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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Behavioural finance"
~subject:"Germany"
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Behavioural finance
Germany
Theorie
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Theory
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Volatility
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Volatilität
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Estimation theory
2
Nichtparametrisches Verfahren
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Nonparametric statistics
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1998-2001
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Black-Scholes model
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Deutschland
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Finanzmarkt
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confidence band
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empirical pricing kernel
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kernel smoothing
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nonparametric fitting
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Härdle, Wolfgang
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Fengler, Matthias R.
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Mammen, Enno
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Okhrin, Yarema
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Wang, Weining
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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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
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DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
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Discussion paper / Deutsche Bundesbank
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Energy economics
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European journal of operational research : EJOR
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Financial markets and portfolio management
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of the American Statistical Association : JASA
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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Risk assessment : decisions in banking and finance
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Risks : open access journal
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Springer eBook Collection / Mathematics and Statistics
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Springer series in statistics
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SpringerLink / Bücher
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Statistik und ihre Anwendungen
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Universitext
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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
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
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