Wolfgang Karl Härdle

Names

Identifer

Contact

Affiliations

• Humboldt-Universität Berlin / Wirtschaftswissenschaftliche Fakultät (weight: 50%)
  • EDIRC entry
  • location:
• Humboldt-Universität Berlin / Center for Applied Statistics and Econometrics (CASE) (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Calibration of Parametric CAT bonds. A case study of Mexican earthquakes (RePEc:aeq:aeqsjb:v128_y2008_i4_q4_p615-630)
  by Wolfgang Karl Härdle & Brenda López Cabrera
• DAI Digital Art Index : a robust price index for heterogeneous digital assets (RePEc:aiz:louvad:2022036)
  by Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K.
• Nonparametric Risk Management With Generalized Hyperbolic Distributions (RePEc:bes:jnlasa:v:103:i:483:y:2008:p:910-923)
  by Chen, Ying & Härdle, Wolfgang & Jeong, Seok-Oh
• Localized Realized Volatility Modeling (RePEc:bes:jnlasa:v:105:i:492:y:2010:p:1376-1393)
  by Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta
• Structural Tests in Additive Regression (RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1333-1347)
  by Hardle W. & Sperlich S. & Spokoiny V.
• Semiparametric Regression Analysis With Missing Response at Random (RePEc:bes:jnlasa:v:99:y:2004:p:334-345)
  by Wang Q. & Linton O. & Hardle W.
• A Review of Nonparametric Time Series Analysis (RePEc:bla:istatr:v:65:y:1997:i:1:p:49-72)
  by Wolfgang Härdle & Helmut Lütkepohl & Rong Chen
• Bootstrap Methods for Time Series (RePEc:bla:istatr:v:71:y:2003:i:2:p:435-459)
  by Wolfgang Härdle & Joel Horowitz & Jens‐Peter Kreiss
• Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual (RePEc:bla:istatr:v:83:y:2015:i:1:p:17-35)
  by Wolfgang Karl Härdle & Annette B. Vogt
• Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders (RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s644-s667)
  by Zhen Yu & Keming Yu & Wolfgang K. Härdle & Xueliang Zhang & Kai Wang & Maozai Tian
• Resistant Smoothing Using the Fast Fourier Transform (RePEc:bla:jorssc:v:36:y:1987:i:1:p:104-111)
  by W. Härdle
• Pricing wind power futures (RePEc:bla:jorssc:v:70:y:2021:i:4:p:1083-1102)
  by Wolfgang Karl Härdle & Brenda López Cabrera & Awdesch Melzer
• Calibrating CAT Bonds for Mexican Earthquakes (RePEc:bla:jrinsu:v:77:y:2010:i:3:p:625-650)
  by Wolfgang Karl Härdle & Brenda López Cabrera
• Some Theory On M‐Smoothing Of Time Series (RePEc:bla:jtsera:v:7:y:1986:i:3:p:191-204)
  by Wolfgang Härdle & Pham‐Dinh Tuan
• Testing a Regression Model When We Have Smooth Alternatives in Mind (RePEc:bla:scjsta:v:26:y:1999:i:2:p:221-238)
  by Wolfgang Härdle & Alois Kneip
• An Extended Single-index Model with Missing Response at Random (RePEc:bla:scjsta:v:43:y:2016:i:4:p:1140-1152)
  by Qihua Wang & Tao Zhang & Wolfgang Karl Härdle
• On the backfitting algorithm for additive regression models (RePEc:bla:stanee:v:47:y:1993:i:1:p:43-57)
  by W. Härdle & P. Hall
• Dynamic structured copula models (RePEc:bpj:strimo:v:30:y:2013:i:4:p:361-388:n:4)
  by Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema
• Company rating with support vector machines (RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:55-67:n:1)
  by Moro Russ A. & Härdle Wolfgang K. & Schäfer Dorothea
• Risk related brain regions detection and individual risk classification with 3D image FPCA (RePEc:bpj:strimo:v:35:y:2018:i:3-4:p:89-110:n:1)
  by Chen Ying & Härdle Wolfgang K. & He Qiang & Majer Piotr
• Influencers and Communities in Social Networks (RePEc:cam:camdae:1998)
  by Chen, C. Y-H. & Härdle, W. K. & Klochkov, Y.
• Semiparametric Regression Analysis under Imputation for Missing Response Data (RePEc:cep:stiecm:454)
  by Wolfgang Haerdle & Oliver Linton & Qihua Wang
• XploRe (RePEc:cod:doswin:xplore)
  by Wolfgang Haerdle
• Bootstrap Simultaneous Error Bars For Nonparametric Regression (RePEc:cor:louvco:1989023)
  by Hardle, W. & Marron, J.
• Simple Formulae For Steps And Limits In The Backfitting Algorithm (RePEc:cor:louvco:1989038)
  by Hardle, W. & Hall, P.
• Remarks on sliced inverse regression (RePEc:cor:louvco:1990027)
  by Hardle, W. & Tsybakov, A.
• Robust locally adaptive nonparametric regression (RePEc:cor:louvco:1990028)
  by Hardle, W. & Tsybakov, A.
• Bootstarp Methods in Nonparametric Regression (RePEc:cor:louvco:1990049)
  by Hardle, W. & Mammen, E.
• On bootstrapping kernel spectralestimates (RePEc:cor:louvco:1990058)
  by Franke, J. & Hardle, W.
• Comparing nonparametric versus parametric regression fits (RePEc:cor:louvco:1990065)
  by Hardle, W. & Mammen, E.
• How many terms should be added into an additive model ? (RePEc:cor:louvco:1990068)
  by Hardle, W. & Tsybakov, A.
• Optimal smoothing in single index models (RePEc:cor:louvco:1991007)
  by Hardle, W. & Hall, P. & Ichimura, H.
• On teh inconsistency of bootstrap distribution estimators (RePEc:cor:louvco:1991020)
  by Hall, P. & Hardle, W. & Simar, L.
• On the choice of Kernel regression estimators : a discussion (RePEc:cor:louvco:1991039)
  by Grund, B. & Hardle, W.
• On an efficient smoothing parameter selector proposed by Hall and Johnstone (RePEc:cor:louvco:1991040)
  by Hardle, W. & Park, B.
• Better Bootstrap Confidence Intervals for Regression Curve Estimation (RePEc:cor:louvco:1991056)
  by Hardle, W. & Huet, S. & Jolivet, E.
• Nonparametric approaches to generalized linear models (RePEc:cor:louvco:1992037)
  by HÄRDLE, Wolfgang & TURLACH, Berwin
• On efficient estimation of an averaged derivative (RePEc:cor:louvrp:1127)
  by Ibragimov, I. A. & Härdle, W. & Tsybakov, A.B.
• Semiparametric comparison of regression curves (RePEc:cor:louvrp:890)
  by Härdle, W. & Marron, S.J.
• Bootstrap methods in nonparametric regression (RePEc:cor:louvrp:934)
  by Härdle, W. & Mammen, E.
• Biased crossvalidation for a kernel regression estimator and its derivatives (RePEc:cor:louvrp:936)
  by HÄRDLE, Wolfgang & CARROLL, Raymond J.
• Bandwith choice for density derivatives (RePEc:cor:louvrp:945)
  by Hardle, W. & Marron, J.S. & Wand, Mp.
