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Euro crash risk
Kräussl, Roman; Lehnert, Thorsten; Senulytė, Sigita - In: Journal of empirical finance 38 (2016), pp. 417-428
Persistent link: https://www.econbiz.de/10011664786
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The search for yield: implications to alternative investments
Kräussl, Roman; Lehnert, Thorsten; Rinne, Kalle - 2017
Persistent link: https://www.econbiz.de/10011817633
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Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Jin, Xisong; Lehnert, Thorsten - 2017
Persistent link: https://www.econbiz.de/10011817658
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Press freedom and jumps in stock prices
Abed Masrorkhah, Sara; Lehnert, Thorsten - In: Economic systems 41 (2017) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10011793904
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Behavioral heterogeneity in the option market
Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2273-2287
Persistent link: https://www.econbiz.de/10009008886
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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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Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2013
Persistent link: https://www.econbiz.de/10009723118
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A note on Stein's overreaction puzzle
Lin, Yuehao; Lehnert, Thorsten - 2017
Persistent link: https://www.econbiz.de/10011737853
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Skewness term-structure tests
Lehnert, Thorsten; Lin, Yuehao - In: Applied mathematical finance 23 (2016) 5/6, pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
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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