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person:"Härdle, Wolfgang"
subject:"Estimation theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Germany"
~subject:"Regressionsanalyse"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
CORE discussion paper : DP
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Discussion paper / A
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Discussion paper / Center for Economic Research, Tilburg University
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Discussion paper / Deutsche Bundesbank
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Economics essays : a Festschrift for Werner Hildenbrand
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Journal of productivity analysis
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Journal of the American Statistical Association : JASA
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Nonparametric dynamic modelling
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
2
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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