Wolfgang Karl Härdle : Citation Profile


Are you Wolfgang Karl Härdle?

Humboldt-Universität Berlin (50% share)
Humboldt-Universität Berlin (50% share)

30

H index

97

i10 index

3610

Citations

RESEARCH PRODUCTION:

110

Articles

355

Papers

1

Books

1

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   37 years (1984 - 2021). See details.
   Cites by year: 97
   Journals where Wolfgang Karl Härdle has often published
   Relations with other researchers
   Recent citing documents: 405.    Total self citations: 184 (4.85 %)

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   Permalink: http://citec.repec.org/phr5
   Updated: 2022-07-02    RAS profile: 2022-01-06    
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Relations with other researchers


Works with:

Wang, Weining (11)

Chao, Shih-Kang (6)

Reule, Raphael (5)

Tao, Yubo (3)

Khowaja, Kainat (3)

Fengler, Matthias (3)

Borke, Lukas (3)

Althof, Michael (3)

Chernozhukov, Victor (3)

López Cabrera, Brenda (3)

Schienle, Melanie (2)

Trueck, Stefan (2)

Trimborn, Simon (2)

Feng, Yuanhua (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wolfgang Karl Härdle.

Is cited by:

LINTON, OLIVER (87)

Weron, Rafał (71)

Hafner, Christian (46)

Climent Hernández, José (42)

Yang, Lijian (41)

GAO, Jiti (40)

Fengler, Matthias (39)

Schienle, Melanie (38)

Horst, Ulrich (38)

Sperlich, Stefan (38)

Hautsch, Nikolaus (36)

Cites to:

Diebold, Francis (78)

Bollerslev, Tim (77)

Engle, Robert (62)

Fengler, Matthias (52)

Hautsch, Nikolaus (51)

Ait-Sahalia, Yacine (50)

Wang, Weining (49)

Chernozhukov, Victor (39)

Fan, Jianqing (38)

Lo, Andrew (38)

LINTON, OLIVER (36)

Main data


Where Wolfgang Karl Härdle has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis10
Journal of Financial Econometrics7
Computational Statistics7
Quantitative Finance7
Econometric Theory4
Journal of the American Statistical Association4
Journal of Business & Economic Statistics4
Journal of Econometrics3
Computational Statistics & Data Analysis3
International Statistical Review3
Statistics & Risk Modeling3
Journal of the American Statistical Association3
Journal of Empirical Finance2
Journal of Applied Statistics2
Scandinavian Journal of Statistics2
AStA Advances in Statistical Analysis2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Metrika: International Journal for Theoretical and Applied Statistics2
Journal of Forecasting2
Journal of the Royal Statistical Society Series C2
Digital Finance2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany158
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes75
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"62
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)4
MPRA Paper / University Library of Munich, Germany3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology2

Recent works citing Wolfgang Karl Härdle (2021 and 2020)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2020On the Dependence between Default Risk and Recovery Rates in Structural Models. (2020). Fermanian, Jean-David. In: Annals of Economics and Statistics. RePEc:adr:anecst:y:2020:i:140:p:45-82.

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2022Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold. (2022). von Sachs, Rainer ; Rademacher, Daniel ; Krebs, Johannes. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022004.

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2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2020Implied volatility smile dynamics in the presence of jumps. (2017). Kanniainen, Juho ; Barholm, Perttu ; Magris, Martin. In: Papers. RePEc:arx:papers:1711.02925.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2020Nonparametric estimation in a regression model with additive and multiplicative noise. (2019). Navarro, Fabien ; Kou, Junke ; el Kolei, Salima ; Chesneau, Christophe. In: Papers. RePEc:arx:papers:1906.07695.

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2021Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2020An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2021Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Papers. RePEc:arx:papers:2003.03191.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2021Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency. (2020). Li, Yehua ; Zhang, Haozhe. In: Papers. RePEc:arx:papers:2006.13489.

