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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
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Dynamic credit default swap curves in a network topology
Xu, Xiu; Chen, Yi-Hsuan; Härdle, Wolfgang - In: Quantitative finance 19 (2019) 10, pp. 1705-1726
Persistent link: https://www.econbiz.de/10012194818
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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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FRM financial risk meter
Mihoci, Andrija; Althof, Michael; Chen, Yi-Hsuan; … - In: The econometrics of networks, (pp. 335-368). 2020
Persistent link: https://www.econbiz.de/10012318933
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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
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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
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Applied quantitative finance
Härdle, Wolfgang (ed.); Chen, Cathy Yi-Hsuan (ed.);  … - 2017 - Third edition
Persistent link: https://www.econbiz.de/10011607343