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Applied quantitative finance : theory and computational tools
SFB 649 discussion paper
188
SFB 373 Discussion Papers
90
SFB 649 Discussion Papers
73
Discussion papers of interdisciplinary research project 373
61
SFB 373 Discussion Paper
56
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
51
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
50
Diskussionspapier
48
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
39
CORE discussion paper : DP
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Discussion paper / A
26
SFB 649 Discussion Paper
19
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Journal of econometrics
17
IRTG 1792 Discussion Paper
15
IRTG 1792 discussion paper
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Journal of the American Statistical Association : JASA
12
Econometric theory
11
Applied quantitative finance
10
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
8
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
7
Universitext
7
Journal of Multivariate Analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Review of derivatives research
6
AStA Advances in Statistical Analysis
5
CORE Discussion Papers
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Journal of empirical finance
5
Quantitative finance
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Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
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Journal of Financial Econometrics
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Journal of forecasting
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Publikationen / Center for Applied Statistics and Economics
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Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
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Journal of financial econometrics
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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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2
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
3
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
Saved in:
4
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
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