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| Wahlstrøm, Ranik Raaen, Florentina Paraschiv, and Michael Schürle (2021) "A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions." Computational Economics: 1-38. https://link.springer.com/article/10.1007/s10614-021-10113-w |
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| Hu, J., & Härdle, W. K. (2021). Networks of News and the Cross-Sectional Returns. Available at SSRN 3904012. |
| Wang, R., Althof, M., & Härdle, W. K. (2021). A financial risk meter for China. Available at SSRN 3965498. |
| Matic, J. L., Packham, N., & Härdle, W. K. (2021). Hedging cryptocurrency options. Available at SSRN 3968594. |
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