• Bootstrap simultaneous error for nonparametric regression (RePEc:cor:louvrp:951)
  by Härdle, W. & Marron, J.S.
• Bootstrap confidence bands (RePEc:cor:louvrp:969)
  by HARDLE, Wolfgang & NUSSBAUM, Michael
• COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron (RePEc:cor:louvrp:974)
  by GRUND, Birgit & HÄRDLE, Wolfgang
• Bandwith choice for average derivative estimation (RePEc:cor:louvrp:977)
  by HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander
• Regression smoothing parameters that are not far from their optimum (RePEc:cor:louvrp:978)
  by HÄRDLE, Wolfgang & HALL, Peter & MARRON, Steve
• Kernel regression smoothing of time series (RePEc:cor:louvrp:981)
  by HÄRDLE, Wolfgang & VIEU, Philippe
• Smoothing by weighted averaging of rounded points (RePEc:cor:louvrp:996)
  by Härdle, W.K. & Scott, D.W.
• A bootstrap test for positive definiteness of income effect matrices (RePEc:cor:louvrp:999)
  by HÄRDLE, Wolfgang & HART, Jeffrey D.
• Derivative estimation and testing in generalized additive models (RePEc:cte:wsrepe:10084)
  by Yang, Lijian & Hardle, Wolfgang
• Cross section Engel Curves over Time (RePEc:ctl:louvre:1991045)
  by Wolfgang HÄRDLE & Michael JERISON
• Applied Nonparametric Regression (RePEc:cup:cbooks:9780521429504)
  by Härdle,Wolfgang
• Testing a Parametric Model Against a Semiparametric Alternative (RePEc:cup:etheor:v:10:y:1994:i:05:p:821-848_00)
  by Horowitz, Joel L. & Härdle, Wolfgang
• Confidence Bands In Quantile Regression (RePEc:cup:etheor:v:26:y:2010:i:04:p:1180-1200_99)
  by Härdle, Wolfgang K. & Song, Song
• Hidden Markov Structures For Dynamic Copulae (RePEc:cup:etheor:v:31:y:2015:i:05:p:981-1015_00)
  by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining
• Factorisable Multitask Quantile Regression (RePEc:cup:etheor:v:37:y:2021:i:4:p:794-816_6)
  by Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming
• A Note On The Impact Of News On Us Household Inflation Expectations (RePEc:cup:macdyn:v:24:y:2020:i:4:p:995-1015_9)
  by Wang, Ben Zhe & Sheen, Jeffrey & Trück, Stefan & Chao, Shih-Kang & Härdle, Wolfgang Karl
• Applied Nonparametric Methods (RePEc:cwl:cwldpp:1069)
  by Wolfgang Hardle & Oliver Linton
• Support Vector Machines: eine neue Methode zum Rating von Unternehmen (RePEc:diw:diwwob:71-490-1)
  by Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer
• Rating Companies with Support Vector Machines (RePEc:diw:diwwpp:dp416)
  by Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer
• The Default Risk of Firms Examined with Smooth Support Vector Machines (RePEc:diw:diwwpp:dp757)
  by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh
• Transactions That Did Not Happen and Their Influence on Prices (RePEc:ecj:ac2003:123)
  by Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz
• Empirical Evidence on the Law of Demand (RePEc:ecm:emetrp:v:59:y:1991:i:6:p:1525-49)
  by Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael
• Time Inhomogeneous Multiple Volatility Modelling (RePEc:ecm:wc2000:1429)
  by Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny
• Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (RePEc:ect:emjrnl:v:12:y:2009:i:2:p:248-271)
  by P. Čížek & W. Härdle & V. Spokoiny
• Multivariate factorizable expectile regression with application to fMRI data (RePEc:eee:csdana:v:121:y:2018:i:c:p:1-19)
  by Chao, Shih-Kang & Härdle, Wolfgang K. & Huang, Chen
• On the inconsistency of bootstrap distribution estimators (RePEc:eee:csdana:v:16:y:1993:i:1:p:11-18)
  by Hall, Peter & Hardle, Wolfgang & Simar, Leopold
• Testing increasing dispersion (RePEc:eee:csdana:v:19:y:1995:i:6:p:641-653)
  by Hardle, W. & Park, B. U.
• Media-expressed tone, option characteristics, and stock return predictability (RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256)
  by Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu
• Nonparametric state price density estimation using constrained least squares and the bootstrap (RePEc:eee:econom:v:133:y:2006:i:2:p:579-599)
  by Yatchew, Adonis & Hardle, Wolfgang
• SONIC: SOcial Network analysis with Influencers and Communities (RePEc:eee:econom:v:228:y:2022:i:2:p:177-220)
  by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor
• Nonparametric and semiparametric approaches to discrete response analysis (RePEc:eee:econom:v:58:y:1993:i:1-2:p:1-2)
  by Hardle, Wolfgang & Manski, Charles F.
• Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market (RePEc:eee:econom:v:67:y:1995:i:1:p:227-257)
  by Hardle, Wolfgang & Kirman, Alan
• Valuation of collateralized debt obligations with hierarchical Archimedean copulae (RePEc:eee:empfin:v:24:y:2013:i:c:p:42-62)
  by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
• CRIX an Index for cryptocurrencies (RePEc:eee:empfin:v:49:y:2018:i:c:p:107-122)
  by Trimborn, Simon & Härdle, Wolfgang Karl
• Regularization approach for network modeling of German power derivative market (RePEc:eee:eneeco:v:83:y:2019:i:c:p:180-196)
  by Chen, Shi & Karl Härdle, Wolfgang & López Cabrera, Brenda
• VCRIX — A volatility index for crypto-currencies (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002416)
  by Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl
• State price densities implied from weather derivatives (RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125)
  by Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen
• Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics (RePEc:eee:jbfina:v:93:y:2018:i:c:p:21-32)
  by Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl
• Bootstrap confidence bands and partial linear quantile regression (RePEc:eee:jmvana:v:107:y:2012:i:c:p:244-262)
  by Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.
• Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models (RePEc:eee:jmvana:v:134:y:2015:i:c:p:129-145)
  by Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining
• Robust regression function estimation (RePEc:eee:jmvana:v:14:y:1984:i:2:p:169-180)
  by Härdle, Wolfgang
• A semiparametric factor model for CDO surfaces dynamics (RePEc:eee:jmvana:v:146:y:2016:i:c:p:151-163)
  by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (RePEc:eee:jmvana:v:18:y:1986:i:1:p:150-168)
  by Härdle, Wolfgang
• K-expectiles clustering (RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001470)
  by Wang, Bingling & Li, Yingxing & Härdle, Wolfgang Karl
• Financial Risk Meter FRM based on Expectiles (RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001597)
  by Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl
• Random approximations to some measures of accuracy in nonparametric curve estimation (RePEc:eee:jmvana:v:20:y:1986:i:1:p:91-113)
  by Marron, James Stephen & Härdle, Wolfgang
• Asymptotic maximal deviation of M-smoothers (RePEc:eee:jmvana:v:29:y:1989:i:2:p:163-179)
  by Härdle, Wolfgang
• Estimation of Non-sharp Support Boundaries (RePEc:eee:jmvana:v:55:y:1995:i:2:p:205-218)
  by Hardle, W. & Park, B. U. & Tsybakov, A. B.
