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Schreier, David - 2007

fractal power laws and scaling will be explained. The main part focuses on the estimation of the tail index as a scaling …

Persistent link: https://www.econbiz.de/10009467109

Petukhina, Alla A.; Reule, Raphael C. G.; Härdle, Wolfgang - In: The European journal of finance 27 (2021) 1/2, pp. 8-30

Persistent link: https://www.econbiz.de/10012424926

Härdle, Wolfgang; Harvey, Campbell R.; Reule, Raphael C. G. - In: Journal of financial econometrics 18 (2020) 2, pp. 181-208

Persistent link: https://www.econbiz.de/10012232695

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

Persistent link: https://www.econbiz.de/10001470372

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

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

Härdle, Wolfgang - 1997

Persistent link: https://www.econbiz.de/10000971105

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Persistent link: https://www.econbiz.de/10000992362

Bossaerts, Peter L. - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 71-83). 1996

Persistent link: https://www.econbiz.de/10001318071

Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242

Persistent link: https://www.econbiz.de/10001336796

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001595495