Wolfgang Karl Härdle : Citation Profile

Are you Wolfgang Karl Härdle?

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

31

H index

105

i10 index

4186

Citations

RESEARCH PRODUCTION:

114

Articles

543

Papers

1

Books

2

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 110
   Journals where Wolfgang Karl Härdle has often published
   Relations with other researchers
   Recent citing documents: 293.    Total self citations: 254 (5.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phr5
   Updated: 2024-12-03    RAS profile: 2023-01-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Trimborn, Simon (5)

Reule, Raphael (4)

Wang, Weining (4)

Khowaja, Kainat (3)

Althof, Michael (3)

Wang, Bingling (3)

Fengler, Matthias (2)

Tao, Yubo (2)

Lin, Min-Bin (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 (93)

Weron, Rafał (70)

Yang, Lijian (68)

Okhrin, Ostap (65)

Hafner, Christian (49)

Fengler, Matthias (46)

Sperlich, Stefan (39)

Horst, Ulrich (37)

Hautsch, Nikolaus (37)

Schienle, Melanie (37)

Odening, Martin (36)

Cites to:

Diebold, Francis (114)

Bollerslev, Tim (108)

Engle, Robert (106)

Ait-Sahalia, Yacine (69)

Fengler, Matthias (61)

Wang, Weining (61)

Fan, Jianqing (57)

Lo, Andrew (55)

Hautsch, Nikolaus (53)

Powell, James (50)

Newey, Whitney (50)

Main data

Where Wolfgang Karl Härdle has published?

Journals with more than one article published# docs
Journal of Multivariate Analysis12
Journal of Financial Econometrics7
Computational Statistics7
Quantitative Finance7
Journal of Business & Economic Statistics4
Journal of Econometrics4
Journal of the American Statistical Association4
Econometric Theory4
Statistics & Risk Modeling3
Journal of the American Statistical Association3
International Statistical Review3
Computational Statistics & Data Analysis3
Journal of the Royal Statistical Society Series C2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Empirical Finance2
AStA Advances in Statistical Analysis2
Digital Finance2
Journal of Forecasting2
Metrika: International Journal for Theoretical and Applied Statistics2
Scandinavian Journal of Statistics2
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk187
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"63
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)4
MPRA Paper / University Library of Munich, Germany3
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Science and Technology2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2

Recent works citing Wolfgang Karl Härdle (2024 and 2023)

YearTitle of citing document
2023The 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

2024Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

Full description at Econpapers || Download paper

2023An $\alpha$-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

2023Learning 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

2024Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

Full description at Econpapers || Download paper

2023Does 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

2024Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

Full description at Econpapers || Download paper

2023ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260.

Full description at Econpapers || Download paper

2023Simultaneous 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

2023Adaptive 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

2023FuNVol: 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

2023Price 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

2023Optimal 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

2023Ruin 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

2023Tail 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

2023On 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

2023Explaining 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

2024Volatility 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

2023Statistical 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

2024Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

Full description at Econpapers || Download paper

2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

Full description at Econpapers || Download paper

2023Temporal 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

2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

Full description at Econpapers || Download paper

2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

Full description at Econpapers || Download paper

2024Systemic 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

2023Estimating 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

2024Population 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

2024Estimating 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

2023Fourier 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

2024Quantifying neural network uncertainty under volatility clustering. (2024). Azizi, Lamiae. In: Papers. RePEc:arx:papers:2402.14476.

Full description at Econpapers || Download paper

2024Forecasting Electricity Market Signals via Generative AI. (2024). Tong, Lang ; Wang, Xinyi. In: Papers. RePEc:arx:papers:2403.05743.

Full description at Econpapers || Download paper

2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

Full description at Econpapers || Download paper

2024Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection. (2024). Yuhao, LI ; Rui, Cui. In: Papers. RePEc:arx:papers:2403.10352.

Full description at Econpapers || Download paper

2024Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

Full description at Econpapers || Download paper

2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19363.

Full description at Econpapers || Download paper

2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

Full description at Econpapers || Download paper

2023A 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.

Full description at Econpapers || Download paper

2023Social 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

2023Local Likelihood for non‐parametric ARCH(1) models. (2005). Audrino, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:2:p:251-278.

Full description at Econpapers || Download paper

2023Asymmetric 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

2023War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183.

Full description at Econpapers || Download paper

2023Nonparametric 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

2023Quantifying 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

2023Handling 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

2024Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems—Case study for Norway. (2024). Zeyringer, Marianne ; Benth, Fred Espen ; Grochowicz, Aleksander. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017026.

Full description at Econpapers || Download paper

2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

Full description at Econpapers || Download paper

2023A 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

2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

Full description at Econpapers || Download paper

2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

Full description at Econpapers || Download paper

2023A 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

2023A 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

2023GMM 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

2023Functional 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

2023A 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

2024Additive partially linear model for pooled biomonitoring data. (2024). Wang, Dewei ; Mou, Xichen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001731.

Full description at Econpapers || Download paper

2024Empirical likelihood in a partially linear single-index model with censored response data. (2024). Xue, Liugen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002232.

Full description at Econpapers || Download paper

2024Generalized latent space model for one-mode networks with awareness of two-mode networks. (2024). Qin, Ruixuan ; Pu, Dan ; Fang, Kuangnan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002268.

Full description at Econpapers || Download paper

2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

Full description at Econpapers || Download paper

2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

Full description at Econpapers || Download paper

2023Good 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

2023Interconnectedness 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

2023How 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

2023Frequency 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

2024Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

Full description at Econpapers || Download paper

2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

Full description at Econpapers || Download paper

2024Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020.

Full description at Econpapers || Download paper

2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

Full description at Econpapers || Download paper

2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

Full description at Econpapers || Download paper

2024Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Wang, Haosen ; Xu, Wei ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

Full description at Econpapers || Download paper

2024? in the tails. (2022). Reno, Roberto ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:134-150.

Full description at Econpapers || Download paper

2023Nonparametric 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

2023Community 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

2023A dynamic conditional score model for the log correlation matrix. (2023). Wang, Linqi ; Hafner, Christian M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002153.

Full description at Econpapers || Download paper

2024Distributed estimation and inference for spatial autoregression model with large scale networks. (2024). Zhu, Xuening ; Li, Zhe ; Ren, Yimeng ; Wang, Hansheng ; Gao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003457.

Full description at Econpapers || Download paper

2024Robustifying Markowitz. (2024). Zhivotovskiy, Nikita ; Hardle, Wolfgang Karl ; Klochkov, Yegor ; Petukhina, Alla. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000180.

Full description at Econpapers || Download paper

2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

Full description at Econpapers || Download paper

2023Rage 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

2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

Full description at Econpapers || Download paper

2023Do 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

2023Data-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

2023Data-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

2023Conditional 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

2023Tail-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

2023Systemic 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

More than 100 citations found, this list is not complete...

Wolfgang Karl Härdle is editor of

Journal
Digital Finance

Wolfgang Karl Härdle has edited the books:

YearTitleTypeCited

Works by Wolfgang Karl Härdle:

