Erasmus School of Economics
Assistant professor | Econometrics
- Email
- grith@ese.eur.nl
Work
- Ying Chen, Maria Grith & Hannah Lai (2023) - Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach - doi: 10.2139/ssrn.4547560
- 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]
- Maria Grith, Wolfgang Karl Härdle & Melanie Schienle (2012) - Nonparametric estimation of risk-neutral densities - doi: 10.1007/978-3-642-17254-0_11 - [link]
- Maria Grith & Volker Krätschmer (2012) - Parametric estimation of risk neutral density functions - doi: 10.1007/978-3-642-17254-0_10 - [link]
- Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML) (Organiser)
Activiteit: Organising and contributing to an event › Academic
