| GARCH forecasting performance under different distribution assumptions A Wilhelmsson Journal of Forecasting 25 (8), 561-578, 2006 | 159 | 2006 |
| Enterprise risk management and default risk: Evidence from the banking industry SA Lundqvist, A Vilhelmsson Journal of Risk and Insurance 85 (1), 127-157, 2018 | 105 | 2018 |
| Value at Risk with time varying variance, skewness and kurtosis—the NIG‐ACD model A Wilhelmsson The Econometrics Journal 12 (1), 82-104, 2009 | 76 | 2009 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 62 | 2024 |
| Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis M Nossman, A Wilhelmsson The Journal of Alternative Investments 12 (2), 54, 2009 | 45 | 2009 |
| The shareholder base hypothesis of stock return volatility: empirical evidence H Jankensgård, A Vilhelmsson Financial Management 47 (1), 55-79, 2018 | 27* | 2018 |
| The pernicious effects of contaminated data in risk management L Frésard, C Pérignon, A Wilhelmsson Journal of Banking & Finance 35 (10), 2569-2583, 2011 | 25 | 2011 |
| Tax avoidance and state ownership—The case of Sweden A Hilling, F Lundtofte, N Sandell, A Sonnerfeldt, A Vilhelmsson Economics Letters 208, 110063, 2021 | 16 | 2021 |
| Density forecasting with time‐varying higher moments: a model confidence set approach A Wilhelmsson Journal of Forecasting 32 (1), 19-31, 2013 | 16 | 2013 |
| Volatility Risk Premium, Risk Aversion, and the Cross‐Section of Stock Returns P Nyberg, A Wilhelmsson Financial Review 45 (4), 1079-1100, 2010 | 14 | 2010 |
| Measuring event risk P Nyberg, A Wilhelmsson Journal of Financial Econometrics 7 (3), 265-287, 2009 | 12 | 2009 |
| Systemic risk and centrality: The role of interactions H Asgharian, D Krygier, A Vilhelmsson European Financial Management 28 (5), 1199-1226, 2022 | 11* | 2022 |
| Risk Premia: Exact Solutions vs. Log-Linear Approximations F Lundtofte, A Wilhelmsson Journal of Banking & Finance, 2012 | 10 | 2012 |
| Predicting Default–Merton vs. Leland J Forssbæck, A Vilhelmsson Available att SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2914545, 2017 | 5 | 2017 |
| Does the'Foreignness' of Bank Loans Matter? Evidence from a New Dataset J Forssbæck, F Lundtofte, M Strieborny, A Vilhelmsson Evidence from a New Dataset (November 15, 2018), 2018 | 4 | 2018 |
| Nonparametric forward-looking value-at-risk M Nossman, A Vilhelmsson Journal of Risk 16 (4), 2014 | 3 | 2014 |
| Lagen är lika för alla, men är alla verkligen lika inför lagen?: En studie av Skatteverkets processföring i PwC-målet A Hilling, N Sandell, A Vilhelmsson Förvaltningsrättslig tidskrift, 269-286, 2018 | 2 | 2018 |
| Tax Planning in Partner-owned Close Corporations A Hilling, N Sandell, A Vilhelmsson Nordic Tax Journal 2017 (1), 108-120, 2017 | 2 | 2017 |
| Equal Taxation as a Basis for Classifying Financial Instruments as Debt or Equity: A Swedish Case Study A Hilling, A Vehelmsson eJTR 13, 677, 2015 | 2 | 2015 |
| The Stability of Asymmetric Betas AG Ekholm, A Vilhelmsson Available at SSRN 488624, 2004 | 2 | 2004 |
Frederik LundtofteProfessor of Finance, Aalborg University在 business.aau.dk 的电子邮件经过验证
