Items where Author is "Grith, Maria"
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Number of items: 2.
Grith, Maria and Haerdle, Wolfgang and Park, Juhyun (2013) Shape invariant modeling of pricing kernels and risk aversion. Journal of Financial Econometrics, 11 (2). pp. 370-399. ISSN 1479-8417
Grith, Maria and Härdle, Wolfgang and Park, Juhyun (2009) Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. Working Paper. Humboldt University, Berlin.