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person:"Härdle, Wolfgang"
subject:"Theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Trojani, Fabio"
~subject:"1998-2001"
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Theory
1998-2001
Theorie
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Volatility
2
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2
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1
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1
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Härdle, Wolfgang
Trojani, Fabio
Gallant, A. Ronald
8
Garcia, René
6
Gouriéroux, Christian
6
Almeida, Caio
5
Ardison, Kym
5
Monfort, Alain
5
Ghysels, Eric
4
Vicente, Jose
4
Gagliardini, Patrick
3
Hautsch, Nikolaus
3
Jacod, Jean
3
Koopman, Siem Jan
3
Lunde, Asger
3
Olmo, Jose
3
Paolella, Marc S.
3
Voev, Valeri
3
Engle, Robert F.
2
Fengler, Matthias R.
2
Geweke, John
2
Haas, Markus
2
Herwartz, Helmut
2
Jondeau, Eric
2
Kole, Erik
2
Lanne, Markku
2
Linton, Oliver
2
Mittnik, Stefan
2
Oomen, Roel C. A.
2
Pegoraro, Fulvio
2
Rockinger, Michael
2
Rossi, Eduardo
2
Schneider, Paul
2
Sentana, Enrique
2
Wei, Wei
2
White, Halbert
2
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1
Aguilar, Mike
1
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1
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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
14
Discussion paper / A
8
Swiss Finance Institute Research Paper
7
Universitext
7
Discussion paper / Center for Economic Research, Tilburg University
6
Econometric theory
6
Journal of econometrics
6
Applied quantitative finance
4
Journal of the American Statistical Association : JASA
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
IRTG 1792 discussion paper
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
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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 empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Publikationen / Center for Applied Statistics and Economics
2
Research paper / International Center for Financial Asset Management and Engineering
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
Working papers on finance
2
AFA 2011 Denver Meetings Paper
1
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
Cahiers du Département d'Econométrie
1
Computational economics
1
Contributions to statistics
1
Cowles Foundation discussion paper
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ECONIS (ZBW)
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1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
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
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
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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