Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Härdle, Wolfgang"
~subject:"Volatilität"
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
Informationsmanagement im glob...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
291
Theory
289
Schätztheorie
69
Estimation theory
68
Nichtparametrisches Verfahren
68
Time series analysis
68
Zeitreihenanalyse
68
Nonparametric statistics
66
Estimation
49
Schätzung
49
Regression analysis
41
Regressionsanalyse
41
Volatility
38
Forecasting model
35
Prognoseverfahren
35
Deutschland
33
Germany
33
Risikomaß
30
Risk measure
30
Börsenkurs
29
Share price
29
Statistical distribution
28
Statistische Verteilung
28
Option pricing theory
27
Optionspreistheorie
27
Portfolio selection
22
Portfolio-Management
22
USA
18
United States
18
Statistical theory
17
Statistische Methodenlehre
17
Financial market
16
Finanzmarkt
16
Credit rating
15
Factor analysis
15
Faktorenanalyse
15
Kreditwürdigkeit
15
Finanzmathematik
14
Mathematical finance
14
more ...
less ...
Online availability
All
Free
16
Undetermined
3
Type of publication
All
Book / Working Paper
28
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
24
Working Paper
24
Graue Literatur
23
Non-commercial literature
23
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
38
Author
All
Härdle, Wolfgang
Bollerslev, Tim
76
Diebold, Francis X.
64
McAleer, Michael
57
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Aizenman, Joshua
44
Pierdzioch, Christian
33
Caporin, Massimiliano
32
Chiarella, Carl
32
Bekaert, Geert
31
Hautsch, Nikolaus
31
Gupta, Rangan
30
Herwartz, Helmut
28
Asai, Manabu
27
Schlag, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Andersen, Torben G.
23
Buch, Claudia M.
23
Christoffersen, Peter F.
23
Fernández-Villaverde, Jesús
23
Lucas, André
23
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Yu, Jun
22
Caballero, Ricardo J.
21
Engle, Robert F.
21
Mittnik, Stefan
21
Mumtaz, Haroon
21
Westerhoff, Frank H.
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Gonçalves, Sílvia
20
Carriero, Andrea
19
Giglio, Stefano
19
Li, Kai
19
Liesenfeld, Roman
19
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Published in...
All
SFB 649 discussion paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Applied quantitative finance
1
CORE discussion paper : DP
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
IRTG 1792 discussion paper
1
International review of financial analysis
1
Journal of econometrics
1
Journal of forecasting
1
Nonparametric dynamic modelling
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
Springer eBook Collection / Mathematics and Statistics
1
SpringerLink / Bücher
1
ebook
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
6
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:
7
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
8
Applied quantitative finance :
theory
and computational tools
Härdle, Wolfgang
;
Stahl, Gerhard
-
2002
Persistent link: https://www.econbiz.de/10001676122
Saved in:
9
The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001631320
Saved in:
10
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