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2020Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments. (2020). Wu, Yaqian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2006.14998.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2020Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702.

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2020Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200.

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2020Model-driven statistical arbitrage on LETF option markets. (2020). Hardle, Wolfgang Karl ; Nasekin, Sergey. In: Papers. RePEc:arx:papers:2009.09713.

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2020Implied Basket Correlation Dynamics. (2020). Silyakova, Elena ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2009.09770.

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2020Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092.

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2021A Machine Learning Based Regulatory Risk Index for Cryptocurrencies. (2020). Xe, Taojun ; Hardle, Wolfgang Karl ; Ni, Xinwen. In: Papers. RePEc:arx:papers:2009.12121.

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2020A first econometric analysis of the CRIX family. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Papers. RePEc:arx:papers:2009.12129.

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2020lCARE -- localizing Conditional AutoRegressive Expectiles. (2020). Hardle, Wolfgang Karl ; Mihoci, Andrija ; Xu, Xiu. In: Papers. RePEc:arx:papers:2009.13215.

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2020An AI approach to measuring financial risk. (2020). Benschop, Thijs ; Borke, Lukas ; Hardle, Wolfgang Karl ; Yu, Lining . In: Papers. RePEc:arx:papers:2009.13222.

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2020A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application. (2020). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Papers. RePEc:arx:papers:2010.01492.

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2021Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315.

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2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

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2020Testing and Dating Structural Changes in Copula-based Dependence Measures. (2020). Otto, Sven ; Stark, Florian. In: Papers. RePEc:arx:papers:2011.05036.

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2021Blockchain mechanism and distributional characteristics of cryptos. (2020). Lin, Min-Bin ; Khowaja, Kainat ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Papers. RePEc:arx:papers:2011.13240.

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2020High-frequency dynamics of the implied volatility surface. (2020). Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.10875.

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2021On the RND under Hestons stochastic volatility model. (2021). Boukai, Ben. In: Papers. RePEc:arx:papers:2101.03626.

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2021SWIFT calibration of the Heston model. (2021). Ortiz-Gracia, Luis ; Romo, Eudald. In: Papers. RePEc:arx:papers:2103.01570.

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2021Understanding Smart Contracts: Hype or Hope?. (2021). Hardle, Wolfgang Karl ; Raphael, ; Zinovyeva, Elizaveta. In: Papers. RePEc:arx:papers:2103.08447.

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2022Rodeo or Ascot: which hat to wear at the crypto race?. (2021). Hardle, Wolfgang Karl ; Hausler, Konstantin. In: Papers. RePEc:arx:papers:2103.12461.

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2022Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2022Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019.

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2021On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334.

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2021Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12336.

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2022A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface. (2021). Zhang, Gongqiu ; Li, Lingfei. In: Papers. RePEc:arx:papers:2106.07177.

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2021Semiparametric inference for partially linear regressions with Box-Cox transformation. (2021). Patilea, Valentin ; Kneip, Alois ; Becker, Daniel. In: Papers. RePEc:arx:papers:2106.10723.

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2021Feasible Implied Correlation Matrices from Factor Structures. (2021). Schadner, Wolfgang. In: Papers. RePEc:arx:papers:2107.00427.

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2021Multiplicative Error Models: 20 years on. (2021). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2107.05923.

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2022Inverse Options in a Black-Scholes World. (2021). Imeraj, Arben ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.12041.

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2021The Generalized Gamma distribution as a useful RND under Hestons stochastic volatility model. (2021). Boukai, Ben. In: Papers. RePEc:arx:papers:2108.07937.

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2021Policy Optimization Using Semiparametric Models for Dynamic Pricing. (2021). Yu, Mengxin ; Guo, Yongyi ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2109.06368.

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2021Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317.

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2021CBI-time-changed L\evy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2112.02440.

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2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2022Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456.

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2022Does 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.

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2022Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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2021What can credit vintages tell us about non-performing loans?. (2021). Melo-Velandia, Luis ; Gamba-Santamaria, Santiago ; Orozco-Vanegas, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1154.

