References of "Lehnert, Thorsten 50002191"
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See detailModeling Structural Changes in the Volatility Process
Lehnert, Thorsten UL; Frijns, Bart; Zwinkels, R.

in Journal of Empirical Finance (2011)

Detailed reference viewed: 34 (0 UL)
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See detailContagion or Interdependence: Does the speed of the transmission of shocks matter?
Lehnert, Thorsten UL; Verschoor, Willem; Kleimeier, Stefanie

in Financial Contagion: The Viral Threat to the Wealth of Nations (2011)

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See detailTIPS, Inflation Expectations, and the Financial Crisis
Lehnert, Thorsten UL; Andonov, A.; Bardong, F.

in Financial Analysts Journal (2010), 66(6), 27-39

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See detailBehavioral Heterogeneity in the Option Market
Lehnert, Thorsten UL; Frijns, Bart; Zwinkels, R.

in Journal of Economic Dynamics & Control (2010)

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See detailModeling structural changes in the volatility process
Lehnert, Thorsten UL; Frijns, Bart; C.J. Zwinkels, Remco

E-print/Working paper (2010)

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See detailMandelbrot and the Smile
Lehnert, Thorsten UL

in Kredit und Kapital (2009)

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See detailLoss Functions in Option Valuation: A Framework for Model Selection
Wolff, Christian UL; Bams, D.; Lehnert, Thorsten UL

in Management Science (2009), 55(5), 853-862

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See detailA Cumulative Prospect Theory Approach to Option Pricing
Lehnert, Thorsten UL; Wolff, Christian UL; Versluis, Cokki

E-print/Working paper (2009)

Detailed reference viewed: 113 (0 UL)
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See detailBehavioral Heterogeneity in the Option Market
Lehnert, Thorsten UL; Frijns, Bart; Zwinkels, Remco

E-print/Working paper (2009)

Detailed reference viewed: 31 (0 UL)
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See detailLoss Functions in Option Valuation: A Framework for Selection
Lehnert, Thorsten UL; Wolff, Christian UL; Bams, Dennis

E-print/Working paper (2008)

Detailed reference viewed: 45 (0 UL)