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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Härdle, Wolfgang"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Volatility
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Härdle, Wolfgang
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Koopman, Siem Jan
3
Ruiz, Esther
3
Bos, Charles S.
2
Brownlees, Christian
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Engle, Robert F.
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Fengler, Matthias R.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial econometrics
2
Review of derivatives research
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
International review of financial analysis
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Nonparametric dynamic modelling
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The European journal of finance
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1
VAR modeling for dynamic loadings driving volatility strings
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
; …
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10003748062
Saved in:
2
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:
3
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
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