Anders Wilhelmsson

Measuring Event Risk

Peter Nyberg, Anders Wilhelmsson, Peter M. Nyberg, 2009 .

Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

Anders Wilhelmsson, Marcus Nossman, Anders Wilhelmsson, 2009, The Journal of Alternative Investments.

Garch forecasting performance under different distribution assumptions

Anders Wilhelmsson, Anders Wilhelmsson, 2006 .

The Pernicious Effects of Contaminated Data in Risk Management

Laurent Frésard, Christophe Pérignon, Laurent Frésard, 2011 .