Browsen in EconStor gesamt nach Autor:innen Härdle, Wolfgang Karl


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ErscheinungsjahrTitelAutor:innen
2005Value-at-risk calculations with time varying copulaeGiacomini, Enzo; Härdle, Wolfgang Karl
2005DSFM fitting of implied volatility surfacesBorak, Szymon; Fengler, Matthias R.; Härdle, Wolfgang Karl
2005A dynamic semiparametric factor model for implied volatility string dynamicsFengler, Matthias R.; Härdle, Wolfgang Karl; Mammen, Enno
2005Nonparametric risk management with generalized hyperbolic distributionsChen, Ying; Härdle, Wolfgang Karl; Jeong, Seok-Oh
2005Estimation and testing for varying coefficients in additive models with marginal integrationYang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang Karl
2005Working with the XQCHärdle, Wolfgang Karl; Lehmann, Heiko
2005Integrable e-lements for statistics educationHärdle, Wolfgang Karl; Klinke, Sigbert; Ziegenhagen, Uwe
2006Exploratory graphics of a financial datasetUnwin, Antony; Theus, Martin; Härdle, Wolfgang Karl
2006Robust econometricsČίžek, Pavel; Härdle, Wolfgang Karl
2006Inhomogeneous dependency modelling with time varying copulaeGiacomini, Enzo; Härdle, Wolfgang Karl; Ignatieva, Ekaterina; Spokoiny, Vladimir
2006Time dependent relative risk aversionGiacomini, Enzo; Handel, Michael; Härdle, Wolfgang Karl
2006Convenience yields for CO2 emission allowance futures contractsBorak, Szymon; Härdle, Wolfgang Karl; Trück, Stefan; Weron, Rafał
2006Calibration design of implied volatility surfacesDetlefsen, Kai; Härdle, Wolfgang Karl
2006Graphical data representation in bankruptcy analysisHärdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea
2006On the appropriateness of inappropriate VaR modelsHärdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, Gerhard
2006E-learning statistics: a selective reviewHärdle, Wolfgang Karl; Klinke, Sigbert; Ziegenhagen, Uwe
2006Calibration risk for exotic optionsDetlefsen, Kai; Härdle, Wolfgang Karl
2006Common functional principal componentsBenko, Michal; Härdle, Wolfgang Karl; Kneip, Alois
2006Estimation of default probabilities with Support Vector MachinesChen, Shiyi; Härdle, Wolfgang Karl; Moro, Rouslan A.
2006Forecasting the term structure of variance swapsDetlefsen, Kai; Härdle, Wolfgang Karl