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2020Simultaneous confidence corridors for mean functions in functional data analysis of imaging data. (2020). Ogden, Todd R ; Wang, LI. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:427-437.

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2021Cross?component registration for multivariate functional data, with application to growth curves. (2021). Kneip, Alois ; Muller, Hansgeorg ; Carroll, Cody. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:839-851.

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2021Semiparametric partial common principal component analysis for covariance matrices. (2021). Zhao, YI ; Luo, XI ; Wang, Bingkai ; Caffo, Brian. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1175-1186.

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2020Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Hu, Jie ; Chen, YU ; Zhang, Weiping. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:6:p:78-100.

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2020Portfolio optimization in the catastrophe space. (2020). Yu, Min-Teh ; Zhao, Yang ; Chang, Carolyn W. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1414-1448.

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2021Telemedicine is an important aspect of healthcare services amid COVID?19 outbreak: Its barriers in Bangladesh and strategies to overcome. (2021). Ahmed, Shakil ; Sunna, Tachlima Chowdhury ; Chowdhury, Saifur Rahman. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:36:y:2021:i:1:p:4-12.

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2020Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models. (2020). Lian, Heng. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:1:p:142-154.

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2020On variable ordination of modified Cholesky decomposition for estimating time?varying covariance matrices. (2020). Tsui, Kamwah ; Deng, Xinwei ; Kang, Xiaoning ; Pourahmadi, Mohsen. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:3:p:616-641.

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2020Tests of Normality of Functional Data. (2020). Horvath, Lajos ; Kokoszka, Piotr ; Gorecki, Tomasz. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:3:p:677-697.

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2021A literature review of the economics of COVID?19. (2021). Brodeur, Abel ; Islam, Anik ; Gray, David ; Bhuiyan, Suraiya. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:1007-1044.

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2020On bandwidth choice for spatial data density estimation. (2020). Zhang, Qiang ; Tjstheim, Dag ; Lu, Zudi ; Ling, Nengxiang ; Jiang, Zhenyu. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:817-840.

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2022Wasserstein autoregressive models for density time series. (2022). Petersen, Alexander ; Kokoszka, Piotr ; Zhang, Chao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:30-52.

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2021Aggregation Bias in Estimating Log?Log Demand Function. (2021). Yuan, Hongsong ; Yang, Chaolin ; Wang, Zizhuo ; Zhang, Yaowu. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:11:p:3906-3922.

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2021A generalized semiparametric regression and its efficient estimation. (2021). Wang, Kangning ; Cui, Xia ; Liu, Lili ; Lin, LU. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:1-24.

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2021Nonparametric volatility change detection. (2021). Neumeyer, Natalie ; Mohr, Maria. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:529-548.

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2022Semiparametric estimation and model selection for conditional mixture copula models. (2022). Cai, Zongwu ; Yang, Bingduo ; Long, Wei ; Liu, Guannan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:287-330.

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2022Nonparametric extreme conditional expectile estimation. (2022). Ussegliocarleve, Antoine ; Stupfler, Gilles ; Girard, Stephane. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:78-115.

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2021Mark my words: the transmission of central bank communication to the general public via the print media. (2021). Munday, Tim ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0944.

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2021Hurricane Bond Price Dependency on Underlying Hurricane Parameters. (2021). Yalan, Feng ; Carolyn, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:15:y:2021:i:1:p:21:n:5.

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2020When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025.

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2020CRYPTOCURRENCIES BETWEEN UTOPIA AND REALITY. (2020). Socol, Adela. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2020:v:5:p:200-207.

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2021Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity. (2021). Wongsa-art, Patrick ; Saart, Patrick W ; Kim, Namhyun. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/9.

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2022Migration Aspirations and Intentions. (2022). Uebelmesser, Silke ; Sommerfeld, Ann-Marie ; Poutvaara, Panu ; Nikolka, Till ; Huber, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9708.

