Browsing All of EconStor by Author Härdle, Wolfgang Karl


Showing results 81 to 100 of 255
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Year of PublicationTitleAuthor(s)
2009Shape invariant modelling pricing kernels and risk aversionGrith, Maria; Härdle, Wolfgang Karl; Park, Juhyun
2009CDO pricing with copulaeChoroś, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
2009Implied market price of weather riskHärdle, Wolfgang Karl; López Cabrera, Brenda
2009A joint analysis of the KOSPI 200 option and ODAX option markets dynamicsCao, Ji; Härdle, Wolfgang Karl; Mungo, Julius
2009CDO and HACChoroś, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
2009Pricing of Asian temperature riskBenth, Fred; Härdle, Wolfgang Karl; López Cabrera, Brenda
2009A microeconomic explanation of the EPK paradoxHärdle, Wolfgang Karl; Krätschmer, Volker; Moro, Rouslan A.
2009Localized realized volatility modellingChen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta
2009Modelling and forecasting liquidity supply using semiparametric factor dynamicsHärdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija
2009Optimal smoothing for a computationally and statistically efficient single index estimatorXia, Yingcun; Härdle, Wolfgang Karl; Linton, Oliver
2009De copulis non est disputandum Copulae: An overviewHärdle, Wolfgang Karl; Okhrin, Ostap
2009Generalized single-index models: The EFM approachCui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing
2010High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor modelSong, Song; Härdle, Wolfgang Karl; Ritov, Ya'acov
2010Time varying hierarchical archimedean copulaeHärdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2010Uniform confidence bands for pricing kernelsHärdle, Wolfgang Karl; Okhrin, Yarema; Wang, Weining
2010Adaptive interest rate modellingGuo, Mengmeng; Härdle, Wolfgang Karl
2010Prognose mit nichtparametrischen VerfahrenHärdle, Wolfgang Karl; Schulz, Rainer; Wang, Weining
2010Learning machines supporting bankruptcy predictionHärdle, Wolfgang Karl; Moro, Rouslan A.; Hoffmann, Linda
2010Modeling asset pricesGentle, James E.; Härdle, Wolfgang Karl
2010Nonparametric estimation of risk-neutral densitiesGrith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie