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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Volatility
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Härdle, Wolfgang
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
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Finance research letters
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International review of financial analysis
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Research in international business and finance
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
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Journal of risk and financial management : JRFM
207
Quantitative finance
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IMF Staff Country Reports
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Physica A: Statistical Mechanics and its Applications
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
37
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11
Time inhomogeneous multiple
volatility
modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
12
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
13
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:
14
Quantile hedging for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.
;
Melnikov, A. V.
-
2000
Persistent link: https://www.econbiz.de/10001485506
Saved in:
15
On the job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001550565
Saved in:
16
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
17
Risk premia and financial modelling without measure transformation
Platen, Eckhard
-
2000
Persistent link: https://www.econbiz.de/10001555317
Saved in:
18
Price variability and price dispersion in a stable monetary environment: evidence from German retail markets
Fengler, Matthias R.
;
Winter, Joachim
-
2000
Persistent link: https://www.econbiz.de/10001558561
Saved in:
19
A minimal financial market model
Platen, Eckhard
-
2000
Persistent link: https://www.econbiz.de/10001558562
Saved in:
20
A local instrumental estimation method for generalized additive
volatility
models
Kim, Woocheol
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001531783
Saved in:
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