• Efficient estimation in conditional single-index regression (RePEc:eee:jmvana:v:86:y:2003:i:2:p:213-226)
  by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian
• Semi-parametric estimation of partially linear single-index models (RePEc:eee:jmvana:v:97:y:2006:i:5:p:1162-1184)
  by Xia, Yingcun & Härdle, Wolfgang
• Financial Risk Meter for emerging markets (RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154)
  by Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations (RePEc:eee:spapps:v:23:y:1986:i:1:p:77-89)
  by Collomb, Gérard & Härdle, Wolfgang
• Symmetrized nearest neighbor regression estimates (RePEc:eee:stapro:v:7:y:1989:i:4:p:315-318)
  by Carroll, R. J. & Härdle, W.
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• Modelling industry interdependency dynamics in a network context (RePEc:eme:sefpps:sef-07-2019-0272)
  by Ya Qian & Wolfgang Härdle & Cathy Yi-Hsuan Chen
• How Sensitive are Average Derivatives? (RePEc:fth:tilbur:9208)
  by Hardle, W. & Tsybakov, A.B.
• Forecasting in Blockchain-Based Local Energy Markets (RePEc:gam:jeners:v:12:y:2019:i:14:p:2718-:d:248771)
  by Michael Kostmann & Wolfgang K. Härdle
• A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk (RePEc:gam:jijfss:v:5:y:2017:i:4:p:23-:d:115840)
  by Wolfgang Karl Härdle & Maria Osipenko
• Bootstrap Inference in Semiparametric Generalized Additive Models (RePEc:hhb:aarfin:2001_003)
  by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
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• LASSO-Driven Inference in Time and Space (RePEc:ifs:cemmap:20/19)
  by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang
• Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies (RePEc:jof:jforec:v:28:y:2009:i:6:p:512-534)
  by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh
• Forecasting volatility with support vector machine-based GARCH model (RePEc:jof:jforec:v:29:y:2010:i:4:p:406-433)
  by Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong
• Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws (RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09913-y)
  by Niels Wesselhöfft & Wolfgang K. Härdle
• Book reviews (RePEc:kap:jeczfn:v:51:y:1990:i:3:p:307-327)
  by A. Roth & W. Härdle & S. Helbig & E. Fehr & E. Wurzel & A. Börsch-Supan & K. Rothschild & G. Tullock
• The Dynamics of Implied Volatilities: A Common Principal Components Approach (RePEc:kap:revdev:v:6:y:2003:i:3:p:179-202)
  by Matthias Fengler & Wolfgang Härdle & Christophe Villa
• Copula-based factor model for credit risk analysis (RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-016-0613-x)
  by Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle
• Shape Invariant Modeling of Pricing Kernels and Risk Aversion (RePEc:oup:jfinec:v:11:y:2013:i:2:p:370-399)
  by Maria Grith & Wolfgang Härdle & Juhyun Park
• Uniform Confidence Bands for Pricing Kernels (RePEc:oup:jfinec:v:13:y:2015:i:2:p:376-413.)
  by Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang
• Understanding Cryptocurrencies (RePEc:oup:jfinec:v:18:y:2020:i:2:p:181-208.)
  by Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule
• Pricing Cryptocurrency Options (RePEc:oup:jfinec:v:18:y:2020:i:2:p:250-279.)
  by Ai Jun Hou & Weining Wang & Cathy Y H Chen & Wolfgang Karl Härdle
• Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach (RePEc:oup:jfinec:v:18:y:2020:i:2:p:280-306.)
  by Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle
• A semiparametric factor model for implied volatility surface dynamics (RePEc:oup:jfinec:v:5:y::i:2:p:189-218)
  by Matthias R. Fengler & Wolfgang K. Härdle & Enno Mammen
• VAR Modeling for Dynamic Loadings Driving Volatility Strings (RePEc:oup:jfinec:v:6:y:2008:i:3:p:361-381)
  by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler
• Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle (RePEc:oup:revfin:v:21:y:2017:i:1:p:269-298.)
  by Maria Grith & Wolfgang K. Härdle & Volker Krätschmer
• Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets (RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0060-9)
  by Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina
• Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression (RePEc:pdn:ciepap:142)
  by Yuanhua Feng & Wolfgang Karl Härdle
• Hedging Cryptocurrency Options (RePEc:pra:mprapa:110774)
  by Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl
• Hedging Cryptocurrency Options (RePEc:pra:mprapa:110985)
  by Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl
• Partially linear models (RePEc:pra:mprapa:39562)
  by Hardle, Wolfgang & LIang, Hua & Gao, Jiti
• Web Quantlets for Time Series Analysis (RePEc:spr:aistmt:v:53:y:2001:i:1:p:179-188)
  by Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig
• Dynamic semiparametric factor models in risk neutral density estimation (RePEc:spr:alstar:v:93:y:2009:i:4:p:387-402)
  by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer
• Simultaneous confidence bands for expectile functions (RePEc:spr:alstar:v:96:y:2012:i:4:p:517-541)
  by Mengmeng Guo & Wolfgang Härdle
• On extracting information implied in options (RePEc:spr:compst:v:22:y:2007:i:4:p:543-553)
  by M. Benko & M. Fengler & W. Härdle & M. Kopa
• Common factors in credit defaults swap markets (RePEc:spr:compst:v:30:y:2015:i:3:p:845-863)
  by Cathy Chen & Wolfgang Härdle
• Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China (RePEc:spr:compst:v:30:y:2015:i:4:p:1279-1279)
  by Shiyi Chen & Wolfgang Härdle
• Dynamic semi-parametric factor model for functional expectiles (RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00883-1)
  by Petra Burdejová & Wolfgang K. Härdle
• Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk (RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-019-00951-6)
  by Shiyi Chen & Wolfgang K. Härdle & Li Wang
• Service data analytics and business intelligence 2017 (RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-020-00968-2)
  by Desheng Dash Wu & Wolfgang Karl Härdle
• Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00934-7)
  by Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann
• Time Dependent Relative Risk Aversion (RePEc:spr:conchp:978-3-7908-2050-8_3)
  by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle
• Digital Finance (RePEc:spr:digfin)
  from Springer as editor
• Forex exchange rate forecasting using deep recurrent neural networks (RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x)
  by Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow
• Adaptive weights clustering of research papers (RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00017-z)
  by Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle
• The common and specific components of inflation expectations across European countries (RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02027-1)
  by Shi Chen & Wolfgang Karl Härdle & Weining Wang
• Discrete time option pricing with flexible volatility estimation (RePEc:spr:finsto:v:4:y:2000:i:2:p:189-207)
  by Christian M. Hafner & Wolfgang HÄrdle
• Book reviews (RePEc:spr:metrik:v:36:y:1989:i:1:p:310-316)
  by L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle
• Book reviews (RePEc:spr:metrik:v:42:y:1995:i:1:p:265-278)
  by W. Hazod & W. Härdle & G. Lindblad & M. Voit & J. Gani & A. Weron & N. Schmitz & J. Pfanzagl & H. Dette & G. Neuhaus & S. Taylor
• Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study (RePEc:spr:psycho:v:79:y:2014:i:3:p:489-514)
  by Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle
• How to measure the performance of a Collaborative Research Center (RePEc:spr:scient:v:117:y:2018:i:2:d:10.1007_s11192-018-2910-8)
  by Alona Zharova & Janine Tellinger-Rice & Wolfgang Karl Härdle
• Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient (RePEc:spr:sistpr:v:3:y:2000:i:3:p:263-276)
  by Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt
• Tail-Risk Protection: Machine Learning Meets Modern Econometrics (RePEc:spr:sprchp:978-3-030-91231-4_94)
  by Bruno Spilak & Wolfgang Karl Härdle
• Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (RePEc:spr:testjl:v:25:y:2016:i:4:d:10.1007_s11749-016-0480-8)
