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person:"Härdle, Wolfgang"
subject:"Theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Engle, Robert F."
~subject:"1998-2001"
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Theory
1998-2001
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Härdle, Wolfgang
Engle, Robert F.
Gallant, A. Ronald
8
Garcia, René
6
Gouriéroux, Christian
6
Almeida, Caio
5
Ardison, Kym
5
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
102
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Discussion paper / Department of Economics, University of California San Diego
16
Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper / A
8
Journal of econometrics
8
Econometric theory
7
NBER Working Paper
7
NBER working paper series
7
Universitext
7
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion paper / Center for Economic Research, Tilburg University
5
Applied quantitative finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Handbooks in economics
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
IRTG 1792 discussion paper
3
Journal of applied econometrics
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Handbook of econometrics ; Vol. 4
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of empirical finance
2
Journal of forecasting
2
Journal of monetary economics
2
Journal of urban economics
2
NBER technical working paper series
2
Publikationen / Center for Applied Statistics and Economics
2
Restoring financial stability : how to repair a failed system
2
Review of derivatives research
2
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1
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
Saved in:
2
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
3
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:
4
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
Saved in:
5
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
Saved in:
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