Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach
Chen, Y., Grith, M. & Lai, H. L. H., 3 Jun 2025, (E-pub ahead of print) In: Journal of Business and Economic Statistics. 44, 1, p. 24-38 15 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile1 Citation (Scopus)30 Downloads (Pure) -
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 AccessFile5 Citations (Scopus)55 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 AccessFile11 Citations (Scopus)54 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
- 3 Organising and contributing to an event
-
Financial Econometrics Meets Machine Learning 2025
Kleen, O. (Organiser), Tetereva, A. (Organiser), Bulhoes Carvalho da Paz Freire, G. (Organiser), Lonn, R. (Organiser), Grith, M. (Organiser), Quaini, A. (Organiser), Vladimirov, E. (Organiser) & Artemova, M. (Organiser)
2025 → …Activity: Participating in or organising an event › Organising and contributing to an event › Academic
-
Financial Econometrics Meets Machine Learning 2024
Kleen, O. (Organiser), Grith, M. (Organiser), Quaini, A. (Organiser) & Tetereva, A. (Organiser)
2024 → …Activity: Participating in or organising an event › Organising and contributing to an event › Academic
-
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