  by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle
• Integration and backfitting methods in additive models-finite sample properties and comparison (RePEc:spr:testjl:v:8:y:1999:i:2:p:419-458)
  by Stefan Sperlich & Oliver Linton & Wolfgang Härdle
• The Implied Market Price of Weather Risk (RePEc:taf:apmtfi:v:19:y:2012:i:1:p:59-95)
  by Wolfgang Karl Härdle & Brenda López Cabrera
• Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies (RePEc:taf:eurjfi:v:27:y:2021:i:1-2:p:8-30)
  by Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle
• Bayesian networks for sex-related homicides: structure learning and prediction (RePEc:taf:japsta:v:40:y:2013:i:6:p:1155-1171)
  by Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle
• Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study (RePEc:taf:japsta:v:43:y:2016:i:16:p:2941-2955)
  by Xianhua Dai & Wolfgang Karl Härdle & Keming Yu
• Oracally Efficient Two-Step Estimation of Generalized Additive Model (RePEc:taf:jnlasa:v:108:y:2013:i:502:p:619-631)
  by Rong Liu & Lijian Yang & Wolfgang K. Härdle
• A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data (RePEc:taf:jnlasa:v:109:y:2014:i:506:p:661-673)
  by Shuzhuan Zheng & Lijian Yang & Wolfgang K. Härdle
• Localizing Temperature Risk (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1491-1508)
  by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang
• Comment (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:173-174)
  by Wolfgang Karl Härdle & Weining Wang
• Confidence Corridors for Multivariate Generalized Quantile Regression (RePEc:taf:jnlbes:v:35:y:2017:i:1:p:70-85)
  by Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle
• Single-Index-Based CoVaR With Very High-Dimensional Covariates (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:212-226)
  by Yan Fan & Wolfgang Karl Härdle & Weining Wang & Lixing Zhu
• Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models (RePEc:taf:jnlbes:v:37:y:2019:i:2:p:322-333)
  by Wolfgang Karl Härdle & Li-Shan Huang
• Variance swap dynamics (RePEc:taf:quantf:v:13:y:2012:i:5:p:675-685)
  by K. Detlefsen & W. K. Härdle
• Copula dynamics in CDOs (RePEc:taf:quantf:v:14:y:2014:i:9:p:1573-1585)
  by Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck
• Dynamic credit default swap curves in a network topology (RePEc:taf:quantf:v:19:y:2019:i:10:p:1705-1726)
  by Xiu Xu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle
• Model-driven statistical arbitrage on LETF option markets (RePEc:taf:quantf:v:19:y:2019:i:11:p:1817-1837)
  by S. Nasekin & W. K. Härdle
• Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (RePEc:taf:quantf:v:19:y:2019:i:9:p:1473-1489)
  by Ying Chen & Wee Song Chua & Wolfgang Karl Härdle
• Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies (RePEc:taf:quantf:v:21:y:2021:i:11:p:1825-1853)
  by Alla Petukhina & Simon Trimborn & Wolfgang Karl Härdle & Hermann Elendner
• TERES: Tail Event Risk Expectile Shortfall (RePEc:taf:quantf:v:21:y:2021:i:3:p:449-460)
  by Andrija Mihoci & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen
• An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data (RePEc:taf:specan:v:10:y:2015:i:2:p:160-180)
  by Stephan Stahlschmidt & Wolfgang K. H�rdle & Helmut Thome
• Robust Estimation of Dimension Reduction Space (RePEc:tiu:tiucen:7b2ac092-61fc-482e-a59c-2d5ac29d9b14)
  by Cizek, P. & Härdle, W.K.
• Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models (RePEc:tiu:tiucen:a797e4a8-12cf-4ac5-9fae-b05f68667f39)
  by Cizek, P. & Haerdle, W. & Spokoiny, V.
• Smoothed L-estimation of Regression Function (RePEc:tiu:tiutis:51a09fbd-293b-4386-bfe9-beb04c2027e9)
  by Cizek, P. & Tamine, J. & Härdle, W.K.
• Robust Estimation of Dimension Reduction Space (RePEc:tiu:tiutis:7b2ac092-61fc-482e-a59c-2d5ac29d9b14)
  by Cizek, P. & Härdle, W.K.
• Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates (RePEc:uia:iowaec:94-22)
  by Horowitz, Joel & Hardle, Wolfgang
• Textual Sentiment, Option Characteristics, and Stock Return Predictability (RePEc:usg:econwp:2018:08)
  by Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu
• Semiparametric Diffusion Estimation and Application to a Stock Market Index (RePEc:uts:rpaper:51)
  by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen
• Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s101-s131)
  by Song Song & Wolfgang K. Härdle & Ya'acov Ritov
• Adaptive Interest Rate Modelling (RePEc:wly:jforec:v:36:y:2017:i:3:p:241-256)
  by Mengmeng Guo & Wolfgang Karl Härdle
• Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis (RePEc:wop:humbse:9208)
  by Wolfgang HAERDLE & Marlene MUELLER
• Iterated bootstrap with applications to frontier models (RePEc:wop:humbse:9302)
  by Leopold SIMAR & Wolfgang HAERDLE
• Applied nonparametric smoothing techniques (RePEc:wop:humbse:9303)
  by Wolfgang HAERDLE & Marlene MUELLER
• Sieve Estimation Of The Minimal Entropy Martingale Marginal Density With Application To Pricing Kernel Estimation (RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500418)
  by Denis Belomestny & Wolfgang Karl Härdle & Ekaterina Krymova
• Statistical Tools for Finance and Insurance (RePEc:wuu:hsbook:hsbook0501)
  by Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron
• Statistical Tools for Finance and Insurance (2nd edition) (RePEc:wuu:hsbook:hsbook1101)
  by Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron
• An introduction to simulation of risk processes (RePEc:wuu:wpaper:hsc0304)
  by Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron
• The relationship between spot and futures CO2 emission allowance prices in the EU-ETS (RePEc:wuu:wpaper:hsc1202)
  by Stefan Trück & Wolfgang Härdle & Rafal Weron
• Simulation of risk processes (RePEc:zbw:caseps:200401)
  by Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał
• Prognose mit nichtparametrischen Verfahren (RePEc:zbw:caseps:200407)
  by Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer
• Skewness and Kurtosis Trades (RePEc:zbw:caseps:200409)
  by Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter
• Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment (RePEc:zbw:caseps:200440)
  by Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl
• Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid (RePEc:zbw:irtgdp:2018001)
  by Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan
• Pricing Cryptocurrency options: the case of CRIX and Bitcoin (RePEc:zbw:irtgdp:2018004)
  by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining
• How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? (RePEc:zbw:irtgdp:2018010)
  by Härdle, Wolfgang Karl & Ling, Chengxiu
• How to Measure a Performance of a Collaborative Research Centre (RePEc:zbw:irtgdp:2018011)
  by Zharova, Alona & Tellinger-Rice, Janine & Härdle, Wolfgang Karl
• Improving Crime Count Forecasts Using Twitter and Taxi Data (RePEc:zbw:irtgdp:2018013)
  by Vomfell, Lara & Härdle, Wolfgang Karl & Lessmann, Stefan
• Time-varying Limit Order Book Networks (RePEc:zbw:irtgdp:2018016)
  by Härdle, Wolfgang Karl & Chen, Shi & Liang, Chong & Schienle, Melanie
• Regularization Approach for Network Modeling of German Energy Market (RePEc:zbw:irtgdp:2018017)
  by Chen, Shi & Härdle, Wolfgang Karl & López Cabrera, Brenda
• LASSO-Driven Inference in Time and Space (RePEc:zbw:irtgdp:2018021)
  by Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining
• Textual Sentiment, Option Characteristics, and Stock Return Predictability (RePEc:zbw:irtgdp:2018023)
  by Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu
• Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective (RePEc:zbw:irtgdp:2018032)
  by Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl
• Penalized Adaptive Forecasting with Large Information Sets and Structural Changes (RePEc:zbw:irtgdp:2018039)
  by Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl
• Textual Sentiment and Sector specific reaction (RePEc:zbw:irtgdp:2018043)
  by Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• Understanding Cryptocurrencies (RePEc:zbw:irtgdp:2018044)
  by Härdle, Wolfgang Karl & Harvey, Campbell R. & Reule, Raphael C. G.
• Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies (RePEc:zbw:irtgdp:2018058)
  by Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann
• Towards the interpretation of time-varying regularization parameters in streaming penalized regression models (RePEc:zbw:irtgdp:2018059)
  by Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl
• Cooling Measures and Housing Wealth: Evidence from Singapore (RePEc:zbw:irtgdp:2019001)
  by Härdle, Wolfgang Karl & Schulz, Rainer & Xie, Taojun
• Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns (RePEc:zbw:irtgdp:2019002)
  by Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl
• Estimating low sampling frequency risk measure by high-frequency data (RePEc:zbw:irtgdp:2019003)
  by Wesselhöfft, Niels & Härdle, Wolfgang Karl
• Constrained Kelly portfolios under alpha-stable laws (RePEc:zbw:irtgdp:2019004)
  by Wesselhöfft, Niels & Härdle, Wolfgang Karl
• Localizing Multivariate CAViaR (RePEc:zbw:irtgdp:2019007)
  by Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu
• Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks (RePEc:zbw:irtgdp:2019008)
  by Dautel, Alexander J. & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn
• Dynamic Network Perspective of Cryptocurrencies (RePEc:zbw:irtgdp:2019009)
  by Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl
• Forecasting in Blockchain-based Local Energy Markets (RePEc:zbw:irtgdp:2019014)
  by Kostmann, Michael & Härdle, Wolfgang Karl
• Media-expressed tone, Option Characteristics, and Stock Return Predictability (RePEc:zbw:irtgdp:2019015)
  by Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu
• Phenotypic convergence of cryptocurrencies (RePEc:zbw:irtgdp:2019018)
  by Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis
• Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies (RePEc:zbw:irtgdp:2019020)
  by Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl
• FRM Financial Risk Meter (RePEc:zbw:irtgdp:2019021)
  by Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• Risk of Bitcoin Market: Volatility, Jumps, and Forecasts (RePEc:zbw:irtgdp:2019024)
  by Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl
• SONIC: SOcial Network with Influencers and Communities (RePEc:zbw:irtgdp:2019025)
  by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor
• VCRIX - a volatility index for crypto-currencies (RePEc:zbw:irtgdp:2019027)
  by Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl
• Group Average Treatment Effects for Observational Studies (RePEc:zbw:irtgdp:2019028)
  by Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan
• Antisocial Online Behavior Detection Using Deep Learning (RePEc:zbw:irtgdp:2019029)
  by Zinovyeva, Elizaveta & Härdle, Wolfgang Karl & Lessmann, Stefan
• Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting (RePEc:zbw:irtgdp:2019030)
  by Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl
• Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk (RePEc:zbw:irtgdp:2020001)
  by Chen, Shiyi & Härdle, Wolfgang Karl & Wang, Li
• Service Data Analytics and Business Intelligence (RePEc:zbw:irtgdp:2020002)
  by Wu, Desheng Dang & Härdle, Wolfgang Karl
• Factorisable Multitask Quantile Regression (RePEc:zbw:irtgdp:2020004)
  by Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming
• Forex exchange rate forecasting using deep recurrent neural networks (RePEc:zbw:irtgdp:2020006)
  by Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn
• Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function (RePEc:zbw:irtgdp:2020008)
  by Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl
• CRIX an Index for cryptocurrencies (RePEc:zbw:irtgdp:2020009)
  by Trimborn, Simon & Härdle, Wolfgang Karl
• Kernel Estimation: the Equivalent Spline Smoothing Method (RePEc:zbw:irtgdp:2020010)
  by Härdle, Wolfgang Karl & Nussbaum, Michael
• The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence (RePEc:zbw:irtgdp:2020011)
  by Meng, Lina & Zhou, Yinggang & Zhang, Ruige & Ye, Zhen & Xia, Senmao & Cerulli, Giovanni & Casady, Carter & Härdle, Wolfgang Karl
• A Machine Learning Based Regulatory Risk Index for Cryptocurrencies (RePEc:zbw:irtgdp:2020013)
  by Ni, Xinwen & Härdle, Wolfgang Karl & Xie, Taojun
• Tail-risk protection: Machine Learning meets modern Econometrics (RePEc:zbw:irtgdp:2020015)
  by Spilak, Bruno & Härdle, Wolfgang Karl
• A data-driven P-spline smoother and the P-Spline-GARCH models (RePEc:zbw:irtgdp:2020016)
  by Feng, Yuanhua & Härdle, Wolfgang Karl
• The common and speci fic components of inflation expectation across European countries (RePEc:zbw:irtgdp:2020023)
  by Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining
• Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition (RePEc:zbw:irtgdp:2020026)
  by Khowaja, Kainat & Saef, Danial & Sizov, Sergej & Härdle, Wolfgang Karl
• Blockchain mechanism and distributional characteristics of cryptos (RePEc:zbw:irtgdp:2020027)
  by Lin, Min-Bin & Khowaja, Kainat & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis (RePEc:zbw:irtgdp:2020028)
  by Ren, Rui & Althof, Michael & Härdle, Wolfgang Karl
• Surrogate Models for Optimization of Dynamical Systems (RePEc:zbw:irtgdp:2021001)
  by Khowaja, Kainat & Shcherbatyy, Mykhaylo & Härdle, Wolfgang Karl
• FRM Financial Risk Meter for Emerging Markets (RePEc:zbw:irtgdp:2021002)
  by Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl
• K-expectiles clustering (RePEc:zbw:irtgdp:2021003)
  by Wang, Bingling & Li, Yingxing & Härdle, Wolfgang
• Understanding Smart Contracts: Hype or hope? (RePEc:zbw:irtgdp:2021004)
  by Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang
