• Ludger Hentschel, 2003, Errors in implied volatility estimation.", Journal of Financial and Quantitative Analysis 38:779--810. (Abstract)
• Ludger Hentschel and S.P. Kothari, 2001, "Are corporations reducing or taking risks with derivatives?" Journal of Financial and Quantitative Analysis 36: 93--118. (Abstract)
• Ludger Hentschel and Clifford W. Smith, Jr., 1997, "Derivatives regulation: Implications for central banks." Journal of Monetary Economics 40: 305--346. (Abstract)
• Ludger Hentschel and Clifford W. Smith, Jr., 1997, "Risks in derivatives markets: Implications for the insurance industry." Journal of Risk and Insurance 64: 323--345. (Abstract)
• Ludger Hentschel, 1995, "All in the family: Nesting symmetric and asymmetric GARCH models." Journal of Financial Economics 39: 71--104. (Abstract)
• Ludger Hentschel and Clifford W. Smith, Jr., 1995, "Controlling risks in derivatives markets." Journal of Financial Engineering 4: 101--125. (Abstract)
• Ludger Hentschel and Clifford W. Smith, Jr., 1994, "Risk and regulation in derivatives markets." Journal of Applied Corporate Finance, Fall, 7: 8--21. (Abstract)
  • Reprinted in:
  • Journal of Applied Corporate Finance, The Best of 1988--1994 Collection.
  • Derivatives Handbook: Risk Management and Control, Robert J. Schwartz and Clifford W. Smith, Jr., eds., (John Wiley and Sons, New York, NY), 1997, 3--21.
  • Translated as:
  • "Riesgo y regulación en mercados derivados." Revista Superintendencia Bancaria (Santa Fé de Bogotá, D.C., Colombia), 1997, 34--50.
• John Y. Campbell and Ludger Hentschel, 1992, "No news is good news: An asymmetric model of changing volatility in stock returns." Journal of Financial Economics 31: 281--331. (Abstract)

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