31
H index
104
i10 index
4005
Citations
Wolfgang Karl Härdle : Citation Profile
Humboldt-Universität Berlin (50% share) | RESEARCH PRODUCTION: 118 Articles 356 Papers 1 Books 2 Chapters EDITOR: RESEARCH ACTIVITY:
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38 years (1984 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Wolfgang Karl Härdle. | Is cited by:
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Main data
Where Wolfgang Karl Härdle has published?
Recent works citing Wolfgang Karl Härdle (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
| 2024 | Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258. Full description at Econpapers || Download paper | |
| 2023 | An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881. Full description at Econpapers || Download paper | |
| 2023 | Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424. Full description at Econpapers || Download paper | |
| 2023 | Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757. Full description at Econpapers || Download paper | |
| 2023 | ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260. Full description at Econpapers || Download paper | |
| 2023 | Simultaneous Inference of Trend in Partially Linear Time Series. (2022). Zhou, Tianwei ; Chen, Likai ; Li, Jiaqi. In: Papers. RePEc:arx:papers:2212.10359. Full description at Econpapers || Download paper | |
| 2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper | |
| 2023 | FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. (2023). Bergeron, Maxime ; Jaimungal, Sebastian ; Choudhary, Vedant. In: Papers. RePEc:arx:papers:2303.00859. Full description at Econpapers || Download paper | |
| 2023 | Price Changes and Welfare Analysis: Measurement under Individual Heterogeneity. (2023). Malhotra, Raghav ; Maes, Sebastiaan. In: Papers. RePEc:arx:papers:2303.01231. Full description at Econpapers || Download paper | |
| 2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper | |
| 2023 | Ruin probability for the quota share model with~phase-type distributed claims. (2023). Wilkowska, Aleksandra ; Teuerle, Marek ; Palmowski, Zbigniew ; Burnecki, Krzysztof. In: Papers. RePEc:arx:papers:2303.07705. Full description at Econpapers || Download paper | |
| 2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper | |
| 2023 | On the failure of the bootstrap for Chatterjees rank correlation. (2023). Han, Fang ; Lin, Zhexiao. In: Papers. RePEc:arx:papers:2303.14088. Full description at Econpapers || Download paper | |
| 2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
| 2024 | Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137. Full description at Econpapers || Download paper | |
| 2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper | |
| 2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
| 2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
| 2023 | Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting. (2023). Lu, Yanbin ; Liu, Zongyi ; Dong, Shujing ; Ling, Yuan ; Chen, Zheng ; Yu, Xinli. In: Papers. RePEc:arx:papers:2306.11025. Full description at Econpapers || Download paper | |
| 2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
| 2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
| 2023 | Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511. Full description at Econpapers || Download paper | |
| 2023 | Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method. (2023). Huang, Weihuan. In: Papers. RePEc:arx:papers:2310.18658. Full description at Econpapers || Download paper | |
| 2023 | Population dynamics in fresh product markets with no posted prices. (2023). Fernandez, Bastien ; Ellouze, Ali. In: Papers. RePEc:arx:papers:2311.03987. Full description at Econpapers || Download paper | |
| 2023 | Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers || Download paper | |
| 2023 | Fourier Methods for Sufficient Dimension Reduction in Time Series. (2023). de Alwis, Tharindu P ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2312.02110. Full description at Econpapers || Download paper | |
| 2023 | Social welfare and the unrepresentative representative consumer. (2023). Jerison, Michael. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:5-28. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric Models in Consumer Behaviour. (2023). De Rock, Bram ; Cherchye, Laurens ; Vermeulen, Frederic. In: Working Papers ECARES. RePEc:eca:wpaper:2013/356680. Full description at Econpapers || Download paper | |
| 2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
| 2023 | Handling the risk dimensions of wind energy generation. (2023). Santos-Alamillos, Francisco J ; Christodoulou, Theodoros ; Thomaidis, Nikolaos S. In: Applied Energy. RePEc:eee:appene:v:339:y:2023:i:c:s0306261923002891. Full description at Econpapers || Download paper | |
| 2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper | |
| 2023 | A new population model for urban infestations. (2023). , Carla ; Mateu, Jorge ; Jornet, Marc ; Calatayud, Julia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008408. Full description at Econpapers || Download paper | |
| 2023 | A robust spline approach in partially linear additive models. (2023). Martinez, Alejandra Mercedes ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001918. Full description at Econpapers || Download paper | |
| 2023 | GMM estimation of partially linear additive spatial autoregressive model. (2023). Chen, Jianbao ; Cheng, Suli. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000233. Full description at Econpapers || Download paper | |
| 2023 | Functional principal component analysis for partially observed elliptical process. (2023). Lim, Yaeji ; Kim, Hyunsung ; Park, Yeonjoo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000567. Full description at Econpapers || Download paper | |
| 2023 | A distributed community detection algorithm for large scale networks under stochastic block models. (2023). Zhu, Xuening ; Li, Zhe ; Wu, Shihao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001056. Full description at Econpapers || Download paper | |
| 2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper | |
| 2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
| 2023 | How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923. Full description at Econpapers || Download paper | |
| 2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric comparison of epidemic time trends: The case of COVID-19. (2023). Vogt, Michael ; Khismatullina, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:87-108. Full description at Econpapers || Download paper | |
| 2023 | Community network auto-regression for high-dimensional time series. (2023). Zhu, Xuening ; Fan, Jianqing ; Chen, Elynn Y. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1239-1256. Full description at Econpapers || Download paper | |
| 2023 | Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971. Full description at Econpapers || Download paper | |
| 2023 | Rage Against the Mean – A Review of Distributional Regression Approaches. (2023). Safken, Benjamin ; Silbersdorff, Alexander ; Kneib, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:99-123. Full description at Econpapers || Download paper | |
| 2023 | Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?. (2023). Wang, Ben Zhe ; Sheen, Jeffrey. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002252. Full description at Econpapers || Download paper | |
| 2023 | Data-driven dynamic treatment planning for chronic diseases. (2023). Nielsen, Anne Molgaard ; Feuerriegel, Stefan ; Naumzik, Christof. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:853-867. Full description at Econpapers || Download paper | |
| 2023 | Data-driven support for policy and decision-making in university research management: A case study from Germany. (2023). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Zharova, Alona. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:353-368. Full description at Econpapers || Download paper | |
| 2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper | |
| 2023 | Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887. Full description at Econpapers || Download paper | |
| 2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper | |
| 2023 | A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572. Full description at Econpapers || Download paper | |
| 2023 | Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133. Full description at Econpapers || Download paper | |
| 2023 | A stochastic time-series model for solar irradiation. (2023). Benth, Fred Espen ; Green, Rikard ; Larsson, Karl. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005503. Full description at Econpapers || Download paper | |
| 2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
| 2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
| 2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper | |
| 2023 | On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236. Full description at Econpapers || Download paper | |
| 2023 | Financial literacy, financial development, and leverage of small firms. (2023). Goaied, Mohamed ; Bennasr, Hamdi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000261. Full description at Econpapers || Download paper | |
| 2023 | Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546. Full description at Econpapers || Download paper | |
| 2023 | From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers || Download paper | |
| 2023 | On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752. Full description at Econpapers || Download paper | |
| 2023 | Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158. Full description at Econpapers || Download paper | |
| 2023 | Temperature shocks and bank systemic risk: Evidence from China. (2023). Fang, Tong ; Song, Xiaoni. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006249. Full description at Econpapers || Download paper | |
| 2023 | Real stock market returns and inflation: Evidence from uncertainty hypotheses. (2023). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007826. Full description at Econpapers || Download paper | |
| 2023 | Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets. (2023). Ugolini, Andrea ; Mensi, Walid ; Reboredo, Juan C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000661. Full description at Econpapers || Download paper | |
| 2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper | |
| 2023 | Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427. Full description at Econpapers || Download paper | |
| 2023 | What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549. Full description at Econpapers || Download paper | |
| 2023 | Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper | |
| 2023 | Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers || Download paper | |
| 2023 | Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600. Full description at Econpapers || Download paper | |
| 2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper | |
| 2023 | Does natural resources cause sustainable financial development or resources curse? Evidence from group of seven economies. (2023). Ding, Yuanyi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000211. Full description at Econpapers || Download paper | |
| 2023 | Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039. Full description at Econpapers || Download paper | |
| 2023 | Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x. Full description at Econpapers || Download paper | |
| 2023 | Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161. Full description at Econpapers || Download paper | |
| 2023 | Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers || Download paper | |
| 2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper | |
| 2023 | The empirical performance of option implied volatility surface-driven optimal portfolios. (2023). Guidolin, Massimo ; Wang, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123000511. Full description at Econpapers || Download paper | |
| 2023 | Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202. Full description at Econpapers || Download paper | |
| 2023 | Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper | |
| 2023 | News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76. Full description at Econpapers || Download paper | |
| 2023 | Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200. Full description at Econpapers || Download paper | |
| 2023 | Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450. Full description at Econpapers || Download paper | |
| 2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper | |
| 2023 | BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Wolfgang Karl Härdle is editor of
