Narrow search
Showing 1 - 8 of 8
Cover Image
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
Cover Image
Exploring credit data
Müller, Marlene; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730369
Cover Image
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
Persistent link: https://www.econbiz.de/10001715636
Cover Image
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
Cover Image
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
Cover Image
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
Cover Image
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
Persistent link: https://www.econbiz.de/10001555314
Cover Image
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495