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DateTitle Authors
2009 A joint analysis of the KOSPI 200 option and ODAX option markets dynamicsCao, Ji / Härdle, Wolfgang Karl / Mungo, Julius
2008 Geschlossene Schifffonds - Portfolio- und Marktrisiken. Eine empirische Untersuchung anhand von ZweitmarktkursdatenKüster Simic, André / Thönnessen, Rasmus
2011 Market response to investor sentimentHengelbrock, Jördis / Theissen, Erik / Westheide, Christian
2011 Mutual fund flows, expected returns, and the real economyJank, Stephan
2003 Price dividend models, expectations formation, and monetary policyValckx, Nico
2005 A dynamic semiparametric factor model for implied volatility string dynamicsFengler, Matthias R. / Härdle, Wolfgang Karl / Mammen, Enno
2008 Testing monotonicity of pricing KernelsGolubev, Yuri / Härdle, Wolfgang Karl / Timofeev, Roman
2006 Calibration risk for exotic optionsDetlefsen, Kai / Härdle, Wolfgang Karl
2009 Temporal information gaps and market efficiency: A dynamic behavioral analysisWitte, Björn-Christopher
2009 The term structure of illiquidity premiaKempf, Alexander / Korn, Olaf / Uhrig-Homburg, Marliese

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