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subject:"Volatility"
~person:"Härdle, Wolfgang"
~subject:"Risikomaß"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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6
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Härdle, Wolfgang
Gil-Alaña, Luis A.
85
Gupta, Rangan
82
Bahmani-Oskooee, Mohsen
47
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
37
Ma, Feng
27
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26
Bouri, Elie
25
Pierdzioch, Christian
25
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25
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24
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24
Balcilar, Mehmet
23
Bollerslev, Tim
23
Xuan Vinh Vo
22
Moosa, Imad A.
21
Kumar, Dilip
20
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20
Narayan, Paresh Kumar
20
Mensi, Walid
19
Kang, Sang Hoon
18
Rashid, Abdul
18
Koopman, Siem Jan
17
Brooks, Robert
16
Caporin, Massimiliano
16
Lee, Chien-chiang
16
Asai, Manabu
15
Chiang, Thomas C.
15
Hegerty, Scott W.
15
Salisu, Afees A.
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Tauchen, George Eugene
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14
Nonejad, Nima
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Wei, Yu
14
Andersen, Torben
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Apergēs, Nikolaos
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Review of derivatives research
1
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ECONIS (ZBW)
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1
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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2
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
3
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
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
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:
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