YearTitleTypeCited
2022DAI Digital Art Index : a robust price index for heterogeneous digital assets In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper0
2008Nonparametric Risk Management With Generalized Hyperbolic Distributions In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article19
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2010Localized Realized Volatility Modeling In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article34
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2001Structural Tests in Additive Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article9
2004Semiparametric Regression Analysis With Missing Response at Random In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article64
1997A Review of Nonparametric Time Series Analysis In: International Statistical Review.
[Full Text][Citation analysis]		article73
2003Bootstrap Methods for Time Series In: International Statistical Review.
[Full Text][Citation analysis]		article55
2015Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual In: International Statistical Review.
[Full Text][Citation analysis]		article1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1987Resistant Smoothing Using the Fast Fourier Transform In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article2
2021Pricing wind power futures In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article2
2010Calibrating CAT Bonds for Mexican Earthquakes In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article26
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
1999Testing a Regression Model When We Have Smooth Alternatives in Mind In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article2
2016An Extended Single-index Model with Missing Response at Random In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article3
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1993On the backfitting algorithm for additive regression models In: Statistica Neerlandica.
[Full Text][Citation analysis]		article7
2013Dynamic structured copula models In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article4
2017Company rating with support vector machines In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article1
2018Risk related brain regions detection and individual risk classification with 3D image FPCA In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article0
2019Influencers and Communities in Social Networks In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2003Semiparametric Regression Analysis under Imputation for Missing Response Data In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
1989BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper11
1989SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
1990Remarks on sliced inverse regression In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
1990Robust locally adaptive nonparametric regression In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper1
1990Bootstarp Methods in Nonparametric Regression In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper3
1991Bootstrap methods in nonparametric regression.(1991) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1990On bootstrapping kernel spectralestimates In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper7
1990Comparing nonparametric versus parametric regression fits. In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper59
1990How many terms should be added into an additive model ? In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
1991Optimal smoothing in single index models. In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper15
1991On teh inconsistency of bootstrap distribution estimators. In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper9
1993On the inconsistency of bootstrap distribution estimators.(1993) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
1991On the choice of Kernel regression estimators : a discussion In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
1991On an efficient smoothing parameter selector proposed by Hall and Johnstone In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
1991Better Bootstrap Confidence Intervals for Regression Curve Estimation. In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper2
1992Nonparametric approaches to generalized linear models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
1994On efficient estimation of an averaged derivative In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1990Semiparametric comparison of regression curves In: LIDAM Reprints CORE.
[Citation analysis]		paper24
1991Biased crossvalidation for a kernel regression estimator and its derivatives In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1990Bandwith choice for density derivatives In: LIDAM Reprints CORE.
[Citation analysis]		paper6
1991Bootstrap simultaneous error for nonparametric regression In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1990Bootstrap confidence bands In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1991COment on Choosing a kernel regression estimator, by C.K. Ghu and J.S. Marron In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1992Bandwith choice for average derivative estimation In: LIDAM Reprints CORE.
[Citation analysis]		paper8
1992Regression smoothing parameters that are not far from their optimum In: LIDAM Reprints CORE.
[Citation analysis]		paper9
1992Kernel regression smoothing of time series In: LIDAM Reprints CORE.
[Citation analysis]		paper7
1992Smoothing by weighted averaging of rounded points In: LIDAM Reprints CORE.
[Citation analysis]		paper1
1992A bootstrap test for positive definiteness of income effect matrices In: LIDAM Reprints CORE.
[Citation analysis]		paper2
2000Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
1991Cross section Engel Curves over Time In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper21
1992Applied Nonparametric Regression In: Cambridge Books.
[Citation analysis]		book26
1994Testing a Parametric Model Against a Semiparametric Alternative In: Econometric Theory.
[Full Text][Citation analysis]		article16
2010CONFIDENCE BANDS IN QUANTILE REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article11
2015HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE In: Econometric Theory.
[Full Text][Citation analysis]		article12
2021FACTORISABLE MULTITASK QUANTILE REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article1
2020Factorisable Multitask Quantile Regression.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
1994Applied Nonparametric Methods In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper292
2004Support Vector Machines: eine neue Methode zum Rating von Unternehmen In: DIW Wochenbericht.
[Full Text][Citation analysis]		article1
2004Rating Companies with Support Vector Machines In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper3
2007The Default Risk of Firms Examined with Smooth Support Vector Machines In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2003Transactions That Did Not Happen and Their Influence on Prices In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper8
1991Empirical Evidence on the Law of Demand. In: Econometrica.
[Full Text][Citation analysis]		article56
2000Time Inhomogeneous Multiple Volatility Modelling In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
2009Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models In: Econometrics Journal.
[Full Text][Citation analysis]		article15
2018Multivariate factorizable expectile regression with application to fMRI data In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
1995Testing increasing dispersion In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2022Media-expressed tone, option characteristics, and stock return predictability In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2019Media-expressed tone, Option Characteristics, and Stock Return Predictability.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2006Nonparametric state price density estimation using constrained least squares and the bootstrap In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2022SONIC: SOcial Network analysis with Influencers and Communities In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1993Nonparametric and semiparametric approaches to discrete response analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1995Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2013Valuation of collateralized debt obligations with hierarchical Archimedean copulae In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2018CRIX an Index for cryptocurrencies In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article83
