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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 Discussion Paper
221
SFB 649 discussion paper
197
SFB 649 Discussion Papers
150
SFB 373 Discussion Papers
96
IRTG 1792 Discussion Paper
65
Discussion papers of interdisciplinary research project 373
62
SFB 373 Discussion Paper
62
Sonderforschungsbereich 373
57
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
56
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
55
Diskussionspapier
53
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
42
CORE discussion paper : DP
30
CORE Discussion Papers RP
28
Discussion paper / A
27
Journal of econometrics
18
Econometric theory
15
IRTG 1792 discussion paper
15
Journal of the American Statistical Association : JASA
14
Working Paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of Multivariate Analysis
9
Applied quantitative finance
8
Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
8
Discussion paper / Center for Economic Research, Tilburg University
7
ERES
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Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
7
Journal of empirical finance
7
Universitext
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Applied Energy
6
Energy
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Koç University - TÜSİAD Economic Research Forum working paper series
6
Quantitative finance
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The journal of real estate finance and economics
6
U.C. Berkeley Division of Biostatistics Working Paper Series
6
AStA Advances in Statistical Analysis
5
CORE Discussion Papers
5
Econometric Theory
5
Journal of economic theory
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A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
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2
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
3
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
Saved in:
4
VAR modeling for dynamic loadings driving volatility strings
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
; …
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10003748062
Saved in:
5
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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