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~isPartOf:"Journal of empirical finance"
~person:"Härdle, Wolfgang"
~person:"Kellard, Neil"
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Härdle, Wolfgang
Kellard, Neil
Baillie, Richard
5
Gouriéroux, Christian
5
Kapetanios, George
5
Karanasos, Menelaos
5
Koop, Gary
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Conrad, Christian
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2
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Journal of empirical finance
SFB 649 discussion paper
114
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
22
CORE discussion paper : DP
20
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
9
Discussion paper / A
8
Diskussionspapier
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
7
Universitext
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Applied quantitative finance
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Econometric theory
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Discussion paper / Center for Economic Research, Tilburg University
5
IRTG 1792 discussion paper
5
Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Applied quantitative finance : theory and computational tools
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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 review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of banking & 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
The econometrics journal
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
Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
3
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
4
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
5
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
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