Thorsten Lehnert

Latest Institution: University of Luxembourg

All Institutions: Limburg Institute of Financial Economics, Maastricht University; NA; University of Luxembourg


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Modelling Scale Consistent VaR with the Truncated Lévy Flight

Year: 2001
Journal: No Journal Matched
Authors: Thorsten Lehnert; Christian C. P. Wolff

An Evaluation Framework for Alternative VAR Models

Year: 2002
Journal: Journal of International Money and Finance
Authors: Dennis Bams; Thorsten Lehnert; Christian C. Wolff

Loss Functions in Option Valuation: A Framework for Model Selection

Year: 2005
Journal: No Journal Matched
Authors: Dennis Bams; Thorsten Lehnert; Christian C. Wolff

Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency

Year: 2012
Journal: Journal of Empirical Finance
Authors: Lamia Bekkour; Xisong Jin; Thorsten Lehnert; Fanou Rasmouki; Christian C. Wolff

Skewness Risk Premium: Theory and Empirical Evidence

Year: 2013
Journal: No Journal Matched
Authors: Thorsten Lehnert; Yuehao Lin; Christian C. Wolff


Author Disambiguation

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