Similar Search Results

VCRIX : a volatility index for crypto-currencies

Kim, Alisa; Trimborn, Simon; Härdle, Wolfgang - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013254312

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

Forex exchange rate forecasting using deep recurrent neural networks

Dautel, Alexander Jakob; Härdle, Wolfgang; Lessmann, Stefan - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 69-96

Persistent link: https://www.econbiz.de/10012284950

Distillation of news flow into analysis of stock reactions

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 547-563

Persistent link: https://www.econbiz.de/10011692403

Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics

Chen, Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - In: Journal of banking & finance 93 (2018), pp. 21-32

Persistent link: https://www.econbiz.de/10011964613

Measuring and modeling risk using high-frequency data

Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, U. - In: Applied quantitative finance, (pp. 279-294). 2017

Persistent link: https://www.econbiz.de/10011794967

Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies

Petukhina, Alla A.; Reule, Raphael C. G.; Härdle, Wolfgang - In: The European journal of finance 27 (2021) 1/2, pp. 8-30

Persistent link: https://www.econbiz.de/10012424926

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

Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

Persistent link: https://www.econbiz.de/10013523096

Cross-exchange crypto risk : a high-frequency dynamic network perspective

Wang, Yifu; Lu, Wanbo; Lin, Min-Bin; Ren, Rui; Härdle, … - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543953