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Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - In: Journal of banking & finance 93 (2018), pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
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Applied Quantitative Finance : Theory and Computational Tools
Härdle, Wolfgang - 2002
Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...
Persistent link: https://www.econbiz.de/10013523096
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Understanding cryptocurrencies : editorial
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
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Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
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
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Handbook of computational finance
Duan, Jin-Chuan (ed.); Härdle, Wolfgang (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009380841
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000971105
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796