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Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang; … - In: Quantitative finance 21 (2021) 11, pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
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Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying; Chua, Wee Song; Härdle, Wolfgang - In: Quantitative finance 19 (2019) 9, pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
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Dynamic credit default swap curves in a network topology
Xu, Xiu; Chen, Yi-Hsuan; Härdle, Wolfgang - In: Quantitative finance 19 (2019) 10, pp. 1705-1726
Persistent link: https://www.econbiz.de/10012194818
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TERES : tail event risk expectile shortfall
Mihoci, Andrija; Härdle, Wolfgang; Chen, Yi-Hsuan - In: Quantitative finance 21 (2021) 3, pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
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Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting; Potì, Valerio; Härdle, Wolfgang - In: Quantitative finance 24 (2024) 7, pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
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Hedging cryptos with Bitcoin futures
Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, … - In: Quantitative finance 23 (2023) 5, pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
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Optimal asset allocation for outperforming a stochastic benchmark target
Ni, Chendi; Li, Yuying; Forsyth, Peter; Carroll, Ray - In: Quantitative finance 22 (2022) 9, pp. 1595-1626
Persistent link: https://www.econbiz.de/10013367937