| Tail index estimation: Quantile driven threshold selection J Danielsson, LM Ergun, L de Haan, CG de Vries Available at SSRN 2717478, 2016 | 67 | 2016 |
| The Calming of Short-term Market Fear and Its Long-term Consequences: The Central Banks' Dilemma M Bevilacqua, J Danielsson, L Ergun, A Uthemann, JP Zigrand Systemic Risk Centre, The London School of Economics and Political Science, 2023 | 8 | 2023 |
| Extreme downside risk in the cross-section of asset returns LM Ergun International Review of Financial Analysis 90, 102840, 2023 | 5* | 2023 |
| Covariates hiding in the tails M Bachem, LM Ergun, C de Vries Available at SSRN 4304900, 2022 | 1 | 2022 |
| Tail risk reduction strategies L Ergun, PA Stork RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND …, 2012 | 1 | 2012 |
| Technical trading rules, loss avoidance, and the business cycle L Ergun, A Molchanov, P Stork Pacific-Basin Finance Journal 82, 102172, 2023 | | 2023 |
| Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service LM Ergun, A Uthemann Available at SSRN 3533518, 2021 | | 2021 |
| Worst-case analysis J Danielsson, LM Ergun, CG de Vries | | 2020 |
