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subject:"Schätztheorie"
~person:"Härdle, Wolfgang"
~subject:"Volatility"
~type:"article"
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Schätztheorie
Volatility
Theorie
64
Theory
64
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Time series analysis
13
Zeitreihenanalyse
13
Risikomaß
11
Risk measure
11
Estimation
10
Estimation theory
10
Schätzung
10
Statistical distribution
10
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Option pricing theory
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16
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Härdle, Wolfgang
McAleer, Michael
42
Phillips, Peter C. B.
33
Andrews, Donald W. K.
31
Bollerslev, Tim
30
Gouriéroux, Christian
29
Newey, Whitney K.
28
Li, Qi
26
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
22
Diebold, Francis X.
21
Ghysels, Eric
21
Granger, C. W. J.
21
Gupta, Rangan
21
Krämer, Walter
21
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
Renault, Eric
19
Robinson, Peter M.
19
Andersen, Torben
18
Lee, Lung-fei
18
Lütkepohl, Helmut
18
Perron, Pierre
18
Ullah, Aman
18
Wooldridge, Jeffrey M.
18
Tauchen, George Eugene
17
Linton, Oliver
16
Srivastava, Virendra K.
16
Asai, Manabu
15
Aït-Sahalia, Yacine
15
Caporale, Guglielmo Maria
15
Engle, Robert F.
15
Franses, Philip Hans
15
Hahn, Jinyong
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Bekaert, Geert
14
Bera, Anil K.
14
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Applied quantitative finance
2
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International review of financial analysis
1
Journal of econometrics
1
Journal of forecasting
1
Journal of productivity analysis
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
Review of derivatives research
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ECONIS (ZBW)
16
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1
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
2
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
3
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
4
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
5
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
6
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:
7
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
8
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:
9
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang
;
Kim, Woocheol
;
Tripathi, Gautam
- In:
Economics essays : a Festschrift for Werner Hildenbrand
,
(pp. 159-179)
.
2001
Persistent link: https://www.econbiz.de/10001597520
Saved in:
10
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
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