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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
196
SFB 649 discussion paper
194
SFB 649 Discussion Papers
63
Discussion papers of interdisciplinary research project 373
57
IRTG 1792 Discussion Paper
50
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
CORE discussion paper : DP
30
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22
IRTG 1792 discussion paper
16
Journal of econometrics
9
Applied quantitative finance
7
Discussion paper / Center for Economic Research, Tilburg University
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Econometric theory
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SFB 373 Discussion Paper
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Universitext
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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Energy economics
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Journal of banking & finance
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Digital finance : smart data analytics, investment innovation, and financial technology
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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International review of financial analysis
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ECONIS (ZBW)
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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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