Browsing All of EconStor by Author Grith, Maria
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2009 | Shape invariant modelling pricing kernels and risk aversion | Grith, Maria; Härdle, Wolfgang Karl; Park, Juhyun |
2010 | Nonparametric estimation of risk-neutral densities | Grith, Maria; Härdle, Wolfgang Karl; Schienle, Melanie |
2010 | Parametric estimation of risk neutral density functions | Grith, Maria; Krätschmer, Volker |
2013 | Reference dependent preferences and the EPK puzzle | Grith, Maria; Karl Härdle, Wolfgang; Krätschmer, Volker |
2016 | Functional principal component analysis for derivatives of multivariate curves | Grith, Maria; Härdle, Wolfgang Karl; Kneip, Alois; Wagner, Heiko |