2020CRIX an Index for cryptocurrencies.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2019Regularization approach for network modeling of German power derivative market In: Energy Economics.
[Full Text][Citation analysis]		article4
2021VCRIX — A volatility index for crypto-currencies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2019VCRIX - a volatility index for crypto-currencies.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015State price densities implied from weather derivatives In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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.
[Full Text][Citation analysis]		article20
2012Bootstrap confidence bands and partial linear quantile regression In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article7
2015Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
2016A semiparametric factor model for CDO surfaces dynamics In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
1984Robust regression function estimation In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article10
2022K-expectiles clustering In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2021K-expectiles clustering.(2021) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Financial Risk Meter FRM based on Expectiles In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article5
1986Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
1986Random approximations to some measures of accuracy in nonparametric curve estimation In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article27
1989Asymptotic maximal deviation of M-smoothers In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article19
1995Estimation of Non-sharp Support Boundaries In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article28
2003Efficient estimation in conditional single-index regression In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article33
2006Semi-parametric estimation of partially linear single-index models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article85
2022Financial Risk Meter for emerging markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
1986Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article30
1989Symmetrized nearest neighbor regression estimates In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article2
In: .
[Full Text][Citation analysis]		article0
2019Modelling industry interdependency dynamics in a network context In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article2
1992How Sensitive are Average Derivatives? In: Tilburg - Center for Economic Research.
[Citation analysis]		paper41
2019Forecasting in Blockchain-Based Local Energy Markets In: Energies.
[Full Text][Citation analysis]		article6
2019Forecasting in Blockchain-based Local Energy Markets.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk In: IJFS.
[Full Text][Citation analysis]		article0
2001Bootstrap Inference in Semiparametric Generalized Additive Models. In: Finance Working Papers.
[Full Text][Citation analysis]		paper31
2005Value-at-Risk Calculations with Time Varying Copulae In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2005Stable Distributions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper40
2005Predicting Bankruptcy with Support Vector Machines In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper8
2005Working with the XQC In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2005FFT Based Option Pricing In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper8
2005Common Functional Implied Volatility Analysis In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2005Nonparametric Productivity Analysis In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2005A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2005Dynamics of State Price Densities In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2005DSFM fitting of Implied Volatility Surfaces In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Integrable e-lements for Statistics Education In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Portfolio Value at Risk Based on Independent Components Analysis In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006Calibration Risk for Exotic Options In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006Calibration Design of Implied Volatility Surfaces In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006On the Appropriateness of Inappropriate VaR Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Common Functional Principal Components In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006Graphical Data Representation in Bankruptcy Analysis In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2006Time Dependent Relative Risk Aversion In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2006e-Learning Statistics - A Selective Review In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Exploratory Graphics of a Financial Dataset In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Robust Econometrics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Forecasting the Term Structure of Variance Swaps In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006On the Difficulty to Design Arabic E-learning System in Statistics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006Color Harmonization in Car Manufacturing Process In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006Inhomogeneous Dependency Modelling with Time Varying Copulae In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper42
2006Estimation of Default Probabilities with Support Vector Machines In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2006GHICA - Risk Analysis with GH Distributions and Independent Components In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2007Empirical Pricing Kernels and Investor Preferences In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2007Computational Statistics and Data Visualization In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2007A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2007Time Series Modelling with Semiparametric Factor Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper31
2007From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Statistics of Risk Aversion In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2007Long Memory Persistence in the Factor of Implied Volatility Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2007Using Wiki to Build an E-learning System in Statistics in Arabic Language In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2007Estimating Probabilities of Default With Support Vector Machines In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2007Yxilon – A Client/Server Based Statistical Environment In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2007QuantNet – A Database-Driven Online Repository of Scientific Information In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2007On the Utility of E-Learning in Statistics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Testing Monotonicity of Pricing Kernels In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2008Adaptive pointwise estimation in time-inhomogeneous time-series models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2008The Bayesian Additive Classification Tree Applied to Credit Risk Modelling In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Independent Component Analysis Via Copula Techniques In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Value-at-Risk and Expected Shortfall when there is long range dependence. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper12
2008A Consistent Nonparametric Test for Causality in Quantile In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Recursive Portfolio Selection with Decision Trees In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008The Stochastic Fluctuation of the Quantile Regression Curve In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Using R, LaTeX and Wiki for an Arabic e-learning platform In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2008Modeling Dependencies in Finance using Copulae In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper7
