Maria Grith
Names
Identifer
Contact
Affiliations
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Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen
/ Econometrisch Instituut
Research profile
author of:
- Nonparametric Estimation of Risk-Neutral Densities (RePEc:hum:wpaper:sfb649dp2010-021)
by Maria Grith & Wolfgang Karl Härdle & Melanie Schienle - Reference Dependent Preferences and the EPK Puzzle (RePEc:hum:wpaper:sfb649dp2013-023)
by Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer - Functional Principal Component Analysis for Derivatives of Multivariate Curves (RePEc:hum:wpaper:sfb649dp2016-033)
by Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner - Shape Invariant Modeling of Pricing Kernels and Risk Aversion (RePEc:oup:jfinec:v:11:y:2013:i:2:p:370-399)
by Maria Grith & Wolfgang Härdle & Juhyun Park - Shape invariant modelling pricing kernels and risk aversion (RePEc:zbw:sfb649:sfb649dp2009-041)
by Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun - Nonparametric estimation of risk-neutral densities (RePEc:zbw:sfb649:sfb649dp2010-021)
by Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie - Parametric estimation of risk neutral density functions (RePEc:zbw:sfb649:sfb649dp2010-045)
by Grith, Maria & Krätschmer, Volker - Reference dependent preferences and the EPK puzzle (RePEc:zbw:sfb649:sfb649dp2013-023)
by Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker - Functional principal component analysis for derivatives of multivariate curves (RePEc:zbw:sfb649:sfb649dp2016-033)
by Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko