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~subject:"Finanzmarkt"
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Härdle, Wolfgang
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ECONIS (ZBW)
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1
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
2
Reference-dependent preferences and the empirical pricing kernel puzzle
Grith, Maria
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 269-298
Persistent link: https://www.econbiz.de/10011778588
Saved in:
3
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:
4
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:
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