• Rodeo or ascot: Which hat to wear at the crypto race? (RePEc:zbw:irtgdp:2021007)
  by Häusler, Konstantin & Härdle, Wolfgang
• Financial Risk Meter based on expectiles (RePEc:zbw:irtgdp:2021008)
  by Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang
• Penalized weigted competing risks models based on quantile regression (RePEc:zbw:irtgdp:2021013)
  by Li, Erqian & Härdle, Wolfgang & Dai, Xiaowen & Tian, Maozai
• High-dimensional statistical learning techniques for time-varying limit order book networks (RePEc:zbw:irtgdp:2021015)
  by Chen, Shi & Härdle, Wolfgang & Schienle, Melanie
• A time-varying network for cryptocurrencies (RePEc:zbw:irtgdp:2021016)
  by Guo, Li & Härdle, Wolfgang & Tao, Yubo
• Robustifying Markowitz (RePEc:zbw:irtgdp:2021018)
  by Härdle, Wolfgang & Klochkov, Yegor & Petukhina, Alla & Zhivotovskiy, Nikita
• Understanding jumps in high frequency digital asset markets (RePEc:zbw:irtgdp:2021019)
  by Saef, Danial & Nagy, Odett & Sizov, Sergej & Härdle, Wolfgang
• Hedging cryptocurrency options (RePEc:zbw:irtgdp:2021021)
  by Matic, Jovanka & Packham, Natalie & Härdle, Wolfgang
• A financial risk meter for China (RePEc:zbw:irtgdp:2021022)
  by Wang, Ruting & Althof, Michael & Härdle, Wolfgang
• Networks of news and cross-sectional returns (RePEc:zbw:irtgdp:2021023)
  by Hu, Junjie & Härdle, Wolfgang
• Hedging cryptos with Bitcoin futures (RePEc:zbw:irtgdp:2022001)
  by Liu, Francis & Packham, Natalie & Lu, Meng-Jou & Härdle, Wolfgang
• Kernel Estimation: the Equivalent Spline-Smoothing Method (RePEc:zbw:sfb373:199414)
  by Härdle, Wolfgang & Nussbaum, M.
• Optimal Median Smoothing (RePEc:zbw:sfb373:199415)
  by Härdle, Wolfgang & Steiger, M.
• Better Bootstrap Confidence Intervals for Curve Estimation (RePEc:zbw:sfb373:199427)
  by Härdle, Wolfgang & Huet, S. & Jolivet, E.
• Additive Nonparametric Regression on Principal Components (RePEc:zbw:sfb373:199439)
  by Härdle, Wolfgang & Tsybakov, A. B.
• Search of Significant Variables in Nonparametric Additive Regression (RePEc:zbw:sfb373:199442)
  by Härdle, Wolfgang & Korostelev, A.
• Fast and Simple Scatterplot Smoothing (RePEc:zbw:sfb373:19948)
  by Härdle, Wolfgang & Marron, James S.
• Nonparametric Time Series Analysis, a selectiv review with examples (RePEc:zbw:sfb373:199514)
  by Härdle, Wolfgang & Chen, R.
• Estimation and Variable Selection in Additive Nonparametric Regression Models (RePEc:zbw:sfb373:199516)
  by Härdle, Wolfgang & Chen, R.
• Semiparametric Single Index Versus Fixed Link Function Modelling (RePEc:zbw:sfb373:199521)
  by Härdle, Wolfgang & Spokoiny, V. & Sperlich, S.
• Nonparametric Regression (RePEc:zbw:sfb373:199529)
  by Härdle, Wolfgang & Linton, O.
• Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression (RePEc:zbw:sfb373:199542)
  by Härdle, Wolfgang & Tsybakov, A.
• A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series (RePEc:zbw:sfb373:199545)
  by Bossaerts, P. & Härdle, Wolfgang & Hafner, C.
• Estimation of Additive Regression Models with Links (RePEc:zbw:sfb373:199548)
  by Linton, O. B. & Härdle, Wolfgang
• Nonparametric Estimation of Additive Seperable Regression Models (RePEc:zbw:sfb373:199550)
  by Chen, R. & Härdle, Wolfgang & Linton, O. B. & Severance-Lossin, E.
• An Analysis of Transformations for Additive Nonparanetric Regression (RePEc:zbw:sfb373:199568)
  by Linton, O. B. & Chen, R. & Härdle, Wolfgang
• Direct estimation of low dimensional components in additive models (RePEc:zbw:sfb373:199617)
  by Fan, J. & Härdle, Wolfgang & Mammen, Enno
• Testing Parametric versus Semiparametric Modelling in Generalized Linear Models (RePEc:zbw:sfb373:199628)
  by Härdle, Wolfgang & Mammen, Enno & Müller, Maike
• Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay (RePEc:zbw:sfb373:199629)
  by Härdle, Wolfgang & Mammen, Enno & Müller, Maike
• A New Generation of a Statistical Computing Environment on the Net (RePEc:zbw:sfb373:199652)
  by Schmelzer, S. & Kötter, T. & Klinke, S. & Härdle, Wolfgang
• Nonparametric Time Series Model Selection (RePEc:zbw:sfb373:199653)
  by Härdle, Wolfgang & Yang, L.
• Nonparametric Vector Autoregression (RePEc:zbw:sfb373:199661)
  by Härdle, Wolfgang & Tsybakov, A. & Yang, L.
• Nonparametric Autoregression with Multiplicative Volatility and Additive Mean (RePEc:zbw:sfb373:199662)
  by Yang, L. & Härdle, Wolfgang
• Discussion (RePEc:zbw:sfb373:199665)
  by Härdle, Wolfgang & Marron, J. & Yang, L.
• Foreign Exchange Rates Have Surprising Volatility (RePEc:zbw:sfb373:199668)
  by Bossaerts, P. & Hafner, C. & Härdle, Wolfgang
• Computerassisted Semiparametric Generalized Linear Models (RePEc:zbw:sfb373:199690)
  by Müller, Maike & Rönz, B. & Härdle, Wolfgang
• Teaching wavelets in XploRe (RePEc:zbw:sfb373:19971)
  by Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H.
• On adaptive estimation in partial linear models (RePEc:zbw:sfb373:1997100)
  by Golubev, Georgi & Härdle, Wolfgang
• Large sample theory of the estimation of the error distribution for a semiparametric model (RePEc:zbw:sfb373:1997101)
  by Liang, Hua & Härdle, Wolfgang
• Bootstrap approximations in a partially linear regression model (RePEc:zbw:sfb373:1997102)
  by Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker
• Multivariate and semiparametric kernel regression (RePEc:zbw:sfb373:199726)
  by Härdle, Wolfgang & Müller, Marlene
• Large sample theory in a semiparametric partially linear errors-in-variables models (RePEc:zbw:sfb373:199727)
  by Liang, Hua & Härdle, Wolfgang & Carroll, Raymond J.
• On Saving, Updating and Dynamic Programming -An Experimental Analysis- (RePEc:zbw:sfb373:199732)
  by Anderhub, V. & Güth, W. & Härdle, Wolfgang & Müller, W.
