Similar Search Results - EconBiz

FRM Financial Risk Meter for emerging markets

Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang - 2021

Persistent link: https://www.econbiz.de/10012500180

Financial Risk Meter for emerging markets

Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang - In: Research in international business and finance 60 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013411139

Pricing Kernels and risk Premia implied in bitcoin options

Winkel, Julian; Härdle, Wolfgang - In: Risks : open access journal 11 (2023) 5, pp. 1-18

Bitcoin Pricing Kernels (PKs) are estimated using a novel data set from Deribit, the leading Bitcoin options exchange. The PKs, as the ratio between risk-neutral and physical density, dynamically reflect the change in investor preferences. Thus, the PKs improve the understanding of investor...

Persistent link: https://www.econbiz.de/10014332072

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

Applied nonparametric methods

Härdle, Wolfgang; Linton, Oliver - 1994

Persistent link: https://www.econbiz.de/10000147122

Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998

Persistent link: https://www.econbiz.de/10000168636

Testing parametric versus semiparametric modelling in generalized linear models

Härdle, Wolfgang; Mammen, Enno; Müller, Marlene - 1996

Persistent link: https://www.econbiz.de/10000933986

Applied nonparametric methods

Härdle, Wolfgang - 1992

Persistent link: https://www.econbiz.de/10000831909

How sensitive are average derivatives?

Härdle, Wolfgang; Cybakov, Aleksandr B. - 1992

Persistent link: https://www.econbiz.de/10000834352

Testomg increasing dispersion

Härdle, Wolfgang - 1992

Persistent link: https://www.econbiz.de/10000839552

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