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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
~person:"Chan, Tat Lung"
~person:"Härdle, Wolfgang"
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Option pricing theory
4
Optionspreistheorie
4
Theorie
4
Theory
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Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
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Discrete-monitored barrier options
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Early-exercise options
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Estimation theory
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Nichtparametrisches Verfahren
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1998-2001
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Chan, Tat Lung
Härdle, Wolfgang
Gallant, A. Ronald
10
Bayer, Christian
8
Gouriéroux, Christian
7
Lillo, Fabrizio
7
Bormetti, Giacomo
6
Escobar, Marcos
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Garcia, René
6
Monfort, Alain
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Olmo, Jose
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Sornette, Didier
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Engle, Robert F.
5
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Madan, Dilip B.
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Stübinger, Johannes
5
Audrino, Francesco
4
Bouchaud, Jean-Philippe
4
Boudt, Kris
4
Chen, Yi-ting
4
Jacod, Jean
4
Kim, Woo Chang
4
Koopman, Siem Jan
4
Lee, Yongjae
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Lunde, Asger
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Tempone, Raúl
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Vicente, Jose
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Wong, Hoi Ying
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Wu, Liuren
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Zhu, Song-Ping
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Abergel, Frédéric
3
Badescu, Alexandru
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Brigo, Damiano
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Bunn, Derek W.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
SFB 649 discussion paper
139
Discussion papers of interdisciplinary research project 373
50
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
CORE discussion paper : DP
28
Discussion paper / A
24
Discussion paper / Center for Economic Research, Tilburg University
7
Econometric theory
7
Journal of econometrics
7
Universitext
7
IRTG 1792 discussion paper
6
Applied quantitative finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of the American Statistical Association : JASA
4
Applied quantitative finance : theory and computational tools
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Review of derivatives research
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Computational economics
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of forecasting
2
Publikationen / Center for Applied Statistics and Economics
2
SFB 649 Discussion Papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The econometrics journal
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CFS working paper series
1
CIE working paper series
1
Contributions to statistics
1
Cowles Foundation discussion paper
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
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1
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
2
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
3
Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla
;
Trimborn, Simon
;
Härdle, Wolfgang
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
Saved in:
4
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series
Chan, Tat Lung
;
Hale, Nicholas
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1307-1324
Persistent link: https://www.econbiz.de/10012262664
Saved in:
5
An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes
Chan, Tat Lung
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1325-1343
Persistent link: https://www.econbiz.de/10012262665
Saved in:
6
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
7
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
8
Singular Fourier-Padé series expansion of European option prices
Chan, Tat Lung
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1149-1171
Persistent link: https://www.econbiz.de/10011911530
Saved in:
9
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
Saved in:
10
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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