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2021Systemic Risk in Indian Banking: Measurement and Impact of COVID-19. (2021). Trivedi, Krina. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2021:i:1:p:143-151.

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2021Addressing the endogeneity of slack in Phillips Curves. (2021). Koester, Gerrit ; Nickel, Christiane ; Dovi, Max-Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20212619.

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2020Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis. (2020). Alsaedi, Yasir ; Wong, Victor ; Tularam, Gurudeo Anand. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-40.

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2022Smart irrigation monitoring and control strategies for improving water use efficiency in precision agriculture: A review. (2022). Anornu, Geophrey K ; Abagale, Felix K ; Bwambale, Erion. In: Agricultural Water Management. RePEc:eee:agiwat:v:260:y:2022:i:c:s0378377421006016.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2021A sticky chocolate problem: Impression management and counter accounts in the shaping of corporate image. (2021). Haslam, Jim ; Dumay, John ; Bernardi, Cristiana ; Perkiss, Stephanie. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:81:y:2021:i:c:s1045235420300770.

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2020Empirical likelihood for partially linear single-index models with missing observations. (2020). Zhang, Jinghua ; Xue, Liugen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302324.

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2020Smooth backfitting for errors-in-variables varying coefficient regression models. (2020). Park, Byeong U ; Lee, Young K ; Han, Kyunghee. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302646.

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2020Automatic identification of curve shapes with applications to ultrasonic vocalization. (2020). Lin, Jeff ; Wu, Guangying K ; Wang, Huixia Judy ; Tang, Yanlin ; Gao, Zhikun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:148:y:2020:i:c:s0167947320300475.

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2020Comparison of nonlinear curves and surfaces. (2020). Tu, Wanzhu ; Lourens, Spencer ; Bakoyannis, Giorgos ; Zhao, Shi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300785.

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2020A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model. (2020). Suzuki, Taiji ; Lian, Heng ; Fan, Zengyan ; Lv, Shaogao ; Fukumizu, Kenji. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301304.

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2020Robust estimation for semi-functional linear regression models. (2020). Vena, Pablo ; Salibian-Barrera, Matias ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301328.

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2021Smooth simultaneous confidence band for the error distribution function in nonparametric regression. (2021). Yang, Lijian ; Wang, Suojin ; Gu, Lijie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301973.

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2021A beyond multiple robust approach for missing response problem. (2021). Wang, Ruoyu ; Su, Miaomiao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320302024.

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2021Iterative GMM for partially linear single-index models with partly endogenous regressors. (2021). Zhang, Hong-Fan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:156:y:2021:i:c:s016794732030236x.

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2021Robust communication-efficient distributed composite quantile regression and variable selection for massive data. (2021). Zhang, Benle ; Li, Shaomin ; Wang, Kangning. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000967.

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2021Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models. (2021). Zhou, Yeqing ; Xu, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001353.

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2022Oracle-efficient estimation for functional data error distribution with simultaneous confidence band. (2022). Yang, Lijian ; Gu, Lijie ; Wang, Jiangyan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:167:y:2022:i:c:s0167947321001973.

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2021The expected time to cross a threshold and its determinants: a simple and flexible framework. (2021). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302153.

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2022Media-expressed tone, option characteristics, and stock return predictability. (2022). Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256.

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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:


YearTitleTypeCited

Works by Wolfgang Karl Härdle:


YearTitleTypeCited
2008Calibration of Parametric CAT bonds. A case study of Mexican earthquakes In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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2008Nonparametric Risk Management With Generalized Hyperbolic Distributions In: Journal of the American Statistical Association.
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2010Localized Realized Volatility Modeling In: Journal of the American Statistical Association.
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article30
2001Structural Tests in Additive Regression In: Journal of the American Statistical Association.
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article9
2004Semiparametric Regression Analysis With Missing Response at Random In: Journal of the American Statistical Association.
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article61
1997A Review of Nonparametric Time Series Analysis In: International Statistical Review.
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article64
2003Bootstrap Methods for Time Series In: International Statistical Review.
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article42
2015Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual In: International Statistical Review.
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article1
1987Resistant Smoothing Using the Fast Fourier Transform In: Journal of the Royal Statistical Society Series C.
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article2
2021Pricing wind power futures In: Journal of the Royal Statistical Society Series C.
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article0
2010Calibrating CAT Bonds for Mexican Earthquakes In: Journal of Risk & Insurance.
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article18
1986SOME THEORY ON M?SMOOTHING OF TIME SERIES In: Journal of Time Series Analysis.
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1999Testing a Regression Model When We Have Smooth Alternatives in Mind In: Scandinavian Journal of Statistics.
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article2
2016An Extended Single-index Model with Missing Response at Random In: Scandinavian Journal of Statistics.
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article3
1993On the backfitting algorithm for additive regression models In: Statistica Neerlandica.
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article7
2013Dynamic structured copula models In: Statistics & Risk Modeling.
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article1
2017Company rating with support vector machines In: Statistics & Risk Modeling.
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article1
2018Risk related brain regions detection and individual risk classification with 3D image FPCA In: Statistics & Risk Modeling.
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2019Influencers and Communities in Social Networks In: Cambridge Working Papers in Economics.
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2003Semiparametric Regression Analysis under Imputation for Missing Response Data In: STICERD - Econometrics Paper Series.
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1989BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION In: LIDAM Discussion Papers CORE.
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paper11
1989SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM In: LIDAM Discussion Papers CORE.
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paper0
1990Remarks on sliced inverse regression In: LIDAM Discussion Papers CORE.
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paper0
1990Robust locally adaptive nonparametric regression In: LIDAM Discussion Papers CORE.
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paper1
1990Bootstarp Methods in Nonparametric Regression In: LIDAM Discussion Papers CORE.
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paper3
1991Bootstrap methods in nonparametric regression.(1991) In: LIDAM Reprints CORE.
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paper
1990On bootstrapping kernel spectralestimates In: LIDAM Discussion Papers CORE.
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paper7
1990Comparing nonparametric versus parametric regression fits. In: LIDAM Discussion Papers CORE.
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paper59
1990How many terms should be added into an additive model ? In: LIDAM Discussion Papers CORE.
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paper0
1991Optimal smoothing in single index models. In: LIDAM Discussion Papers CORE.
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paper15
1991On teh inconsistency of bootstrap distribution estimators. In: LIDAM Discussion Papers CORE.
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paper8
1993On the inconsistency of bootstrap distribution estimators.(1993) In: Computational Statistics & Data Analysis.
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article
1991On the choice of Kernel regression estimators : a discussion In: LIDAM Discussion Papers CORE.
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1991On an efficient smoothing parameter selector proposed by Hall and Johnstone In: LIDAM Discussion Papers CORE.
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paper0
1991Better Bootstrap Confidence Intervals for Regression Curve Estimation. In: LIDAM Discussion Papers CORE.
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paper2
1992Nonparametric approaches to generalized linear models In: LIDAM Discussion Papers CORE.
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paper1
1994On efficient estimation of an averaged derivative In: LIDAM Reprints CORE.
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paper0
1990Semiparametric comparison of regression curves In: LIDAM Reprints CORE.
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paper21
1991Biased crossvalidation for a kernel regression estimator and its derivatives In: LIDAM Reprints CORE.
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1990Bandwith choice for density derivatives In: LIDAM Reprints CORE.
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paper3
1991Bootstrap simultaneous error for nonparametric regression In: LIDAM Reprints CORE.