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| Digital Finance |
Wolfgang Karl Härdle has edited the books:
| Year | Title | Type | Cited |
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Works by Wolfgang Karl Härdle:
| Year | Title | Type | Cited |
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| 2008 | Calibration of Parametric CAT bonds. A case study of Mexican earthquakes In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Citation analysis] | article | 0 |
| 2022 | DAI Digital Art Index : a robust price index for heterogeneous digital assets In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Nonparametric Risk Management With Generalized Hyperbolic Distributions In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 18 |
| 2010 | Localized Realized Volatility Modeling In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 32 |
| 2001 | Structural Tests in Additive Regression In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 9 |
| 2004 | Semiparametric Regression Analysis With Missing Response at Random In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 62 |
| 1997 | A Review of Nonparametric Time Series Analysis In: International Statistical Review. [Full Text][Citation analysis] | article | 71 |
| 2003 | Bootstrap Methods for Time Series In: International Statistical Review. [Full Text][Citation analysis] | article | 53 |
| 2015 | Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual In: International Statistical Review. [Full Text][Citation analysis] | article | 1 |
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| 1997 | Large sample theory of the estimation of the error distribution for a semiparametric model In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Bootstrap approximations in a partially linear regression model In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1997 | Multivariate and semiparametric kernel regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Large sample theory in a semiparametric partially linear errors-in-variables models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1997 | On Saving, Updating and Dynamic Programming -An Experimental Analysis- In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | Asymptotic normality of parametric part in partial linear heteroscedastic regression models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1997 | Efficient estimation in single-index regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Financial calculations on the net In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Component analysis for additive models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1997 | Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1997 | A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models In: SFB 373 Discussion Papers. [Citation analysis] | paper | 2 |
| 1997 | Wachsende Dispersion und Engel-Kurven In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | Semiparametric analysis of German East-West migration intentions: Facts and theory In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
| 1998 | Flexible stochastic volatility structures for high frequency financial data In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Internet based econometric computing In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Germanys Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
| 1998 | Semiparametric additive indices for binary response and generalized additive models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Estimation in an additive model when the components are linked parametrically In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Backtesting beyond VaR In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Connected teaching of statistics In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | The three dimensions of multimedia teaching of statistics In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | DPLS in XploRe: A PLS approach to dynamic path models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | A bootstrap test for single index models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Nonparametric estimation of additive models with homogeneous components In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Flexible time series analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Adaptive estimation for a time inhomogeneous stochastic-volatility model In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Common factors governing VDAX movements and the maximum loss In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | An empirical likelihood goodness-of-fit test for time series In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2001 | MM*STAT: Eine interaktive Einführung in die Welt der Statistik In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | On adaptive smoothing in partial linear models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The analysis of implied volatilities In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | How precise are price distributions predicted by implied binomial trees? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | MD*ReX: Linking XploRe to standard spread-sheet applications In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Semi-parametric estimation of generalized partially linear single-index models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | M robustified additive nonparametric regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | R robustified additive nonparametric regression.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Estimation and testing for varying coefficients in additive models with marginal integration In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2002 | Exploring credit data In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | E-learning / e-teaching of statistics: Students and teachers views In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Robust adaptive estimation of dimension reduction space In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Wann sind falsche VaR-Modelle dennoch adäquat? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | E-learning, e-teaching of statistics: A new challenge In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Implied volatility string dynamics In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
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