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Calibration of parametric CAT...
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ECONIS (ZBW)
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1
State price densities implied from weather derivatives
Härdle, Wolfgang
;
López Cabrera, Brenda
;
Teng, Huei-Wen
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 106-125
Persistent link: https://www.econbiz.de/10011397955
Saved in:
2
Regularization approach for network modeling of German power derivative market
Chen, Shi
;
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Energy economics
83
(
2019
),
pp. 180-196
Persistent link: https://www.econbiz.de/10012175269
Saved in:
3
Calibrating CAT bonds for Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
3
,
pp. 625-650
Persistent link: https://www.econbiz.de/10008650404
Saved in:
4
The implied market price of weather risk
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10009561240
Saved in:
5
Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
Saved in:
6
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
Saved in:
7
Empirical evidence on the law of demand
Härdle, Wolfgang
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1525-1549
Persistent link: https://www.econbiz.de/10001115947
Saved in:
8
Cross section Engel curves over time
Härdle, Wolfgang
- In:
Recherches économiques de Louvain
57
(
1991
)
4
,
pp. 391-431
Persistent link: https://www.econbiz.de/10001122332
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9
A review of nonparametric time series analysis
Härdle, Wolfgang
- In:
International statistical review : a journal of the …
65
(
1997
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001223827
Saved in:
10
Semiparametric analysis of German East-West migration intentions : facts and theory
Burda, Michael C.
;
Härdle, Wolfgang
;
Müller, Marlene
; …
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 525-541
Persistent link: https://www.econbiz.de/10001250503
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