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person:"Härdle, Wolfgang"
subject:"Theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Rockinger, Michael"
~subject:"1998-2001"
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1998-2001
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Härdle, Wolfgang
Rockinger, Michael
Gallant, A. Ronald
8
Garcia, René
6
Gouriéroux, Christian
6
Almeida, Caio
5
Ardison, Kym
5
Monfort, Alain
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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
Research paper series / Swiss Finance Institute
9
Discussion paper / A
8
Econometric theory
7
Universitext
7
Journal of econometrics
6
Swiss Finance Institute Research Paper
6
Discussion paper / Center for Economic Research, Tilburg University
5
Les cahiers de recherche / HEC Paris
5
Applied quantitative finance
4
Banque de France Working Paper
4
Notes d'études et de recherche : NER
4
Discussion paper / Centre for Economic Policy Research
3
FAME research paper series
3
IRTG 1792 discussion paper
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
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Publikationen / Center for Applied Statistics and Economics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CFS working paper series
1
CIE working paper series
1
Computational economics
1
Contributions to statistics
1
Cowles Foundation discussion paper
1
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
1
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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
On the importance of time variability in higher moments for asset allocation
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 84-123
Persistent link: https://www.econbiz.de/10009519710
Saved in:
3
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
4
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:
5
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:
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