
author of:
- The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence (RePEc:bla:finmgt:v:47:y:2018:i:1:p:55-79)
by HÃ¥kan JankensgÃ¥rd & Anders Vilhelmsson - Volatility Risk Premium, Risk Aversion, and the Cross‐Section of Stock Returns (RePEc:bla:finrev:v:45:y:2010:i:4:p:1079-1100)
by Peter Nyberg & Anders Wilhelmsson - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Enterprise Risk Management and Default Risk: Evidence from the Banking Industry (RePEc:bla:jrinsu:v:85:y:2018:i:1:p:127-157)
by Sara A. Lundqvist & Anders Vilhelmsson - Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model (RePEc:ect:emjrnl:v:12:y:2009:i:1:p:82-104)
by Anders Wilhelmsson - Tax avoidance and state ownership — The case of Sweden (RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003402)
by Hilling, Axel & Lundtofte, Frederik & Sandell, Niklas & Sonnerfeldt, Amanda & Vilhelmsson, Anders - The pernicious effects of contaminated data in risk management (RePEc:eee:jbfina:v:35:y:2011:i:10:p:2569-2583)
by Frésard, Laurent & Pérignon, Christophe & Wilhelmsson, Anders - Risk premia: Exact solutions vs. log-linear approximations (RePEc:eee:jbfina:v:37:y:2013:i:11:p:4256-4264)
by Lundtofte, Frederik & Wilhelmsson, Anders - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- The pernicious effects of contaminated data in risk management (RePEc:hal:journl:hal-00554131)
by Laurent Fresard & C. Pérignon & A. Wilhelmsson - The Pernicious Effects of Contaminated Data in Risk Management (RePEc:hal:journl:hal-00630301)
by Christophe Pérignon & Laurent Fresard & Anders Wilhelmsson - Nonstandard Errors (RePEc:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Idiosyncratic Risk and Higher-Order Cumulants (RePEc:hhs:lunewp:2011_033)
by Lundtofte, Frederik & Wilhelmsson, Anders - Systemic Risk and Centrality Revisited: The Role of Interactions (RePEc:hhs:lunewp:2019_004)
by Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Enterprise Risk Management and Default Risk: Evidence from the Banking Industry (RePEc:hhs:luwick:2016_002)
by Lundqvist, Sara & Vilhelmsson, Anders - Ownership Determinants of Stock Return Volatility (RePEc:hhs:luwick:2016_003)
by Jankensgård, Håkan & Vilhelmsson, Anders - Systemic Risk and Centrality Revisited:The Role of Interactions (RePEc:hhs:luwick:2019_001)
by Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders - Macro news and long-run volatility expectations (RePEc:hhs:luwick:2020_001)
by Vilhelmsson, Anders - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Garch forecasting performance under different distribution assumptions (RePEc:jof:jforec:v:25:y:2006:i:8:p:561-578)
by Anders Wilhelmsson - Measuring Event Risk (RePEc:oup:jfinec:v:7:y:2009:i:3:p:265-287)
by Peter Nyberg & Anders Wilhelmsson - Tax Planning in Partner-owned Close Corporations (RePEc:vrs:notajo:v:2017:y:2017:i:1:p:108-120:n:8)
by Hilling Axel & Sandell Niklas & Vilhelmsson Anders - Density Forecasting with Time‐Varying Higher Moments: A Model Confidence Set Approach (RePEc:wly:jforec:v:32:y:2013:i:1:p:19-31)
by Anders Wilhelmsson