• Asymptotic normality of parametric part in partial linear heteroscedastic regression models (RePEc:zbw:sfb373:199733)
  by Liang, Hua & Härdle, Wolfgang
• Efficient estimation in single-index regression (RePEc:zbw:sfb373:199737)
  by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian
• Financial calculations on the net (RePEc:zbw:sfb373:199742)
  by Härdle, Wolfgang & Sperlich, Stefan
• Component analysis for additive models (RePEc:zbw:sfb373:199752)
  by Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G.
• Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models (RePEc:zbw:sfb373:199755)
  by Liang, Hua & Härdle, Wolfgang & Werwatz, Axel
• A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models (RePEc:zbw:sfb373:199766)
  by Sperlich, S. & Linton, O. & Härdle, Wolfgang
• Wachsende Dispersion und Engel-Kurven (RePEc:zbw:sfb373:199789)
  by Guerrier, J. & Härdle, Wolfgang
• Semiparametric analysis of German East-West migration intentions: Facts and theory (RePEc:zbw:sfb373:19983)
  by Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel
• Flexible stochastic volatility structures for high frequency financial data (RePEc:zbw:sfb373:199834)
  by Feldmann, David & Härdle, Wolfgang Karl & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B.
• Internet based econometric computing (RePEc:zbw:sfb373:199837)
  by Härdle, Wolfgang Karl & Horowitz, Joel L.
• Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin (RePEc:zbw:sfb373:199860)
  by Härdle, Wolfgang
• Semiparametric additive indices for binary response and generalized additive models (RePEc:zbw:sfb373:199895)
  by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
• Estimation in an additive model when the components are linked parametrically (RePEc:zbw:sfb373:19991)
  by Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno
• Backtesting beyond VaR (RePEc:zbw:sfb373:1999105)
  by Härdle, Wolfgang & Stahl, Gerhard
• Connected teaching of statistics (RePEc:zbw:sfb373:199924)
  by Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S.
• The three dimensions of multimedia teaching of statistics (RePEc:zbw:sfb373:199976)
  by Derby, Nathaniel & Härdle, Wolfgang & Rönz, Bernd
• DPLS in XploRe: A PLS approach to dynamic path models (RePEc:zbw:sfb373:199980)
  by Strohe, Hans Gerhard & Härdle, Wolfgang & Geppert, Frank
• A bootstrap test for single index models (RePEc:zbw:sfb373:200020)
  by Härdle, Wolfgang & Mammen, Enno & Proença, Isabel
• Nonparametric estimation of additive models with homogeneous components (RePEc:zbw:sfb373:200048)
  by Härdle, Wolfgang & Kim, Woocheol & Tripathi, Gautam
• Flexible time series analysis (RePEc:zbw:sfb373:200051)
  by Härdle, Wolfgang & Tschernig, Rolf
• Adaptive estimation for a time inhomogeneous stochastic-volatility model (RePEc:zbw:sfb373:20006)
  by Härdle, Wolfgang & Spokoiny, Vladimir G. & Teyssière, Gilles
• Common factors governing VDAX movements and the maximum loss (RePEc:zbw:sfb373:200097)
  by Härdle, Wolfgang & Schmidt, Peter
• An empirical likelihood goodness-of-fit test for time series (RePEc:zbw:sfb373:20011)
  by Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten
• MM*STAT: Eine interaktive Einführung in die Welt der Statistik (RePEc:zbw:sfb373:20014)
  by Härdle, Wolfgang & Lehmann, Heiko & Rönz, Bernd
• On adaptive smoothing in partial linear models (RePEc:zbw:sfb373:200148)
  by Golubev, Georgi & Härdle, Wolfgang
• The analysis of implied volatilities (RePEc:zbw:sfb373:200173)
  by Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter
• How precise are price distributions predicted by implied binomial trees? (RePEc:zbw:sfb373:20021)
  by Härdle, Wolfgang & Zheng, Jun
• MD*ReX: Linking XploRe to standard spread-sheet applications (RePEc:zbw:sfb373:200210)
  by Aydinli, Gökhan & Härdle, Wolfgang & Kleinow, Torsten & Sofyan, Hizir
• Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap (RePEc:zbw:sfb373:200216)
  by Härdle, Wolfgang & Yatchew, Adonis
• Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression (RePEc:zbw:sfb373:200231)
  by Slama, Rémy & Werwatz, Axel & Boutou, Odile & Ducot, Béatrice & Spira, Alfred & Härdle, Wolfgang
• Semi-parametric estimation of generalized partially linear single-index models (RePEc:zbw:sfb373:200256)
  by Xia, Yingcun & Härdle, Wolfgang
• M robustified additive nonparametric regression (RePEc:zbw:sfb373:200269)
  by Tamine, Julien & Härdle, Wolfgang & Yang, Lijian
• Estimation and testing for varying coefficients in additive models with marginal integration (RePEc:zbw:sfb373:200275)
  by Yang, Lijian & Härdle, Wolfgang & Park, Byeong U.
• R robustified additive nonparametric regression (RePEc:zbw:sfb373:200278)
  by Tamine, Julien & Härdle, Wolfgang & Yang, Lijian
• Exploring credit data (RePEc:zbw:sfb373:200279)
  by Müller, Marlene & Härdle, Wolfgang
• Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study (RePEc:zbw:sfb373:200282)
  by Wang, Qihua & Härdle, Wolfgang
• E-learning / e-teaching of statistics: Students' and teachers' views (RePEc:zbw:sfb373:200284)
  by Härdle, Wolfgang & Rönz, Bernd
• Robust adaptive estimation of dimension reduction space (RePEc:zbw:sfb373:20031)
  by Čížek, Pavel & Härdle, Wolfgang
• Wann sind falsche VaR-Modelle dennoch adäquat? (RePEc:zbw:sfb373:200314)
  by Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, G.
• Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie (RePEc:zbw:sfb373:200319)
  by Brenner, Steffen & Härdle, Wolfgang Karl & Schulz, Rainer
• E-learning, e-teaching of statistics: A new challenge (RePEc:zbw:sfb373:200320)
  by Aydınlı, Gökhan & Härdle, Wolfgang Karl & Rönz, Bernd
• Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security (RePEc:zbw:sfb373:200326)
  by Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E.
