Items where Author is "Ergun, Lerby M."

Number of items: 3.
Article
  • Extreme downside risk in the cross-section of asset returns. Ergun, Lerby M.
    • Working paper
  • Disaster and fortune risk in asset returns. Ergun, Lerby M.
  • Tail index estimation:quantile driven threshold selection. Danielsson, Jon and Ergun, Lerby M. and Haan, Laurens de and Vries, Casper G. de