Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: subject:"empirical pricing kernel"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Empirical Pricing Kernel
6
empirical pricing kernel
6
Nonparametric Fitting
4
Anlageverhalten
3
Bootstrap
3
Confidence band
3
Kernel
3
Kernel Density Estimation
3
Kernel Smoothing
3
Nichtparametrisches Verfahren
3
Pricing kernel
3
Theorie
3
DAX
2
Deutschland
2
EPK puzzle
2
Empirical pricing kernel
2
Exponential mixture
2
Inverse problem
2
Kullback-Leibler Divergence
2
Market utility function
2
Mixture distribution
2
Nonparametric
2
Optionspreistheorie
2
Risikoaversion
2
Risk aversion
2
Schätztheorie
2
Schätzung
2
Wirtschaft
2
aggregate agent
2
epk paradox
2
representative agent
2
state dependent
2
state dependent utilities
2
switching points
2
Aktienderivate
1
Aktienoption
1
Behavioural finance
1
Bias
1
Black-Scholes model
1
Black-Scholes-Modell
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Working Paper
6
Thesis
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
11
Undetermined
3
Author
All
Härdle, Wolfgang Karl
7
Härdle, Wolfgang
5
Krätschmer, Volker
4
Belomestny, Denis
3
Ma, Shujie
3
Wang, Weining
3
Grith, Maria
2
Okhrin, Yarema
2
Cadogan, Godfrey
1
Cont, Rama
1
Detlefsen, Kai
1
Karl Härdle, Wolfgang
1
Moro, Rouslan
1
Moro, Rouslan A.
1
Okhrin, Ostap
1
Ritov, Ya'acov
1
Ya'acov Ritov
1
more ...
less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
5
MPRA Paper
1
SFB 649 discussion paper
1
Source
All
RePEc
6
EconStor
5
BASE
2
ECONIS (ZBW)
1
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing Kernel Modeling
Belomestny, Denis
;
Ma, Shujie
;
Härdle, Wolfgang Karl
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2015
We propose a new method to estimate the
empirical
pricing
kernel
based on option data. We estimate the pricing kernel …
Persistent link: https://www.econbiz.de/10011115466
Saved in:
2
Pricing kernel modeling
Belomestny, Denis
;
Ma, Shujie
;
Härdle, Wolfgang
-
2015
We propose a new method to estimate the
empirical
pricing
kernel
based on option data. We estimate the pricing kernel …
Persistent link: https://www.econbiz.de/10010462645
Saved in:
3
Pricing kernel modeling
Belomestny, Denis
;
Ma, Shujie
;
Härdle, Wolfgang Karl
-
2014
We propose a new method to estimate the
empirical
pricing
kernel
based on option data. We estimate the pricing kernel …
Persistent link: https://www.econbiz.de/10010491441
Saved in:
4
Reference Dependent Preferences and the EPK Puzzle
Grith, Maria
;
Härdle, Wolfgang Karl
;
Krätschmer, Volker
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2013
Supported by several recent investigations, the
empirical
pricing
kernel
(EPK) puzzle might be considered a stylized …
Persistent link: https://www.econbiz.de/10010643580
Saved in:
5
Reference dependent preferences and the EPK puzzle
Grith, Maria
;
Karl Härdle, Wolfgang
;
Krätschmer, Volker
-
2013
Supported by several recent investigations, the
empirical
pricing
kernel
(EPK) puzzle might be considered a stylized …
Persistent link: https://www.econbiz.de/10010321478
Saved in:
6
Uniform Confidence Band for Pricing Kernels
Wang, Weining
-
2010
with nonparametric estimation of the pricing kernel (
Empirical
Pricing
Kernel
) given by the ratio of the risk …
Persistent link: https://www.econbiz.de/10009467187
Saved in:
7
Uniform confidence bands for pricing kernels
Härdle, Wolfgang Karl
;
Okhrin, Yarema
;
Wang, Weining
-
2010
with nonparametric estimation of the pricing kernel (
Empirical
Pricing
Kernel
) given by the ratio of the risk …
Persistent link: https://www.econbiz.de/10010270732
Saved in:
8
Uniform confidence bands for pricing kernels
Härdle, Wolfgang Karl
;
Okhrin, Yarema
;
Wang, Weining
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2010
with nonparametric estimation of the pricing kernel (
Empirical
Pricing
Kernel
) given by the ratio of the risk …
Persistent link: https://www.econbiz.de/10008476278
Saved in:
9
Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
Cadogan, Godfrey
-
Volkswirtschaftliche Fakultät, …
-
2010
empirical
pricing
kernel
for call option based on residuals from a model of risk exposure to persistent and transient risk …
Persistent link: https://www.econbiz.de/10008564515
Saved in:
10
A microeconomic explanation of the EPK paradox
Härdle, Wolfgang Karl
;
Krätschmer, Volker
;
Moro, …
-
2009
Supported by several recent investigations the
empirical
pricing
kernel
paradox might be considered as a stylized fact …
Persistent link: https://www.econbiz.de/10010275866
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
