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DateTitle Authors
2009 De copulis non est disputandum Copulae: An overviewHärdle, Wolfgang Karl / Okhrin, Ostap
2008 Recursive portfolio selection with decision treesAndriyashin, Anton / Härdle, Wolfgang Karl / Timofeev, Roman
2008 The default risk of firms examined with smooth support vector machinesHärdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2014 Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus / Hautsch, Nikolaus / Malec, Peter / Reiss, Markus
2008 Independent component analysis via copula techniquesChen, Ray-Bing / Guo, Meihui / Härdle, Wolfgang Karl / Huang, Shih-Feng
2008 The bayesian additive classification tree applied to credit risk modellingZhang, Junni L. / Härdle, Wolfgang Karl
2003 Analyzing E-Learning Adoption via Recursive PartitioningKöllinger, Philipp / Schade, Christian
2007 The default risk of firms examined with Smooth Support Vector Machines;Härdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2014 Quality of match for statistical matches using the American Time Use Survey 2010, the Survey of Consumer Finances 2010, and the annual social and economic supplement 2011Rios-Avila, Fernando
2015 The joint dynamics of sovereign ratings and government bond yieldsEl-Shagi, Makram / von Schweinitz, Gregor

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