Erasmus School of Economics
Assistant professor | Econometrics
- grith@ese.eur.nl
- Room
- ET-07
- Location
- Burg. Oudlaan 50, Rotterdam
More information
Work
- Maria Grith, WK Härdle, A Kneip & H Wagner (2018) - Functional Principal Component Analysis for Derivatives of Multivariate Curves - Statistica Sinica, 28, 2469-2496 - doi: 10.5705/ss.202017.0199 - [link]
- Maria Grith, WK Härdle & V Krätschmer (2017) - Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle - Review of Finance, 21 (1), 269-298 - doi: 10.1093/rof/rfv062 - [link]
- Maria Grith, WK Härdle & J Park (2013) - Shape Invariant Modeling of Pricing Kernels and Risk Aversion - Journal of Financial Econometrics, 11 (2), 370-399 - doi: 10.1093/jjfinec/nbs019 - [link]
Probability Theory (pre-master)
- Level
- pre-master
- Year Level
- pre-master
- Year
- 2022
- Course Code
- FEB21005S
Probability Theory
- Level
- bachelor 1
- Year Level
- bachelor 1
- Year
- 2022
- Course Code
- FEB21005
Financial Derivatives
- Level
- master
- Year Level
- master
- Year
- 2022
- Course Code
- FEM21011
Seminar Financial Case Studies
- Level
- master
- Year Level
- master
- Year
- 2022
- Course Code
- FEM21019
Probability Theory
- Year Level
- bachelor 1, bachelor 1
- Year
- 2022
- Course Code
- FEB21005X
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