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on the appropriateness of inappropriate VaR models
Härdle, Wolfgang; Hlávka, Zdeněk; Stahl, Gerhard - 2006
Persistent link: https://www.econbiz.de/10004868919
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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Kleinow, Torsten; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10004754473
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Constrained general regression in pseudo-Sobolev spaces with application to option pricing
Hlávka, Zdeněk; Pešta, Michal - 2006
SFB 649 Discussion Paper 2006-069 Constrained General Regression in Pseudo- Sobolev Spaces with Application to Option Pricing Zdeněk Hlávka* Michal Pešta* * Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles...
Persistent link: https://www.econbiz.de/10004875374
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A general framework for IRBA backtesting
Huschens, Stefan; Stahl, Gerhard - 2004
Persistent link: https://www.econbiz.de/10004837257
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Granularität dominiert Korrelation
Huschens, Stefan; Stahl, Gerhard - 2004
Persistent link: https://www.econbiz.de/10004837278
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Spatial risk premium on weather derivates and hedging weather exposure in electricity
Härdle, Wolfgang Karl; Osipenko, Maria - 2011
Persistent link: https://www.econbiz.de/10009128585
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Applied multivariate statistical analysis
Härdle, Wolfgang; Simar, Léopold - 2012 - 3. ed.
Persistent link: https://www.econbiz.de/10009420856
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Statistical tools for finance and insurance
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
Persistent link: https://www.econbiz.de/10004241912
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Predicting bankruptcy with support vector machines
Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2005
Persistent link: https://www.econbiz.de/10004246186
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FFT based option pricing
Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10004246200