Maria Grith : Citation Profile


Are you Maria Grith?

Erasmus Universiteit Rotterdam

3

H index

2

i10 index

32

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 5
   Journals where Maria Grith has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr437
   Updated: 2019-11-10    RAS profile: 2018-03-06    
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Relations with other researchers


Works with:

Härdle, Wolfgang (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Grith.

Is cited by:

Härdle, Wolfgang (5)

Audrino, Francesco (2)

Weron, Rafał (2)

Schienle, Melanie (2)

Santucci de Magistris, Paolo (2)

Violante, Francesco (2)

Fengler, Matthias (1)

Basteck, Christian (1)

Misiorek, Adam (1)

Daniëls, Tijmen (1)

Poeschel, Friedrich (1)

Cites to:

Härdle, Wolfgang (12)

Ait-Sahalia, Yacine (6)

Lo, Andrew (5)

Jackwerth, Jens (3)

Yang, Alan (2)

Engle, Robert (2)

Renault, Eric (2)

Zin, Stanley (2)

Garcia, René (2)

Heekeren, Hauke (2)

Melino, Angelo (2)

Main data


Where Maria Grith has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3

Recent works citing Maria Grith (2018 and 2017)


YearTitle of citing document
2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15.

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2017Nonparametric estimates of pricing functionals. (2017). d'Addona, Stefano ; Marinelli, Carlo . In: Papers. RePEc:arx:papers:1506.06568.

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2017Option pricing under time-varying risk-aversion with applications to risk forecasting. (2017). Kiesel, Rudiger ; Rahe, Florentin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:120-138.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2017Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle. (2017). Härdle, Wolfgang ; Kratschmer, Volker ; Hardle, Wolfgang K ; Grith, Maria . In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:269-298..

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2017The shape of small sample biases in pricing kernel estimations. (2017). , Dietmar. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:6:p:943-958.

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Works by Maria Grith:


YearTitleTypeCited
2010Nonparametric Estimation of Risk-Neutral Densities In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper18
2013Reference Dependent Preferences and the EPK Puzzle In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper4
2016Functional Principal Component Analysis for Derivatives of Multivariate Curves In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Shape Invariant Modeling of Pricing Kernels and Risk Aversion In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article10

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