Browsing All of EconStor by Author Härdle, Wolfgang K.

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Year of PublicationTitleAuthor(s)
1998 Flexible stochastic volatility structures for high frequency financial dataFeldmann, David; Härdle, Wolfgang K.; Hafner, Christian M.; Hoffmann, Marc; Lepskii, Oleg V.; Tsybakov, Alexandre B.
1998 Internet based econometric computingHärdle, Wolfgang K.; Horowitz, Joel L.
2001 The dynamics of implied volatilities: A common principal components approachFengler, Matthias R.; Härdle, Wolfgang K.; Villa, Christophe
2004 Support Vector Machines: eine neue Methode zum Rating von UnternehmenHärdle, Wolfgang K.; Moro, Rouslan A.; Schäfer, Dorothea
2010 High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor modelSong, Song; Härdle, Wolfgang K.; Ritov, Ya'acov
2010 Prognose mit nichtparametrischen VerfahrenHärdle, Wolfgang K.; Schulz, Rainer; Wang, Weining
2010 A confidence corridor for sparse longitudinal data curvesZheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang K.
2011 TVICA - time varying independent component analysis and its application to financial dataChen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K.
2011 Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patternsMyšičková, Alena; Song, Song; Majer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K.
2011 Bayesian Networks and sex-related homicidesStahlschmidt, Stephan; Tausendteufel, Helmut; Härdle, Wolfgang K.
2011 Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivativesHärdle, Wolfgang K.; Osipenko, Maria
2014 Portfolio decisions and brain reactions via the CEAD methodMajer, Piotr; Mohr, Peter N. C.; Heekeren, Hauke R.; Härdle, Wolfgang K.
2014 Adaptive order flow forecasting with multiplicative error modelsHärdle, Wolfgang K.; Mihoci, Andrija; Ting, Christopher Hian-Ann
2014 Expectile treatment effects: An efficient alternative to compute the distribution of treatment effectsStahlschmidt, Stephan; Eckardt, Matthias; Härdle, Wolfgang K.
2014 The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trendsChen, Cathy Yi-hsuan; Härdle, Wolfgang K.; Hien, Pham-thu
2014 Estimation and determinants of Chinese banks' total factor efficiency: A new vsion based on unbalanced development of Chinese banks and their overall riskChen, Shiyi; Härdle, Wolfgang K.; Wang, Li
2014 The influence of oil price shocks on China's macro-economy: A perspective of international tradeChen, Shiyi; Chen, Dengke; Härdle, Wolfgang K.
2015 Risk related brain regions detected with 3D image FPCAChen, Ying; Härdle, Wolfgang K.; Qiang, He; Majer, Piotr
2015 Stochastic population analysis: A functional data approachFang, Lei; Härdle, Wolfgang K.
2015 Factorisable sparse tail event curvesChao, Shih-Kang; Härdle, Wolfgang K.; Yuan, Ming