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The Dynamics of Implied Volatilities: A Common Principal Components Approach
Fengler, Matthias R.
;
Härdle, Wolfgang K.
;
Villa, …
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10005931028
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2
Forecasting volatility with support vector machine-based GARCH model
Chen, Shiyi
;
Härdle, Wolfgang K.
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-434
Persistent link: https://www.econbiz.de/10008430510
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3
CALIBRATION RISK FOR EXOTIC OPTIONS
Detlefsen, K.
;
Härdle, Wolfgang K.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10007748437
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Does hedging with implied volatility factors improve the hedging efficiency of barrier options?
Borak, Szymon
;
Fengler, Matthias R.
;
Härdle, Wolfgang K.
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10009911474
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5
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum
Härdle, Wolfgang K.
;
Song, Song
- In:
Econometric theory
28
(
2012
)
2
,
pp. 483-485
Persistent link: https://www.econbiz.de/10009847388
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A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
Jeong, Kiho
;
Härdle, Wolfgang K.
;
Song, Song
- In:
Econometric theory
28
(
2012
)
4
,
pp. 861-888
Persistent link: https://www.econbiz.de/10009996869
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