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1990Bootstrap confidence bands In: LIDAM Reprints CORE.
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1991COment on Choosing a kernel regression estimator, by C.K. Ghu and J.S. Marron In: LIDAM Reprints CORE.
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1992Bandwith choice for average derivative estimation In: LIDAM Reprints CORE.
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1992Regression smoothing parameters that are not far from their optimum In: LIDAM Reprints CORE.
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1992Kernel regression smoothing of time series In: LIDAM Reprints CORE.
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1992Smoothing by weighted averaging of rounded points In: LIDAM Reprints CORE.
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paper1
1992A bootstrap test for positive definiteness of income effect matrices In: LIDAM Reprints CORE.
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paper1
2000Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
1991Cross section Engel Curves over Time In: Discussion Papers (REL - Recherches Economiques de Louvain).
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paper19
2018LASSO-Driven Inference in Time and Space In: Working Papers.
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paper23
2019LASSO-Driven Inference in Time and Space.(2019) In: CeMMAP working papers.
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2018LASSO-Driven Inference in Time and Space.(2018) In: IRTG 1792 Discussion Papers.
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1992Applied Nonparametric Regression In: Cambridge Books.
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book26
1994Testing a Parametric Model Against a Semiparametric Alternative In: Econometric Theory.
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2010CONFIDENCE BANDS IN QUANTILE REGRESSION In: Econometric Theory.
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2015HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE In: Econometric Theory.
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2021FACTORISABLE MULTITASK QUANTILE REGRESSION In: Econometric Theory.
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2016Factorisable Multi-Task Quantile Regression.(2016) In: SFB 649 Discussion Papers.
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2020Factorisable Multitask Quantile Regression.(2020) In: IRTG 1792 Discussion Papers.
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2020A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS In: Macroeconomic Dynamics.
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1994Applied Nonparametric Methods In: Cowles Foundation Discussion Papers.
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2004Support Vector Machines: eine neue Methode zum Rating von Unternehmen In: DIW Wochenbericht.
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2004Rating Companies with Support Vector Machines In: Discussion Papers of DIW Berlin.
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2007The Default Risk of Firms Examined with Smooth Support Vector Machines In: Discussion Papers of DIW Berlin.
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2003Transactions That Did Not Happen and Their Influence on Prices In: Royal Economic Society Annual Conference 2003.
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1991Empirical Evidence on the Law of Demand. In: Econometrica.
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article51
2000Time Inhomogeneous Multiple Volatility Modelling In: Econometric Society World Congress 2000 Contributed Papers.
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paper0
2009Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models In: Econometrics Journal.
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article14
2018Multivariate factorizable expectile regression with application to fMRI data In: Computational Statistics & Data Analysis.
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article1
1995Testing increasing dispersion In: Computational Statistics & Data Analysis.
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article0
2006Nonparametric state price density estimation using constrained least squares and the bootstrap In: Journal of Econometrics.
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article26
1993Nonparametric and semiparametric approaches to discrete response analysis In: Journal of Econometrics.
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article4
1995Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market In: Journal of Econometrics.
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article39
2013Valuation of collateralized debt obligations with hierarchical Archimedean copulae In: Journal of Empirical Finance.
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2018CRIX an Index for cryptocurrencies In: Journal of Empirical Finance.
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article37
2020CRIX an Index for cryptocurrencies.(2020) In: IRTG 1792 Discussion Papers.
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paper
2019Regularization approach for network modeling of German power derivative market In: Energy Economics.
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article2
2021VCRIX — A volatility index for crypto-currencies In: International Review of Financial Analysis.
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article2
2019VCRIX - a volatility index for crypto-currencies.(2019) In: IRTG 1792 Discussion Papers.
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2015State price densities implied from weather derivatives In: Insurance: Mathematics and Economics.
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2018Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics In: Journal of Banking & Finance.
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article13
2012Bootstrap confidence bands and partial linear quantile regression In: Journal of Multivariate Analysis.
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2015Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models In: Journal of Multivariate Analysis.
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article1
2016A semiparametric factor model for CDO surfaces dynamics In: Journal of Multivariate Analysis.
