dr. (Maria) M Grith
Assistant Professor Erasmus School of Economics Econometrics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- ET-07
- Telephone
- 0104081339
- grith@ese.eur.nl
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Profile
- M. Grith, W.K. 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
- M. Grith, W.K. 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
- M. Grith, W.K. 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
Probability Theory
- Title
- Probability Theory
- Year
- 2020
- Year level
- (bachelor 1) (bachelor 1)
Markov Processes
- Title
- Markov Processes
- Year
- 2020
- Year level
- (bachelor 2) (bachelor 3) (pre-master)
QED
- Title
- QED
- Year
- 2020
Financial Derivatives
- Title
- Financial Derivatives
- Year
- 2020
- Year level
- (master)
Seminar Financial Case Studies
- Title
- Seminar Financial Case Studies
- Year
- 2020
- Year level
- (master)
Assistant Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Econometrics
- Country
- The Netherlands
- Telephone
- 0104081339