Research output per year
Research output per year
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Dive into the research topics where Maria Grith is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach
Chen, Y., Grith, M. & Lai, H., 28 Aug 2023.Research output: Working paper › Preprint › Academic
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Functional Principal Component Analysis for Derivatives of Multivariate Curves
Grith, M., Härdle, W., Kneip, A. & Wagner, H., 2018, In: Statistica Sinica. 28, p. 2469-2496 28 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile4 Citations (Scopus)20 Downloads (Pure) -
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle
Grith, M., Härdle, W. & Krätschmer, V., 2017, In: Review of Finance. 21, 1, p. 269-298 30 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile9 Citations (Scopus)28 Downloads (Pure) -
Shape Invariant Modeling of Pricing Kernels and Risk Aversion
Grith, M., Härdle, W. & Park, J., 2013, In: Journal of Financial Econometrics. 11, 2, p. 370-399 30 p.Research output: Contribution to journal › Article › Academic › peer-review
18 Citations (Scopus) -
Nonparametric estimation of risk-neutral densities
Grith, M., Härdle, W. K. & Schienle, M., 1 Jan 2012, Handbook of Computational Finance. Springer-Verlag, p. 277-305 29 p.Research output: Chapter/Conference proceeding › Chapter › Academic
Open Access11 Citations (Scopus)
Activities
- 1 Organising and contributing to an event
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Financial Econometrics meets Machine Learning (FinEML)
Kleen, O. (Organiser), Tetereva, A. (Organiser), Bulhoes Carvalho da Paz Freire, G. (Organiser), Grith, M. (Organiser), Quaini, A. (Organiser) & Lonn, R. (Organiser)
2023Activity: Participating in or organising an event › Organising and contributing to an event › Academic