2008Numerics of Implied Binomial Trees In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2008Measuring and Modeling Risk Using High-Frequency Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2008Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Statistics E-learning Platforms Evaluation: Case Study In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2009Implied Market Price of Weather Risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper19
2009Stochastic Population Forecast for Germany and its Consequence for the German Pension System In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2009A Microeconomic Explanation of the EPK Paradox In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2009CDO Pricing with Copulae In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2009A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2009Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2009De copulis non est disputandum - Copulae: An Overview In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper8
2009CDO and HAC In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2009Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2009Quantifizierbarkeit von Risiken auf Finanzmärkten In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2009Pricing of Asian temperature risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2009Generalized single-index models: The EFM approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2010Volatility Investing with Variance Swaps In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper11
2010Partial Linear Quantile Regression and Bootstrap Confidence Bands In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper14
2010The dynamics of hourly electricity prices In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper7
2010Time varying Hierarchical Archimedean Copulae In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper24
2010Nonparametric Estimation of Risk-Neutral Densities In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper21
2010Modeling Asset Prices In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Learning Machines Supporting Bankruptcy Prediction In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2010High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper12
2011Localising temperature risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper35
2011A Confidence Corridor for Sparse Longitudinal Data Curves In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper26
2011Mean Volatility Regressions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper29
2011A Confidence Corridor for Expectile Functions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper29
2011Local Quantile Regression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper36
2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper29
2011Difference based Ridge and Liu type Estimators in Semiparametric Regression Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper35
2011Oracally Efficient Two-Step Estimation of Generalized Additive Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper25
2011How Computational Statistics Became the Backbone of Modern Data Science In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Forecasting Corporate Distress in the Asian and Pacific Region In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Bayesian Networks and Sex-related Homicides In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper19
2011TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper13
2011Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper15
2011Increasing Weather Risk: Fact or Fiction? In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012HMM in dynamic HAC models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2012Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Computational Statistics (Journal) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper13
2012Quantile Regression in Risk Calibration In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper18
2012Forecast based Pricing of Weather Derivatives In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2012Support Vector Machines with Evolutionary Feature Selection for Default Prediction In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Local Adaptive Multiplicative Error Models for High-Frequency Forecasts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2012Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper23
2012Variable selection in Cox regression models with varying coefficients In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2012Implied Basket Correlation Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2013Functional Data Analysis of Generalized Quantile Regressions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2013Composite Quantile Regression for the Single-Index Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2013CDO Surfaces Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2013Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2014Principal Component Analysis in an Asymmetric Norm In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2014A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper14
2014Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Credit Risk Calibration based on CDS Spreads In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2014TEDAS - Tail Event Driven ASset Allocation In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2014Adaptive Order Flow Forecasting with Multiplicative Error Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2014Portfolio Decisions and Brain Reactions via the CEAD method In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2014The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2014Localising Forward Intensities for Multiperiod Corporate Default In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2014The Influence of Oil Price Shocks on China’s Macroeconomy : A Perspective of International Trade In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2014TENET: Tail-Event driven NETwork risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Pricing Kernel Modeling In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Distillation of News Flow into Analysis of Stock Reactions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Stochastic Population Analysis: A Functional Data Approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Estimation of NAIRU with Inflation Expectation Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Risk Related Brain Regions Detected with 3D Image FPCA In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Change point and trend analyses of annual expectile curves of tropical storms In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2015Factorisable Sparse Tail Event Curves In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2015TERES - Tail Event Risk Expectile based Shortfall In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2015lCARE – localizing Conditional AutoRegressive Expectiles In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Leveraged ETF options implied volatility paradox: a statistical study In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Academic Ranking Scales in Economics: Prediction and Imputation In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016CRIX or evaluating blockchain based currencies In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016A Mortality Model for Multi-populations A Semi-Parametric Approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016A first econometric analysis of the CRIX family In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper8
