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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.; Härdle, Wolfgang; Villa, Christophe - In: Review of derivatives research 6 (2003) 3, pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
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Applied nonparametric methods
Härdle, Wolfgang; Linton, Oliver - 1994
Persistent link: https://www.econbiz.de/10000147122
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Testing parametric versus semiparametric modelling in generalized linear models
Härdle, Wolfgang; Mammen, Enno; Müller, Marlene - 1996
Persistent link: https://www.econbiz.de/10000933986
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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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Testomg increasing dispersion
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000839552
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Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000971105
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On saving, updating and dynamic programming : an experimental analysis
Anderhub, Vital; Güth, Werner; Härdle, Wolfgang; … - 1997
Persistent link: https://www.econbiz.de/10000971601