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DateTitle Authors
2014 Efficient iterative maximum likelihood estimation of high-parameterized time series modelsHautsch, Nikolaus / Okhrin, Ostap / Ristig, Alexander
2009 CDO and HACChoroś, Barbara / Härdle, Wolfgang Karl / Okhrin, Ostap
2010 Time varying hierarchical archimedean copulaeHärdle, Wolfgang Karl / Okhrin, Ostap / Okhrin, Yarema
2014 Efficient iterative maximum likelihood estimation of high-parameterized time series modelsHautsch, Nikolaus / Okhrin, Ostap / Ristig, Alexander
2010 The dynamics of hourly electricity pricesHärdle, Wolfgang Karl / Trück, Stefan
2004 Business Cycle Transmission from the US to Germany: a Structural Factor ApproachEickmeier, Sandra
2013 Estimation of linear dynamic panel data models with time-invariant regressorsKripfganz, Sebastian / Schwarz, Claudia
2010 Nonparametric estimation of risk-neutral densitiesGrith, Maria / Härdle, Wolfgang Karl / Schienle, Melanie
2009 Generalized single-index models: The EFM approachCui, Xia / Härdle, Wolfgang Karl / Zhu, Lixing
2010 Fitting high-dimensional copulae to dataOkhrin, Ostap

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