Anders Wilhelmsson

Senior Lecturer, Ph.D.
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  1. Enterprise Risk Management and Default Risk: Evidence from the Banking Industry

    Lundqvist, S. & Anders Wilhelmsson, 2018 Mar 1, In : Journal of Risk and Insurance. 85, 1, p. 127-157 31 p.

    Research output: Contribution to journalArticle

  2. GARCH forecasting under different distribution assumptions

    Anders Vilhelmsson, 2006, In : Journal of Forecasting. 25, 8, p. 561-578

    Research output: Contribution to journalArticle

  3. In-sample Properties of the Berkowitz Density Forecast Test

    Erik Lindström & Anders Vilhelmsson, 2010, Symposium i anvendt Statistik 2010. Peter, L. (ed.). p. 293-302

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  4. Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis

    Anders Vilhelmsson & Nossman, M., 2009, (Accepted/In press) In : The Journal of Alternative Investments. 12, 2, p. 54-67

    Research output: Contribution to journalArticle

  5. Measuring Event Risk

    Anders Vilhelmsson & Nyberg, P., 2009, In : Journal of Financial Econometrics. 7, 3, p. 265-287

    Research output: Contribution to journalArticle

  6. Nonparametric forward-looking value-at-risk

    Nossman, M. & Anders Vilhelmsson, 2014, In : Journal of Risk. 16, 4, p. 103-123

    Research output: Contribution to journalArticle

  7. Risk Premia: Exact Solutions vs. Log-Linear Approximations

    Anders Vilhelmsson & Frederik Lundtofte, 2013, In : Journal of Banking & Finance. 37, 11, p. 4256-4264

    Research output: Contribution to journalArticle

  8. Systemic Risk and Centrality Revisited: The Role of Interactions

    Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019 Mar 3

    Research output: Other contributionMiscellaneous

  9. Systemic Risk and Centrality Revisited: The Role of Interactions

    Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019, 38 p. (Working Papers; no. 2019:4).

    Research output: Working paper

  10. Tax Planning in Partner-owned Close Corporations

    Axel Hilling, Niklas Sandell & Anders Wilhelmsson, 2017 Nov 6, In : Nordic Tax Journal. 1, 1, p. 108-120 13 p.

    Research output: Contribution to journalArticle

  11. The Pernicious Effects of Contaminated Data in Risk Management

    Anders Vilhelmsson, Perignon, C. & Fresard, L., 2011, In : Journal of Banking & Finance. 35, 10, p. 2569-2583

    Research output: Contribution to journalArticle

  12. The Pricing of Financial Instruments in Tax Disputes

    Axel Hilling, Niklas Sandell & Anders Wilhelmsson, 2019 Apr 9, In : Derivatives & Financial Instruments. 21, 2, 11 p.

    Research output: Contribution to journalReview article

  13. The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence

    Håkan Jankensgård & Anders Wilhelmsson, 2018 Mar 7, In : Financial Management. 47, 1, p. 55-79 25 p.

    Research output: Contribution to journalArticle

  14. Urkund - Utbildande eller endast avskräckande?

    Anders Vilhelmsson, 2010, (Unpublished) [Publisher information missing].

    Research output: Book/ReportReport

  15. Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model

    Anders Vilhelmsson, 2009, In : Econometrics Journal. 12, 1, p. 82-104

    Research output: Contribution to journalArticle

  16. Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

    Anders Vilhelmsson & Nyberg, P., 2010, In : Financial Review. p. 1079-1100

    Research output: Contribution to journalArticle