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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~person:"Lehnert, Thorsten"
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Lehnert, Thorsten
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Discussion paper / Centre for Economic Policy Research
International journal of forecasting
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Volatility measures and Value-at-Risk
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
Saved in:
2
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia
;
Jin, Xisong
;
Lehnert, Thorsten
; …
-
2012
Persistent link: https://www.econbiz.de/10009679871
Saved in:
3
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
4
An evaluation framework for alternative VaR models
Bams, Dennis
-
2002
Persistent link: https://www.econbiz.de/10013423989
Saved in:
5
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
Saved in:
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