Browsing All of EconStor by Author Härdle, Wolfgang Karl


Showing results 61 to 80 of 254
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Year of PublicationTitleAuthor(s)
2008Independent component analysis via copula techniquesChen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang Karl; Huang, Shih-Feng
2008Adaptive pointwise estimation in time-inhomogeneous time-series modelsČížek, Pavel; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2008Recursive portfolio selection with decision treesAndriyashin, Anton; Härdle, Wolfgang Karl; Timofeev, Roman
2008Measuring and modeling risk using high-frequency dataHärdle, Wolfgang Karl; Hautsch, Nikolaus; Pigorsch, Uta
2008The bayesian additive classification tree applied to credit risk modellingZhang, Junni L.; Härdle, Wolfgang Karl
2008Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returnsChen, Shiyi; Jeong, Kiho; Härdle, Wolfgang Karl
2008Testing monotonicity of pricing KernelsGolubev, Yuri; Härdle, Wolfgang Karl; Timofeev, Roman
2008A consistent nonparametric test for causality in quantileJeong, Kiho; Härdle, Wolfgang Karl
2008Statistics e-learning platforms evaluation: case studyAhmad, Taleb; Härdle, Wolfgang Karl
2008The default risk of firms examined with smooth support vector machinesHärdle, Wolfgang Karl; Lee, Yuh-Jye; Schäfer, Dorothea; Yeh, Yi-Ren
2008Using R, LaTeX and Wiki for an Arabic e-learning platformAhmad, Taleb; Härdle, Wolfgang Karl; Klinke, Sigbert; Awadhi, Shafeeqah Al
2008Value-at-risk and expected shortfall when there is long range dependenceHärdle, Wolfgang Karl; Mungo, Julius
2008Modeling dependencies in finance using copulaeHärdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2008The stochastic fluctuation of the quantile regression curveHärdle, Wolfgang Karl; Song, Song
2008Numerics of implied binomial treesHärdle, Wolfgang Karl; Myšičková, Alena
2008Support vector regression based GARCH model with application to forecasting volatility of financial returnsChen, Shiyi; Jeong, Kiho; Härdle, Wolfgang Karl
2009Quantifizierbarkeit von Risiken auf FinanzmärktenHärdle, Wolfgang Karl; Kirchner, Christian Friedrich Wolfgang
2009Stochastic population forecast for Germany and its consequence for the German pension systemHärdle, Wolfgang Karl; Myšičková, Alena
2009Modelling and forecasting liquidity supply using semiparametric factor dynamicsHärdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija
2009Shape invariant modelling pricing kernels and risk aversionGrith, Maria; Härdle, Wolfgang Karl; Park, Juhyun