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~person:"Härdle, Wolfgang"
~person:"Lai, Ching-chong"
~person:"Wallace, Neil"
~type:"article"
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Härdle, Wolfgang
Lai, Ching-chong
Wallace, Neil
Serletis, Apostolos
65
Hsing, Yu
61
Barnett, William A.
57
Bahmani-Oskooee, Mohsen
56
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Hammoudeh, Shawkat
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28
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28
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28
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27
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27
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Handbook of Monetary Economics
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Swiss National Bank - Fed Cleveland Workshop on Monetary Economics : wissenschaftliche Tagungen ; die Schweizerische Nationalbank hat am 2. und 3. Juli 2002 in Zürich gemeinsam mit der Federal Reserve Bank of Cleveland eine Konferenz über monetäre Ökonomie durchgeführt
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ECONIS (ZBW)
60
RePEc
9
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1
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
2
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
4
Understanding cryptocurrencies : editorial
Härdle, Wolfgang
;
Harvey, Campbell R.
;
Reule, Raphael C. G.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 181-208
Persistent link: https://www.econbiz.de/10012232695
Saved in:
5
Pricing cryptocurrency options
Hou, Ai Jun
;
Wang, Weining
;
Chen, Cathy Y. H.
;
Härdle, …
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 250-279
Persistent link: https://www.econbiz.de/10012232938
Saved in:
6
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:
7
CRIX an index for cryptocurrencies
Trimborn, Simon
;
Härdle, Wolfgang
- In:
Journal of empirical finance
49
(
2018
),
pp. 107-122
Persistent link: https://www.econbiz.de/10012117725
Saved in:
8
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
9
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:
10
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
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