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ECONIS (ZBW)
97
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1
Does hedging with implied volatility factors improve the hedging efficiency of barrier options?
Borak, Szymon
;
Fengler, Matthias R.
;
Härdle, Wolfgang
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10003848886
Saved in:
2
Time series modelling with semiparametric factor dynamics
Park, Byeong U.
;
Mammen, Enno
;
Härdle, Wolfgang
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 284-298
Persistent link: https://www.econbiz.de/10003878192
Saved in:
3
Conditional and dynamic convex risk measures
Detlefsen, Kai
;
Scandolo, Giacomo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 539-561
Persistent link: https://www.econbiz.de/10003133271
Saved in:
4
Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Schmollers Jahrbuch : journal of contextual economics
128
(
2008
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
Saved in:
5
Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying
;
Härdle, Wolfgang
;
Jeong, Seok-oh
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
483
,
pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
Saved in:
6
On the appropriateness of inappropriate VaR models
Härdle, Wolfgang
;
Hlávka, Zdeněk
;
Stahl, Gerhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
2
,
pp. 273-297
Persistent link: https://www.econbiz.de/10003328297
Saved in:
7
Nonparametric state price density estimation using constrained least squares and the bootstrap
Yatchew, Adonis John
;
Härdle, Wolfgang
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 579-599
Persistent link: https://www.econbiz.de/10003359592
Saved in:
8
Dynamics of state price densities
Härdle, Wolfgang
;
Hlávka, Zdeněk
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847475
Saved in:
9
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
10
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
Härdle, Wolfgang
;
Lee, Yuh-Jye
;
Schäfer, Dorothea
; …
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 512-534
Persistent link: https://www.econbiz.de/10003886993
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