2016Functional Principal Component Analysis for Derivatives of Multivariate Curves In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Credit Rating Score Analysis In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Time Varying Quantile Lasso In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Q3-D3-LSA In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Network Quantile Autoregression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Dynamic Topic Modelling for Cryptocurrency Community Forums In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2016Beta-boosted ensemble for big credit scoring data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Factorisable Multi-Task Quantile Regression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2016Multivariate Factorisable Sparse Asymmetric Least Squares Regression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Dynamic credit default swaps curves in a network topology In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2017FRM: a Financial Risk Meter based on penalizing tail events occurrence In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Tail event driven networks of SIFIs In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Dynamic Valuation of Weather Derivatives under Default Risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017GitHub API based QuantNet Mining infrastructure in R In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2017Data Science & Digital Society In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2017The impact of news on US household inflation expectations In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Industry Interdependency Dynamics in a Network Context In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Adaptive weights clustering of research papers In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Investing with cryptocurrencies - A liquidity constrained investment approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper19
2017Pricing Green Financial Products In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Spatial Functional Principal Component Analysis with Applications to Brain Image Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper7
2019LASSO-Driven Inference in Time and Space In: CeMMAP working papers.
[Full Text][Citation analysis]		paper23
2018LASSO-Driven Inference in Time and Space.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2009Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies In: Journal of Forecasting.
[Full Text][Citation analysis]		article31
2010Forecasting volatility with support vector machine-based GARCH model In: Journal of Forecasting.
[Full Text][Citation analysis]		article19
2020Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws In: Computational Economics.
[Full Text][Citation analysis]		article1
1990Book reviews In: Journal of Economics.
[Full Text][Citation analysis]		article0
2003The Dynamics of Implied Volatilities: A Common Principal Components Approach In: Review of Derivatives Research.
[Full Text][Citation analysis]		article47
2017Copula-based factor model for credit risk analysis In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Shape Invariant Modeling of Pricing Kernels and Risk Aversion In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article15
2015Uniform Confidence Bands for Pricing Kernels In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Understanding Cryptocurrencies In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article58
2018Understanding Cryptocurrencies.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2020Pricing Cryptocurrency Options* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article28
2020Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article15
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
A semiparametric factor model for implied volatility surface dynamics In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article35
2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article7
2017Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle In: Review of Finance.
[Full Text][Citation analysis]		article7
2018Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets In: Journal of Asset Management.
[Full Text][Citation analysis]		article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression In: Working Papers CIE.
[Full Text][Citation analysis]		paper0
2021Hedging Cryptocurrency Options In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Hedging Cryptocurrency Options.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Hedging cryptocurrency options.(2021) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2000Partially linear models In: MPRA Paper.
[Full Text][Citation analysis]		paper174
2001Web Quantlets for Time Series Analysis In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article3
2009Dynamic semiparametric factor models in risk neutral density estimation In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article8
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2012Simultaneous confidence bands for expectile functions In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article6
2007On extracting information implied in options In: Computational Statistics.
[Full Text][Citation analysis]		article19
2015Common factors in credit defaults swap markets In: Computational Statistics.
[Full Text][Citation analysis]		article5
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2015Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China In: Computational Statistics.
[Full Text][Citation analysis]		article0
2019Dynamic semi-parametric factor model for functional expectiles In: Computational Statistics.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk In: Computational Statistics.
[Full Text][Citation analysis]		article3
2020Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Service data analytics and business intelligence 2017 In: Computational Statistics.
[Full Text][Citation analysis]		article0
2020Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid In: Computational Statistics.
[Full Text][Citation analysis]		article4
2018Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Time Dependent Relative Risk Aversion In: Contributions to Economics.
[Citation analysis]		chapter1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Forex exchange rate forecasting using deep recurrent neural networks In: Digital Finance.
[Full Text][Citation analysis]		article8
2019Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Forex exchange rate forecasting using deep recurrent neural networks.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Adaptive weights clustering of research papers In: Digital Finance.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022The common and specific components of inflation expectations across European countries In: Empirical Economics.
[Full Text][Citation analysis]		article0
2020The common and speci fic components of inflation expectation across European countries.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2000Discrete time option pricing with flexible volatility estimation In: Finance and Stochastics.
[Full Text][Citation analysis]		article21
1989Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
1995Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
2014Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study In: Psychometrika.
[Full Text][Citation analysis]		article3
2018How to measure the performance of a Collaborative Research Center In: Scientometrics.
[Full Text][Citation analysis]		article0
2018How to Measure a Performance of a Collaborative Research Centre.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2000Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]		article7
2022Tail-Risk Protection: Machine Learning Meets Modern Econometrics In: Springer Books.
[Citation analysis]		chapter1
2020Tail-risk protection: Machine Learning meets modern Econometrics.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article9
1999Integration and backfitting methods in additive models-finite sample properties and comparison In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article20
2012The Implied Market Price of Weather Risk In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article23
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2021Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies In: The European Journal of Finance.
[Full Text][Citation analysis]		article19
2019Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2013Bayesian networks for sex-related homicides: structure learning and prediction In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2016Do maternal health problems influence childs worrying status? Evidence from the British Cohort Study In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Oracally Efficient Two-Step Estimation of Generalized Additive Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article18
