Discussion paper DP9349 Skewness Risk Premium: Theory and Empirical Evidence Christian Wolff Thorsten Lehnert 17 Feb 2013 Financial Economics C15 G12
Discussion paper DP9229 Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency Christian Wolff Thorsten Lehnert 25 Nov 2012 Financial Economics G1
Discussion paper DP4960 Loss Functions in Option Valuation: A Framework for Model Selection Christian Wolff Dennis Bams Thorsten Lehnert 23 Mar 2005 Financial Economics G12
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10
Discussion paper DP2711 Modelling Scale-Consistent VaR with the Truncated Lévy Flight Christian Wolff Thorsten Lehnert 27 Feb 2001 Financial Economics C22 C52 G10