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Three analyses of the firm size premium
Horowitz, Joel L.; Loughran, Tim; Savin, N.E. - In: Journal of empirical finance 7 (2000) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10007241781
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GHICA — Risk analysis with GH distributions and independent components
Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir - In: Journal of empirical finance 17 (2010) 2, pp. 255-270
Persistent link: https://www.econbiz.de/10008387158
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of empirical finance 19 (2012) 4, pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara; Härdle, Wolfgang; Okhrin, Ostap - In: Journal of empirical finance 24 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
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GHICA : risk analysis with GH distributions and independent components
Chen, Ying; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: Journal of empirical finance 17 (2010) 2, pp. 255-269
Persistent link: https://www.econbiz.de/10009271851
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CRIX an index for cryptocurrencies
Trimborn, Simon; Härdle, Wolfgang - In: Journal of empirical finance 49 (2018), pp. 107-122
Persistent link: https://www.econbiz.de/10012117725