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~isPartOf:"Quantitative finance"
~person:"Creamer Guillén, Germán"
~person:"Härdle, Wolfgang"
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Portfolio selection
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Creamer Guillén, Germán
Härdle, Wolfgang
Bayer, Christian
8
Lillo, Fabrizio
7
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6
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6
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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
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24
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7
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Statistical tools for finance and insurance
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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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
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Journal of empirical finance
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Journal of forecasting
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Publikationen / Center for Applied Statistics and Economics
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Review of derivatives research
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Cowles Foundation discussion paper
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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
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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
Metalearning of time series : an approximate dynamic programming approach
Collado, Ricardo A.
;
Creamer Guillén, Germán
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 539-551
Persistent link: https://www.econbiz.de/10014304253
Saved in:
3
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:
4
Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
Saved in:
5
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:
6
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:
7
A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures
Creamer Guillén, Germán
;
Lee, Chihoon
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1531-1542
Persistent link: https://www.econbiz.de/10012194804
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