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~isPartOf:"Journal of applied econometrics"
~person:"Härdle, Wolfgang"
~person:"Vorst, Ton"
~subject:"Optionspreistheorie"
~subject:"Theorie"
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Härdle, Wolfgang
Vorst, Ton
Pesaran, M. Hashem
9
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7
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7
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Journal of applied econometrics
SFB 649 discussion paper
102
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Report / Erasmus Center for Financial Research, Erasmus University
12
Discussion paper / A
9
Universitext
7
Discussion paper / Tinbergen Institute
6
Econometric theory
6
Journal of econometrics
6
Discussion paper / Center for Economic Research, Tilburg University
5
Applied quantitative finance
4
IRTG 1792 discussion paper
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
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Tinbergen Institute Discussion Paper
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Applied quantitative finance : theory and computational tools
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International statistical review : a journal of the International Statistical Institute and its associations
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Journal of empirical finance
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Journal of international money and finance
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Publikationen / Center for Applied Statistics and Economics
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Quantitative finance
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied mathematical finance
1
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Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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2
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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