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~person:"Härdle, Wolfgang"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"Volatilität"
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Optionspreistheorie
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Theorie
291
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289
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69
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68
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68
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68
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Härdle, Wolfgang
Bollerslev, Tim
85
Lux, Thomas
72
Diebold, Francis X.
64
Chiarella, Carl
61
Hautsch, Nikolaus
60
McAleer, Michael
60
Pierdzioch, Christian
51
Caporale, Guglielmo Maria
49
Bekaert, Geert
46
Koopman, Siem Jan
46
Andersen, Torben
45
Aizenman, Joshua
44
Campbell, John Y.
41
Gupta, Rangan
41
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41
Timmermann, Allan
38
Engle, Robert F.
37
Westerhoff, Frank H.
37
Veronesi, Pietro
36
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36
Caporin, Massimiliano
35
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34
Herwartz, Helmut
33
Bauwens, Luc
32
Dow, James
32
Hull, John
32
Hafner, Christian M.
31
Platen, Eckhard
30
Asai, Manabu
29
Fernández-Villaverde, Jesús
29
Foucault, Thierry
29
Pesaran, M. Hashem
29
Yu, Jun
29
Caballero, Ricardo J.
28
Christoffersen, Peter F.
28
Engstrom, Eric
28
Ghysels, Eric
28
Gil-Alaña, Luis A.
28
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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SFB 649 discussion paper
26
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11
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7
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5
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2
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ECONIS (ZBW)
71
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1
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
2
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
3
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
4
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
5
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10012000638
Saved in:
6
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
7
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2015
-
4. ed.
Persistent link: https://www.econbiz.de/10010485660
Saved in:
8
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
9
How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
- In:
Applied quantitative finance : theory and computational …
,
(pp. 145-170)
.
2002
Persistent link: https://www.econbiz.de/10001749985
Saved in:
10
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
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