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article1
1984Robust regression function estimation In: Journal of Multivariate Analysis.
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article9
1986Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators In: Journal of Multivariate Analysis.
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article1
1986Random approximations to some measures of accuracy in nonparametric curve estimation In: Journal of Multivariate Analysis.
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article25
1989Asymptotic maximal deviation of M-smoothers In: Journal of Multivariate Analysis.
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article26
1995Estimation of Non-sharp Support Boundaries In: Journal of Multivariate Analysis.
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article28
2003Efficient estimation in conditional single-index regression In: Journal of Multivariate Analysis.
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article34
2006Semi-parametric estimation of partially linear single-index models In: Journal of Multivariate Analysis.
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article79
1986Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations In: Stochastic Processes and their Applications.
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1989Symmetrized nearest neighbor regression estimates In: Statistics & Probability Letters.
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article2
2019Modelling industry interdependency dynamics in a network context In: Studies in Economics and Finance.
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article2
1992How Sensitive are Average Derivatives? In: Tilburg - Center for Economic Research.
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paper36
2019Forecasting in Blockchain-Based Local Energy Markets In: Energies.
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article4
2019Forecasting in Blockchain-based Local Energy Markets.(2019) In: IRTG 1792 Discussion Papers.
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2017A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk In: IJFS.
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2001Bootstrap Inference in Semiparametric Generalized Additive Models. In: Finance Working Papers.
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2005Value-at-Risk Calculations with Time Varying Copulae In: SFB 649 Discussion Papers.
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2005Stable Distributions In: SFB 649 Discussion Papers.
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2005Predicting Bankruptcy with Support Vector Machines In: SFB 649 Discussion Papers.
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2005Working with the XQC In: SFB 649 Discussion Papers.
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2005FFT Based Option Pricing In: SFB 649 Discussion Papers.
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2005Common Functional Implied Volatility Analysis In: SFB 649 Discussion Papers.
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2005Nonparametric Productivity Analysis In: SFB 649 Discussion Papers.
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2005A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics In: SFB 649 Discussion Papers.
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2005Dynamics of State Price Densities In: SFB 649 Discussion Papers.
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2005DSFM fitting of Implied Volatility Surfaces In: SFB 649 Discussion Papers.
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2005Integrable e-lements for Statistics Education In: SFB 649 Discussion Papers.
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2005Portfolio Value at Risk Based on Independent Components Analysis In: SFB 649 Discussion Papers.
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2006Calibration Design of Implied Volatility Surfaces In: SFB 649 Discussion Papers.
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2006On the Appropriateness of Inappropriate VaR Models In: SFB 649 Discussion Papers.
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2006Common Functional Principal Components In: SFB 649 Discussion Papers.
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2006Time Dependent Relative Risk Aversion In: SFB 649 Discussion Papers.
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2009Time Dependent Relative Risk Aversion.(2009) In: Contributions to Economics.
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2007Using Wiki to Build an E-learning System in Statistics in Arabic Language In: SFB 649 Discussion Papers.
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2007On the Utility of E-Learning in Statistics In: SFB 649 Discussion Papers.
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2008Testing Monotonicity of Pricing Kernels In: SFB 649 Discussion Papers.
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2008Adaptive pointwise estimation in time-inhomogeneous time-series models In: SFB 649 Discussion Papers.
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2007Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models.(2007) In: Discussion Paper.
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2008A Consistent Nonparametric Test for Causality in Quantile In: SFB 649 Discussion Papers.
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2008Recursive Portfolio Selection with Decision Trees In: SFB 649 Discussion Papers.
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2008The Stochastic Fluctuation of the Quantile Regression Curve In: SFB 649 Discussion Papers.
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2008Using R, LaTeX and Wiki for an Arabic e-learning platform In: SFB 649 Discussion Papers.
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2008Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation In: SFB 649 Discussion Papers.
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2009Dynamic semiparametric factor models in risk neutral density estimation.(2009) In: AStA Advances in Statistical Analysis.
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2012The Implied Market Price of Weather Risk.(2012) In: Applied Mathematical Finance.
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