Anders Wilhelmsson

Universitetslektor, Doktor
Fler filtreringsmöjligheter
  1. 2019
  2. The Pricing of Financial Instruments in Tax Disputes

    Axel Hilling, Niklas Sandell & Anders Wilhelmsson, 2019 apr 9, I : Derivatives & Financial Instruments. 21, 2, 11 s.

    Forskningsoutput: TidskriftsbidragÖversiktsartikel

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

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

    Forskningsoutput: Övriga bidragÖvrigt

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

    Hossein Asgharian, Krygier, D. & Anders Wilhelmsson, 2019, 38 s. (Working Papers; nr. 2019:4).

    Forskningsoutput: Working paper

  5. 2018
  6. The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence

    Håkan Jankensgård & Anders Wilhelmsson, 2018 mar 7, I : Financial Management. 47, 1, s. 55-79 25 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  7. Enterprise Risk Management and Default Risk: Evidence from the Banking Industry

    Lundqvist, S. & Anders Wilhelmsson, 2018 mar 1, I : Journal of Risk and Insurance. 85, 1, s. 127-157 31 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  8. 2017
  9. Tax Planning in Partner-owned Close Corporations

    Axel Hilling, Niklas Sandell & Anders Wilhelmsson, 2017 nov 6, I : Nordic Tax Journal. 1, 1, s. 108-120 13 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  10. 2015
  11. 2014
  12. Nonparametric forward-looking value-at-risk

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  13. 2013
  14. Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach

    Anders Vilhelmsson, 2013, I : Journal of Forecasting. 32, 1, s. 19-31

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

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

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  16. 2011
  17. The Pernicious Effects of Contaminated Data in Risk Management

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  18. 2010
  19. In-sample Properties of the Berkowitz Density Forecast Test

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

    Forskningsoutput: Kapitel i bok/rapport/Conference proceedingKonferenspaper i proceeding

  20. Urkund - Utbildande eller endast avskräckande?

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

    Forskningsoutput: Bok/rapportRapport

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

    Anders Vilhelmsson & Nyberg, P., 2010, I : Financial Review. s. 1079-1100

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  22. 2009
  23. 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) I : The Journal of Alternative Investments. 12, 2, s. 54-67

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  24. Measuring Event Risk

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

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

    Anders Vilhelmsson, 2009, I : Econometrics Journal. 12, 1, s. 82-104

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  26. 2006
  27. GARCH forecasting under different distribution assumptions

    Anders Vilhelmsson, 2006, I : Journal of Forecasting. 25, 8, s. 561-578

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift