Showing items 1-21 of 534.
| Date | Title |
Authors |
| 2005 | Nonparametric risk management with generalized hyperbolic distributions | Chen, Ying / Härdle, Wolfgang Karl / Jeong, Seok-Oh |
| 2005 | Selecting comparables for the valuation of European firms | Dittmann, Ingolf / Weiner, Christian |
| 2005 | Competitive risk sharing contracts with one-sided commitment | Uhlig, Harald / Krueger, Dirk |
| 2005 | Value-at-risk calculations with time varying copulae | Giacomini, Enzo / Härdle, Wolfgang Karl |
| 2005 | An optimal stopping problem in a diffusion-type model with delay | Gapeev, Pavel V. / Reiß, Markus |
| 2005 | Conditional and dynamic convex risk measures | Detlefsen, Kai / Scandolo, Giacomo |
| 2005 | Implied trinomial trees | Čίžek, Pavel / Komorád, Karel |
| 2005 | Stable distributions | Borak, Szymon / Härdle, Wolfgang Karl / Weron, Rafał |
| 2005 | Predicting bankruptcy with support vector machines | Härdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea |
| 2005 | Working with the XQC | Härdle, Wolfgang Karl / Lehmann, Heiko |
| 2005 | FFT based option pricing | Borak, Szymon / Detlefsen, Kai / Härdle, Wolfgang Karl |
| 2005 | Common functional implied volatility analysis | Detlefsen, Kai / Härdle, Wolfgang Karl |
| 2005 | Nonparametric productivity analysis | Härdle, Wolfgang Karl / Jeong, Seok-Oh |
| 2005 | Are Eastern European countries catching up?: Time series evidence for Czech Republic, Hungary, and Poland | Brüggemann, Ralf / Trenkler, Carsten |
| 2005 | Robust estimation of dimension reduction space | Čίžek, Pavel / Härdle, Wolfgang Karl |
| 2005 | Common functional component modelling | Kneip, Alois / Benko, Michal |
| 2005 | A two state model for noise-induced resonance in bistable systems with delay | Fischer, Markus / Imkeller, Peter |
| 2005 | Yxilon: a modular open-source statistical programming language | Klinke, Sigbert / Ziegenhagen, Uwe / Guri, Yuval |
| 2005 | Arbitrage-free smoothing of the implied volatility surface | Fengler, Matthias R. |
| 2005 | A dynamic semiparametric factor model for implied volatility string dynamics | Fengler, Matthias R. / Härdle, Wolfgang Karl / Mammen, Enno |
| 2005 | Dynamics of state price densities | Härdle, Wolfgang Karl / Hlávka, Zdeněk |