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Modeling structural changes in the volatility process
Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. - In: Journal of empirical finance 18 (2011) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10009302073
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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
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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Does oil and gold price uncertainty matter for the stock market?
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - In: Journal of empirical finance 44 (2017), pp. 270-285
Persistent link: https://www.econbiz.de/10011818031
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989