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The common and specific components of inflation expectations across European countries
Chen, Shi; Härdle, Wolfgang; Wang, Weining - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 553-580
Persistent link: https://www.econbiz.de/10012819484
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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Adaptive interest rate modelling
Guo, Mengmeng; Härdle, Wolfgang - In: Journal of forecasting 36 (2017) 3, pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
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Copula-based factor model for credit risk analysis
Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
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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
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Regularization approach for network modeling of German power derivative market
Chen, Shi; Härdle, Wolfgang; López Cabrera, Brenda - In: Energy economics 83 (2019), pp. 180-196
Persistent link: https://www.econbiz.de/10012175269
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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