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Maria Grith
Observed names:
Grith, Maria,
M. Grith
Institutions:
NEOMA Business School,
Erasmus University Rotterdam
Observed institutions:
NEOMA Business School,
Princeton University,
Humboldt-Universität zu Berlin,
Weierstrass Institute for Applied Analysis and Stochastics,
Erasmus University Rotterdam
ORCID:
0000-0001-8821-0245
Observed ORCID:
0000-0001-8821-0245
OpenAlex ID:
A5082533837
Shape Invariant Modeling of Pricing Kernels and Risk Aversion
2012
·
M. Grith
, W. Hardle
, et al.
·
Journal of Financial Econometrics
·
30
Nonparametric Estimation of Risk-Neutral Densities
2011
·
Maria Grith
, Wolfgang Karl Härdle
, et al.
·
Springer eBooks
·
28
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle
2016
·
Maria Grith
, Wolfgang K. Härdle
, et al.
·
European Finance Review
·
22
PDF
Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach
2025
·
Ying Chen
, Maria Grith
, et al.
·
Journal of Business and Economic Statistics
·
10
PDF
Parametric Estimation of Risk Neutral Density Functions
2011
·
Maria Grith
, Volker Krätschmer
·
Springer eBooks
·
8
Shape Invariant Modelling Pricing Kernels and Risk Aversion
2009
·
Maria Grith
, Wolfgang K. HHrdle
, et al.
·
SSRN Electronic Journal
·
7
Risk Premia in the Bitcoin Market
2024
·
Almeida, Caio
, Grith, Maria
, et al.
·
RePEc: Research Papers in Economics
·
6
PDF
Functional Principal Component Analysis for Derivatives of Multivariate Curves
2018
·
Maria Grith
, Wolfgang Karl Härdle
, et al.
·
Statistica Sinica
·
6
Nonparametric Estimation of Risk-Neutral Densities
2017
·
Maria Grith
, Wolfgang Karl Härdle
, et al.
·
SSRN Electronic Journal
·
6
Reference Dependent Preferences and the EPK Puzzle
2013
·
Maria Grith
, Wolfgang Karl Härdle
, et al.
·
RePEc: Research Papers in Economics
·
6
PDF
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
2026
·
Jing Liu
, Maria Grith
, et al.
·
SSRN Electronic Journal
·
1
PDF
Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
2009
·
Maria Grith
, Wolfgang Karl Härdle
, et al.
·
Lancaster EPrints (Lancaster University)
·
1
Nelson-Siegel Autoencoders for Global Yield Curve Forecasting
2026
·
Aaron Popa
, Maria Grith
, et al.
·
SSRN Electronic Journal
Risk Premia in the Bitcoin Market
2025
·
Maria Grith
, Caio Almeida
, et al.
·
SSRN Electronic Journal
An evaluation of scale-specific predictive systems
2019
·
M.G.I. Tans
, Maria Grith
The statistical and economic relevance of out-of-sample forecasts of implied volatility surfaces of equity options
2018
·
E.N. van Bruggen
, Maria Grith
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Works count:
17
Citation count:
131
H-index:
6
I10-index:
4
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