Browsing All of EconStor by Author Ergun, Lerby M.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2018 | Challenges in implementing worst-case analysis | Daníelsson, Jón; Ergun, Lerby M.; de Vries, Casper G. |
2019 | Tail index estimation: Quantile-driven threshold selection | Daníelsson, Jón; Ergun, Lerby M.; de Haan, Laurens; de Vries, Casper G. |
2019 | Extreme downside risk in asset returns | Ergun, Lerby M. |
2020 | Strategic uncertainty in financial markets: Evidence from a consensus pricing service | Ergun, Lerby M.; Uthemann, Andreas |
2021 | Covariates hiding in the tails | Bachem, Milian; Ergun, Lerby M.; De Vries, Casper G. |