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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Härdle, Wolfgang
5
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
185
Discussion papers of interdisciplinary research project 373
57
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
41
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
CORE discussion paper : DP
30
Discussion paper / A
22
IRTG 1792 discussion paper
15
Journal of econometrics
9
Applied quantitative finance
7
Discussion paper / Center for Economic Research, Tilburg University
7
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Universitext
7
Quantitative finance
6
Journal of empirical finance
4
Journal of the American Statistical Association : JASA
4
Publikationen / Center for Applied Statistics and Economics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Journal of financial econometrics
3
Journal of forecasting
3
Statistical tools for finance and insurance
3
The European journal of finance
3
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 applied econometrics
2
Review of derivatives research
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The econometrics journal
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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1
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
2
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
Saved in:
3
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:
4
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:
5
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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