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subject:"Share price"
subject:"United Kingdom"
~person:"Härdle, Wolfgang"
~subject:"Multivariate analysis"
~type_genre:"Aufsatz in Zeitschrift"
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United Kingdom
Multivariate analysis
Estimation theory
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5
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5
Nichtparametrisches Verfahren
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Härdle, Wolfgang
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9
Li, Jia
8
Tauchen, George Eugene
8
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7
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6
Mills, Terence C.
6
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5
McAleer, Michael
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Teräsvirta, Timo
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Wang, Yazhen
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Allen, David E.
4
Bauwens, Luc
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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2
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:
3
Empirical evidence on the law of demand
Härdle, Wolfgang
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1525-1549
Persistent link: https://www.econbiz.de/10001115947
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