//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Härdle, Wolfgang Karl"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Estimation theory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
1998-2001
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Core
1
Deutschland
1
Financial market
1
Finanzmarkt
1
Germany
1
Index futures
1
Index-Futures
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Optionspreistheorie
1
Risikoaversion
1
Risk aversion
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Zeitreihenanalyse
1
bootstrap
1
confidence band
1
empirical pricing kernel
1
kernel smoothing
1
nonparametric fitting
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Härdle, Wolfgang
5
Brüggemann, Ralf
1
Fengler, Matthias R.
1
Grith, Maria
1
Herwartz, Helmut
1
Mammen, Enno
1
Mungo, Julius
1
Okhrin, Yarema
1
Park, Juhyun
1
Spokojnyj, Vladimir G.
1
Trenkler, Carsten
1
Wang, Weining
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 Discussion Paper
188
SFB 649 discussion paper
186
Discussion papers of interdisciplinary research project 373
57
SFB 649 Discussion Papers
57
IRTG 1792 Discussion Paper
50
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
SFB 373 Discussion Paper
7
Universitext
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of empirical finance
5
Quantitative finance
5
Journal of the American Statistical Association : JASA
4
Papers
4
Papers / Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
4
Publikationen / Center for Applied Statistics and Economics
4
SFB 373 Discussion Papers
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
CFS Working Paper Series
2
DIW Discussion Papers
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
HSC Books
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of Empirical Finance
2
Journal of Multivariate Analysis
2
Journal of applied econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->