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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
Persistent link: https://www.econbiz.de/10001555314
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619299
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Fifty years of mincer earnings regressions
Heckman, James J. (contributor); Lochner, Lance (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760429
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Fifty years of Mincer earnings regressions
Heckman, James J.; Lochner, Lance; Todd, Petra - 2003
Persistent link: https://www.econbiz.de/10001765849
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Simulation and estimation of hedonic models
Heckman, James J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835951
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Simulation and estimation of hedonic models
Heckman, James J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784172
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Simulation and estimation of hedonic models
Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars - 2003
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10001784247