Browsing All of EconStor by Author Härdle, Wolfgang Karl

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Year of PublicationTitleAuthor(s)
1998 Flexible stochastic volatility structures for high frequency financial dataFeldmann, David; Härdle, Wolfgang Karl; Hafner, Christian M.; Hoffmann, Marc; Lepskii, Oleg V.; Tsybakov, Alexandre B.
1998 Internet based econometric computingHärdle, Wolfgang Karl; Horowitz, Joel L.
2001 The dynamics of implied volatilities: A common principal components approachFengler, Matthias R.; Härdle, Wolfgang Karl; Villa, Christophe
2003 Wann sind falsche VaR-Modelle dennoch adäquat?Härdle, Wolfgang Karl; Hlávka, Zdeněk; Stahl, G.
2003 Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and SecurityAydınlı, Gökhan; Härdle, Wolfgang Karl; Neuwirth, E.
2003 Immobilienbewertung mit dem Realoptionsverfahren: Eine UmsetzungsstudieBrenner, Steffen; Härdle, Wolfgang Karl; Schulz, Rainer
2003 E-learning, e-teaching of statistics: A new challengeAydınlı, Gökhan; Härdle, Wolfgang Karl; Rönz, Bernd
2004 Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software EnvironmentZiegenhagen, Uwe; Klinke, Sigbert; Härdle, Wolfgang Karl
2004 Simulation of risk processesHärdle, Wolfgang Karl; Burnecki, Krzysztof; Weron, Rafał
2004 Skewness and Kurtosis TradesHärdle, Wolfgang Karl; Blaskowitz, Oliver J.; Schmidt, Peter
2004 Rating Companies with Support Vector MachinesSchäfer, Dirk; Moro, R. A.; Härdle, Wolfgang Karl
2004 Prognose mit nichtparametrischen VerfahrenHärdle, Wolfgang Karl; Chen, Ying; Schulz, Rainer
2005 Portfolio value at risk based on independent components analysisChen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2005 DSFM fitting of implied volatility surfacesBorak, Szymon; Fengler, Matthias R.; Härdle, Wolfgang Karl
2005 FFT based option pricingBorak, Szymon; Detlefsen, Kai; Härdle, Wolfgang Karl
2005 Nonparametric risk management with generalized hyperbolic distributionsChen, Ying; Härdle, Wolfgang Karl; Jeong, Seok-Oh
2005 Stable distributionsBorak, Szymon; Härdle, Wolfgang Karl; Weron, Rafał
2005 Working with the XQCHärdle, Wolfgang Karl; Lehmann, Heiko
2005 Predicting bankruptcy with support vector machinesHärdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea
2005 Value-at-risk calculations with time varying copulaeGiacomini, Enzo; Härdle, Wolfgang Karl