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Details about Maria Grith

Homepage:http://www.mariagrith.com/
Workplace:Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Maria Grith.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pgr437

Jump to Journal Articles

Working Papers

2016

  1. Functional principal component analysis for derivatives of multivariate curves
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2013

  1. Reference dependent preferences and the EPK puzzle
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2010

  1. Nonparametric estimation of risk-neutral densities
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
  2. Parametric estimation of risk neutral density functions
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2009

  1. Shape invariant modelling pricing kernels and risk aversion
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

Journal Articles

2013

  1. Shape Invariant Modeling of Pricing Kernels and Risk Aversion
    Journal of Financial Econometrics, 2013, 11, (2), 370-399 Downloads View citations (18)
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