2016Localizing Temperature Risk In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2017Confidence Corridors for Multivariate Generalized Quantile Regression In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Single-Index-Based CoVaR With Very High-Dimensional Covariates In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article14
2019Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2012Variance swap dynamics In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2014Copula dynamics in CDOs In: Quantitative Finance.
[Full Text][Citation analysis]		article7
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Dynamic credit default swap curves in a network topology In: Quantitative Finance.
[Full Text][Citation analysis]		article4
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Model-driven statistical arbitrage on LETF option markets In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2019Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics In: Quantitative Finance.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies In: Quantitative Finance.
[Full Text][Citation analysis]		article20
2021TERES: Tail Event Risk Expectile Shortfall In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2015An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data In: Spatial Economic Analysis.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2005Robust Estimation of Dimension Reduction Space In: Discussion Paper.
[Full Text][Citation analysis]		paper5
2005Robust Estimation of Dimension Reduction Space.(2005) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2007Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models In: Discussion Paper.
[Full Text][Citation analysis]		paper3
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2006Smoothed L-estimation of Regression Function In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
1994Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates In: Working Papers.
[Citation analysis]		paper13
2018Textual Sentiment, Option Characteristics, and Stock Return Predictability In: Economics Working Paper Series.
[Full Text][Citation analysis]		paper18
2018Textual Sentiment, Option Characteristics, and Stock Return Predictability.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2001Semiparametric Diffusion Estimation and Application to a Stock Market Index In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2017Adaptive Interest Rate Modelling In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1992Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis. In: Statistic und Oekonometrie.
[Full Text][Citation analysis]		paper1
1993Iterated bootstrap with applications to frontier models. In: Statistic und Oekonometrie.
[Full Text][Citation analysis]		paper9
1993Applied nonparametric smoothing techniques. In: Statistic und Oekonometrie.
[Full Text][Citation analysis]		paper1
2017SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article1
2003An introduction to simulation of risk processes In: HSC Research Reports.
[Full Text][Citation analysis]		paper3
2012The relationship between spot and futures CO2 emission allowance prices in the EU-ETS In: HSC Research Reports.
[Full Text][Citation analysis]		paper12
2004Simulation of risk processes In: Papers.
[Full Text][Citation analysis]		paper16
2004Prognose mit nichtparametrischen Verfahren In: Papers.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2004Skewness and Kurtosis Trades In: Papers.
[Full Text][Citation analysis]		paper5
2004Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment In: Papers.
[Full Text][Citation analysis]		paper0
2018Pricing Cryptocurrency options: the case of CRIX and Bitcoin In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper11
2018How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Improving Crime Count Forecasts Using Twitter and Taxi Data In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper19
2018Time-varying Limit Order Book Networks In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper18
2018Regularization Approach for Network Modeling of German Energy Market In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper16
2018Penalized Adaptive Forecasting with Large Information Sets and Structural Changes In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Textual Sentiment and Sector specific reaction In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper7
2018Towards the interpretation of time-varying regularization parameters in streaming penalized regression models In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Cooling Measures and Housing Wealth: Evidence from Singapore In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Estimating low sampling frequency risk measure by high-frequency data In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Constrained Kelly portfolios under alpha-stable laws In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Localizing Multivariate CAViaR In: IRTG 1792 Discussion Papers.
[Citation analysis]		paper1
2019Dynamic Network Perspective of Cryptocurrencies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Phenotypic convergence of cryptocurrencies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2019FRM Financial Risk Meter In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper2
2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper32
2019SONIC: SOcial Network with Influencers and Communities In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper2
2019Group Average Treatment Effects for Observational Studies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper5
2019Antisocial Online Behavior Detection Using Deep Learning In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Service Data Analytics and Business Intelligence In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Kernel Estimation: the Equivalent Spline Smoothing Method In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
1994Kernel Estimation: the Equivalent Spline-Smoothing Method.(1994) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper3
2020A Machine Learning Based Regulatory Risk Index for Cryptocurrencies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper2
2020A data-driven P-spline smoother and the P-Spline-GARCH models In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Blockchain mechanism and distributional characteristics of cryptos In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper3
2021Surrogate Models for Optimization of Dynamical Systems In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021FRM Financial Risk Meter for Emerging Markets In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Understanding Smart Contracts: Hype or hope? In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Rodeo or ascot: Which hat to wear at the crypto race? In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Financial Risk Meter based on expectiles In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Penalized weigted competing risks models based on quantile regression In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021High-dimensional statistical learning techniques for time-varying limit order book networks In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2021A time-varying network for cryptocurrencies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Robustifying Markowitz In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Understanding jumps in high frequency digital asset markets In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021A financial risk meter for China In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Networks of news and cross-sectional returns In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Hedging cryptos with Bitcoin futures In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
1994Optimal Median Smoothing In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1994Better Bootstrap Confidence Intervals for Curve Estimation In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1994Additive Nonparametric Regression on Principal Components In: SFB 373 Discussion Papers.
[Citation analysis]		paper1
1994Search of Significant Variables in Nonparametric Additive Regression In: SFB 373 Discussion Papers.
[Citation analysis]		paper1
1994Fast and Simple Scatterplot Smoothing In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1995Nonparametric Time Series Analysis, a selectiv review with examples In: SFB 373 Discussion Papers.
[Citation analysis]		paper9
