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person:"Härdle, Wolfgang"
subject:"Theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Franses, Philip Hans"
~person:"Grossman, Gene M."
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Härdle, Wolfgang
Franses, Philip Hans
Grossman, Gene M.
Gallant, A. Ronald
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
102
Econometric Institute research papers
42
Working paper / National Bureau of Economic Research, Inc.
40
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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ERIM report series research in management
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Economics letters
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International journal of forecasting
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Universitext
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Research memorandum series / Tinbergen Instituut
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The quarterly journal of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
2
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:
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
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