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~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Härdle, Wolfgang"
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
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pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
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Hedging cryptos with Bitcoin futures
Liu, Francis
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Packham, Natalie
;
Lu, Meng-Jou
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Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
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Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
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