1995Estimation and Variable Selection in Additive Nonparametric Regression Models In: SFB 373 Discussion Papers.
[Citation analysis]		paper1
1995Semiparametric Single Index Versus Fixed Link Function Modelling In: SFB 373 Discussion Papers.
[Citation analysis]		paper1
1995Nonparametric Regression In: SFB 373 Discussion Papers.
[Citation analysis]		paper11
1995Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression In: SFB 373 Discussion Papers.
[Citation analysis]		paper83
1995A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series In: SFB 373 Discussion Papers.
[Citation analysis]		paper4
1995Estimation of Additive Regression Models with Links In: SFB 373 Discussion Papers.
[Citation analysis]		paper6
1995Nonparametric Estimation of Additive Seperable Regression Models In: SFB 373 Discussion Papers.
[Citation analysis]		paper8
1995An Analysis of Transformations for Additive Nonparanetric Regression In: SFB 373 Discussion Papers.
[Citation analysis]		paper15
1996Direct estimation of low dimensional components in additive models In: SFB 373 Discussion Papers.
[Citation analysis]		paper10
1996Testing Parametric versus Semiparametric Modelling in Generalized Linear Models In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1996Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1996A New Generation of a Statistical Computing Environment on the Net In: SFB 373 Discussion Papers.
[Citation analysis]		paper1
1996Nonparametric Time Series Model Selection In: SFB 373 Discussion Papers.
[Citation analysis]		paper2
1996Nonparametric Vector Autoregression In: SFB 373 Discussion Papers.
[Citation analysis]		paper23
1996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean In: SFB 373 Discussion Papers.
[Citation analysis]		paper39
1996Discussion In: SFB 373 Discussion Papers.
[Citation analysis]		paper60
1996Foreign Exchange Rates Have Surprising Volatility In: SFB 373 Discussion Papers.
[Citation analysis]		paper10
1996Computerassisted Semiparametric Generalized Linear Models In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1997Teaching wavelets in XploRe In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1997On adaptive estimation in partial linear models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1997Large sample theory of the estimation of the error distribution for a semiparametric model In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1997Bootstrap approximations in a partially linear regression model In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1997Multivariate and semiparametric kernel regression In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
1997Large sample theory in a semiparametric partially linear errors-in-variables models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper3
1997On Saving, Updating and Dynamic Programming -An Experimental Analysis- In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1997Asymptotic normality of parametric part in partial linear heteroscedastic regression models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1997Efficient estimation in single-index regression In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1997Financial calculations on the net In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1997Component analysis for additive models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper3
1997Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1997A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models In: SFB 373 Discussion Papers.
[Citation analysis]		paper2
1997Wachsende Dispersion und Engel-Kurven In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1997Semiparametric analysis of German East-West migration intentions: Facts and theory In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper88
1998Flexible stochastic volatility structures for high frequency financial data In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1998Internet based econometric computing In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1998Germanys Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1998Semiparametric additive indices for binary response and generalized additive models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
1999Estimation in an additive model when the components are linked parametrically In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1999Backtesting beyond VaR In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Connected teaching of statistics In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1999The three dimensions of multimedia teaching of statistics In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1999DPLS in XploRe: A PLS approach to dynamic path models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
2000A bootstrap test for single index models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
2000Nonparametric estimation of additive models with homogeneous components In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper3
2000Flexible time series analysis In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2000Adaptive estimation for a time inhomogeneous stochastic-volatility model In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2000Common factors governing VDAX movements and the maximum loss In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2000An empirical likelihood goodness-of-fit test for time series In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper3
2001MM*STAT: Eine interaktive Einführung in die Welt der Statistik In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2001On adaptive smoothing in partial linear models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2001The analysis of implied volatilities In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
2002How precise are price distributions predicted by implied binomial trees? In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2002MD*ReX: Linking XploRe to standard spread-sheet applications In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2002Does 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]		paper0
2002Semi-parametric estimation of generalized partially linear single-index models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper7
2002M robustified additive nonparametric regression In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2002R robustified additive nonparametric regression.(2002) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2002Estimation and testing for varying coefficients in additive models with marginal integration In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper18
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2002Exploring credit data In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2002Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper4
2002E-learning / e-teaching of statistics: Students and teachers views In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Robust adaptive estimation of dimension reduction space In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Wann sind falsche VaR-Modelle dennoch adäquat? In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2003E-learning, e-teaching of statistics: A new challenge In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Implied volatility string dynamics In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper18
In: .
[Full Text][Citation analysis]		paper2
In: .
[Full Text][Citation analysis]		paper17
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper6
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper51
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper28
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper5
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper2
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper4
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper20
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper4
In: .
[Full Text][Citation analysis]		paper9
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper4
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
In: .
[Full Text][Citation analysis]		paper14
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper159
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper4
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper2
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper21
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team