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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - In: Applied quantitative finance : theory and computational …, (pp. 367-383). 2002
Persistent link: https://www.econbiz.de/10001750018
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The analysis of implied volatilities
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - In: Applied quantitative finance : theory and computational …, (pp. 127-144). 2002
Persistent link: https://www.econbiz.de/10001749982
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How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang; Zheng, Jun - In: Applied quantitative finance : theory and computational …, (pp. 145-170). 2002
Persistent link: https://www.econbiz.de/10001749985
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An empirical likelihood goodness-of-fit test for diffusions
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 259-281). 2002
Persistent link: https://www.econbiz.de/10001750003