Details about Maria Grith
Access statistics for papers by Maria Grith.
Last updated 2023-02-24. Update your information in the RePEc Author Service.
Short-id: pgr437
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Journal Articles
Working Papers
2016
- Functional principal component analysis for derivatives of multivariate curves
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
2013
- Reference dependent preferences and the EPK puzzle
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
2010
- Nonparametric estimation of risk-neutral densities
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
- Parametric estimation of risk neutral density functions
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
2009
- Shape invariant modelling pricing kernels and risk aversion
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Journal Articles
2013
- Shape Invariant Modeling of Pricing Kernels and Risk Aversion
Journal of Financial Econometrics, 2013, 11, (2), 370-399
View citations (18)