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Einführung in die Statistik der Finanzmärkte

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2001

Persistent link: https://www.econbiz.de/10001599509

Einführung in die Statistik der Finanzmärkte

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M.; … - 2001

Persistent link: https://www.econbiz.de/10001723367

How sensitive are average derivatives?

Härdle, Wolfgang; Cybakov, Aleksandr B. - 1992

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

How many terms should be added into additive model?

Härdle, Wolfgang; Cybakov, Aleksandr B. - 1990

Persistent link: https://www.econbiz.de/10000808296

Robust nonparametric regression with simultaneous scale curve estimation

Härdle, Wolfgang; Cybakov, Aleksandr B. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10000709393

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

Robust locally adaptive nonparametric regression

Härdle, Wolfgang; Cybakov, Aleksandr B. - 1990

Persistent link: https://www.econbiz.de/10000793285

How sensitive are average derivatives ?

Härdle, Wolfgang - 1991

Persistent link: https://www.econbiz.de/10013452737

Discrete time option pricing with flexible volatility estimation

Härdle, Wolfgang; Hafner, Christian M. - 1997

By extending the GARCH option pricing model of Duan (1995) to more flexible volatility estimation it is shown that the prices of out-of-the-money options strongly depend on volatility features such as asymmetry. Results are provided for the properties of the stationary pricing distribution in...

Persistent link: https://www.econbiz.de/10009659059

Discrete time option pricing with flexible volatility estimation

Härdle, Wolfgang; Hafner, Christian M. - In: Finance and stochastics 4 (2000) 2, pp. 189-207

Persistent link: https://www.econbiz.de/10001486714

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