@misc{HaerdleHautschMihoci2009,
  author    = {Wolfgang Karl H{\"a}rdle and Nikolaus Hautsch and Andrija Mihoci},
  title     = {Modelling and forecasting liquidity supply using semiparametric factor dynamics},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2009, 18},
  year      = {2009}
}