| Shape invariant modeling of pricing kernels and risk aversion M Grith, W Härdle, J Park Journal of Financial Econometrics 11 (2), 370-399, 2013 | 40 | 2013 |
| Reference-dependent preferences and the empirical pricing kernel puzzle M Grith, WK Härdle, V Krätschmer Review of Finance 21 (1), 269-298, 2017 | 32* | 2017 |
| Nonparametric estimation of risk-neutral densities M Grith, WK Härdle, M Schienle Handbook of computational finance, 277-305, 2012 | 29 | 2012 |
| Functional principal component analysis for derivatives of multivariate curves M Grith, H Wagner, WK Härdle, A Kneip Statistica Sinica 28 (4), 2469-2496, 2018 | 8 | 2018 |
| Parametric estimation of risk neutral density functions M Grith, V Krätschmer Handbook of Computational Finance, 253-275, 2012 | 5 | 2012 |
| Cross country evidence for the EPK paradox W Haerdle, M Grith, A Mihoci Working Paper, Humboldt University, 2014 | 3 | 2014 |
| Risk Premia in the Bitcoin Market C Almeida, M Grith, R Miftachov, Z Wang arXiv preprint arXiv:2410.15195, 2024 | 1 | 2024 |
| Towards Interpretable High-Dimensional Continuous Reinforcement Learning G Lek, A Naghi, H Steehouwer, A Kadhum, M Grith | | 2023 |
| Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach Y Chen, M Grith, H Lai Available at SSRN 4547560, 2023 | | 2023 |
| Identifying Factors of Delta-Hedged Equity Option Returns Using Adaptive Group LASSO M Grith | | 2023 |
| Portfolio formation for a well-diversified portfolio based on graphical models and spherical k-means clustering A van Oosterhout, SOR Lonn, M Grith | | 2022 |
| Bachelor Thesis BSc 2 Econometrics and Economics J Lesterhuis, M Grith, MD Zaharieva | | 2021 |
| Bachelor Thesis Final Report BSc 2 Econometrics and Economics L Schumans, M Grith, MD Zaharieva | | 2021 |
| Using decision tree ensemble methods for the estimation of individual claims reserving FF Jin, AA Naghi, M Grith | | 2021 |
| Contingent claims approach to measuring sovereign default risk in the Eurozone S Anwar, C Zhou, H Zhou, K Nicolai, M Grith | | 2021 |
| Using Instrumented Principal Component Analysis to Explain Delta-Hedged Options Returns R Ligtenberg, M Grith, X Xiao | | 2020 |
| Time Series Decomposition for Studying Persistence Heterogeneity in Macroeconomic Variables BHP van Zutphen, M Grith, AM Schnücker | | 2020 |
| Affine Term Structure Models Approaching The Zero-Lower Bound T Everaert, M van der Wel, M Grith | | 2019 |
| Graphical Models for Multivariate Time Series Using Wavelets M Eckardt, M Grith | | 2018 |
| Dynamics of Risk Attitudes M Grith Verlag nicht ermittelbar, 2013 | | 2013 |
