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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 373 Discussion Papers
903
Sonderforschungsbereich 373
827
SFB 649 discussion paper
185
Discussion papers of interdisciplinary research project 373
58
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
CORE discussion paper : DP
34
Discussion paper / A
24
IRTG 1792 discussion paper
15
Série des documents de travail
13
CORE Discussion Papers RP
12
Journal of econometrics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Applied quantitative finance
7
Discussion paper / Center for Economic Research, Tilburg University
7
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Universitext
7
Quantitative finance
6
Journal of empirical finance
4
Journal of the American Statistical Association : JASA
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Publikationen / Center for Applied Statistics and Economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of applied econometrics
3
Journal of financial econometrics
3
Journal of forecasting
3
Statistical tools for finance and insurance
3
The European journal of finance
3
The econometrics journal
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Digital finance : smart data analytics, investment innovation, and financial technology
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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
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International review of financial analysis
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International statistical review : a journal of the International Statistical Institute and its associations
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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Review of derivatives research
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Sankhya / B : the Indian journal of statistics
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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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