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A joint analysis of the KOSPI 200 option and ODAX option markets dynamics
Cao, Ji; Härdle, Wolfgang; Mungo, Julius - 2009
As a function of strike and time to maturity the implied volatility estimation is a challenging task in financial econometrics. Dynamic Semiparametric Factor Models (DSFM) are a model class that allows for the estimation of the implied volatility surface (IVS) in a dynamic context, employing...
Persistent link: https://www.econbiz.de/10003828611
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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Testing a regression model when we have smooth alternatives in mind
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000858566
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Applied nonparametric methods
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000831909
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How sensitive are average derivatives?
Härdle, Wolfgang; Cybakov, Aleksandr B. - 1992
Persistent link: https://www.econbiz.de/10000834352
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Cost-benefit rules in general equilibrium with monopolistic competition
Honkapohja, Seppo; Niskanen, Esko - 1992
Persistent link: https://www.econbiz.de/10000835342
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Adaptive learning and expectational stability : an introduction
Evans, George W.; Honkapohja, Seppo - 1992
Persistent link: https://www.econbiz.de/10000835970
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On the local stability of sunspot equilibria under adaptive learning rules
Evans, George W.; Honkapohja, Seppo - 1992
Persistent link: https://www.econbiz.de/10000835971
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Testomg increasing dispersion
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000839552
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Local convergence of recursive learning to steady states and cycles in stochastic nonlinear models
Evans, George W.; Honkapohja, Seppo - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841776