Thorsten Lehnert
3 published titles
Modelling scale consistent VaR with the truncated Lévy flight
1 edition
- Centre for Economic Policy Research
- 2001
- Details
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
Skewness risk premium : theory and empirical evidence
1 edition
- Centre for Economic Policy Research
- Details
