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The dynamics of implied volatilities : a common principal components approach

Fengler, Matthias R.; Härdle, Wolfgang; Villa, Christophe - In: Review of derivatives research 6 (2003) 3, pp. 179-202

Persistent link: https://www.econbiz.de/10001905297

Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter - In: International statistical review : a journal of the … 71 (2003) 1, pp. 435-459

Persistent link: https://www.econbiz.de/10001779873

Semiparametric regression analysis with missing response at random

Wang, Qihua; Linton, Oliver; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 334-345

Persistent link: https://www.econbiz.de/10002095725

Discrete time option pricing with flexible volatility estimation

Härdle, Wolfgang; Hafner, Christian M. - In: Finance and stochastics 4 (2000) 2, pp. 189-207

Persistent link: https://www.econbiz.de/10001486714

Bootstrap inference in semiparametric generalized additive models

Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - In: Econometric theory 20 (2004) 2, pp. 265-300

Persistent link: https://www.econbiz.de/10001987865

Statistical tools for finance and insurance

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005

Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this...

Persistent link: https://www.econbiz.de/10002123307

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

Nonparametric risk management with generalized hyperbolic distributions

Chen, Ying; Härdle, Wolfgang; Jeong, Seok-oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923

Persistent link: https://www.econbiz.de/10003772400

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

Valuation of collateralized debt obligations with hierarchical Archimedean copulae

Choroś-Tomczyk, Barbara; Härdle, Wolfgang; Okhrin, Ostap - In: Journal of empirical finance 24 (2013), pp. 42-62

Persistent link: https://www.econbiz.de/10010371991

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