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Loss Functions in Option Valua...
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Credit risk characterisitics of US small business portfolios
Bams, Dennis
;
Pisa, Magdalena
;
Wolff, Christian
-
2015
Persistent link: https://www.econbiz.de/10011398509
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2
Ripple effects from industry defaults
Bams, Dennis
;
Pisa, Magdalena
;
Wolff, Christian
-
2015
Persistent link: https://www.econbiz.de/10011398583
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3
An evaluation framework for alternative VaR-models
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 944-958
Persistent link: https://www.econbiz.de/10003114006
Saved in:
4
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:
5
Evaluating option pricing model performance using model uncertainty
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2014
Persistent link: https://www.econbiz.de/10010502926
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6
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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7
Volatility concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
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8
From time varying risk-aversion and sentiment to anomalies in market moments' risk premia
Bams, Dennis
;
Honarvar, Iman
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547082
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9
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis
;
Blanchard, Gildas
;
Honarvar, Iman
; …
-
2015
Persistent link: https://www.econbiz.de/10011547101
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10
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
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