• Implied volatility string dynamics (RePEc:zbw:sfb373:200354)
  by Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno
• Nonparametric risk management with generalized hyperbolic distributions (RePEc:zbw:sfb649:sfb649dp2005-001)
  by Chen, Ying & Härdle, Wolfgang Karl & Jeong, Seok-Oh
• Value-at-risk calculations with time varying copulae (RePEc:zbw:sfb649:sfb649dp2005-004)
  by Giacomini, Enzo & Härdle, Wolfgang Karl
• Stable distributions (RePEc:zbw:sfb649:sfb649dp2005-008)
  by Borak, Szymon & Härdle, Wolfgang Karl & Weron, Rafał
• Predicting bankruptcy with support vector machines (RePEc:zbw:sfb649:sfb649dp2005-009)
  by Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea
• Working with the XQC (RePEc:zbw:sfb649:sfb649dp2005-010)
  by Härdle, Wolfgang Karl & Lehmann, Heiko
• FFT based option pricing (RePEc:zbw:sfb649:sfb649dp2005-011)
  by Borak, Szymon & Detlefsen, Kai & Härdle, Wolfgang Karl
• Common functional implied volatility analysis (RePEc:zbw:sfb649:sfb649dp2005-012)
  by Detlefsen, Kai & Härdle, Wolfgang Karl
• Nonparametric productivity analysis (RePEc:zbw:sfb649:sfb649dp2005-013)
  by Härdle, Wolfgang Karl & Jeong, Seok-Oh
• Robust estimation of dimension reduction space (RePEc:zbw:sfb649:sfb649dp2005-015)
  by Čίžek, Pavel & Härdle, Wolfgang Karl
• A dynamic semiparametric factor model for implied volatility string dynamics (RePEc:zbw:sfb649:sfb649dp2005-020)
  by Fengler, Matthias R. & Härdle, Wolfgang Karl & Mammen, Enno
• Dynamics of state price densities (RePEc:zbw:sfb649:sfb649dp2005-021)
  by Härdle, Wolfgang Karl & Hlávka, Zdeněk
• DSFM fitting of implied volatility surfaces (RePEc:zbw:sfb649:sfb649dp2005-022)
  by Borak, Szymon & Fengler, Matthias R. & Härdle, Wolfgang Karl
• Estimation and testing for varying coefficients in additive models with marginal integration (RePEc:zbw:sfb649:sfb649dp2005-047)
  by Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl
• Integrable e-lements for statistics education (RePEc:zbw:sfb649:sfb649dp2005-058)
  by Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe
• Portfolio value at risk based on independent components analysis (RePEc:zbw:sfb649:sfb649dp2005-060)
  by Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir
• Calibration risk for exotic options (RePEc:zbw:sfb649:sfb649dp2006-001)
  by Detlefsen, Kai & Härdle, Wolfgang Karl
• Calibration design of implied volatility surfaces (RePEc:zbw:sfb649:sfb649dp2006-002)
  by Detlefsen, Kai & Härdle, Wolfgang Karl
• On the appropriateness of inappropriate VaR models (RePEc:zbw:sfb649:sfb649dp2006-003)
  by Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, Gerhard
• Common functional principal components (RePEc:zbw:sfb649:sfb649dp2006-010)
  by Benko, Michal & Härdle, Wolfgang Karl & Kneip, Alois
• VAR modeling for dynamic semiparametric factors of volatility strings (RePEc:zbw:sfb649:sfb649dp2006-011)
  by Brüggemann, Ralf & Härdle, Wolfgang Karl & Mungo, Julius & Trenkler, Carsten
• Graphical data representation in bankruptcy analysis (RePEc:zbw:sfb649:sfb649dp2006-015)
  by Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea
• Time dependent relative risk aversion (RePEc:zbw:sfb649:sfb649dp2006-020)
  by Giacomini, Enzo & Handel, Michael & Härdle, Wolfgang Karl
• E-learning statistics: A selective review (RePEc:zbw:sfb649:sfb649dp2006-024)
  by Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe
• Exploratory graphics of a financial dataset (RePEc:zbw:sfb649:sfb649dp2006-031)
  by Unwin, Antony & Theus, Martin & Härdle, Wolfgang Karl
• Robust econometrics (RePEc:zbw:sfb649:sfb649dp2006-050)
  by Čίžek, Pavel & Härdle, Wolfgang Karl
• Forecasting the term structure of variance swaps (RePEc:zbw:sfb649:sfb649dp2006-052)
  by Detlefsen, Kai & Härdle, Wolfgang Karl
• On the difficulty to design Arabic e-learning system in statistics (RePEc:zbw:sfb649:sfb649dp2006-062)
  by Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius
• Color harmonization in car manufacturing process (RePEc:zbw:sfb649:sfb649dp2006-071)
  by Andriyashin, Anton & Benko, Michal & Härdle, Wolfgang Karl & Timofeev, Roman & Ziegenhagen, Uwe
• Inhomogeneous dependency modelling with time varying copulae (RePEc:zbw:sfb649:sfb649dp2006-075)
  by Giacomini, Enzo & Härdle, Wolfgang Karl & Ignatieva, Ekaterina & Spokoiny, Vladimir
• Convenience yields for CO2 emission allowance futures contracts (RePEc:zbw:sfb649:sfb649dp2006-076)
  by Borak, Szymon & Härdle, Wolfgang Karl & Trück, Stefan & Weron, Rafał
• Estimation of default probabilities with Support Vector Machines (RePEc:zbw:sfb649:sfb649dp2006-077)
  by Chen, Shiyi & Härdle, Wolfgang Karl & Moro, Rouslan A.
• GHICA: Risk analysis with GH distributions and independent components (RePEc:zbw:sfb649:sfb649dp2006-078)
  by Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir
• Empirical pricing kernels and investor preferences (RePEc:zbw:sfb649:sfb649dp2007-017)
  by Detlefsen, Kai & Härdle, Wolfgang Karl & Moro, Rouslan A.
• Computational statistics and data visualization (RePEc:zbw:sfb649:sfb649dp2007-020)
  by Unwin, Antony & Chen, Chun-houh & Härdle, Wolfgang Karl
• A generalized ARFIMA process with Markov-switching fractional differencing parameter (RePEc:zbw:sfb649:sfb649dp2007-022)
  by Tsay, Wen-Jen & Härdle, Wolfgang Karl
• Time series modelling with semiparametric factor dynamics (RePEc:zbw:sfb649:sfb649dp2007-023)
  by Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U.
• From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples (RePEc:zbw:sfb649:sfb649dp2007-024)
  by Ritov, Ya'acov & Härdle, Wolfgang Karl
• Statistics of risk aversion (RePEc:zbw:sfb649:sfb649dp2007-025)
  by Giacomini, Enzo & Härdle, Wolfgang Karl
• Long memory persistence in the factor of Implied volatility dynamics (RePEc:zbw:sfb649:sfb649dp2007-027)
  by Härdle, Wolfgang Karl & Mungo, Julius
• Using Wiki to build an e-learning system in statistics in Arabic language (RePEc:zbw:sfb649:sfb649dp2007-031)
  by Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert
• Estimating probabilities of default with support vector machines (RePEc:zbw:sfb649:sfb649dp2007-035)
  by Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea
• Yxilon: A client-server based statistical environment (RePEc:zbw:sfb649:sfb649dp2007-036)
  by Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe
• Calibrating CAT bonds for Mexican earthquakes (RePEc:zbw:sfb649:sfb649dp2007-037)
  by Härdle, Wolfgang Karl & Cabrera, Brenda López
• QuantNet: A database-driven online repository of scientific information (RePEc:zbw:sfb649:sfb649dp2007-041)
  by Andriyashin, Anton & Härdle, Wolfgang Karl
• On the utility of e-learning in statistics (RePEc:zbw:sfb649:sfb649dp2007-050)
  by Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe
• Testing monotonicity of pricing Kernels (RePEc:zbw:sfb649:sfb649dp2008-001)
  by Golubev, Yuri & Härdle, Wolfgang Karl & Timofeev, Roman
• Adaptive pointwise estimation in time-inhomogeneous time-series models (RePEc:zbw:sfb649:sfb649dp2008-002)
  by Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir
• The bayesian additive classification tree applied to credit risk modelling (RePEc:zbw:sfb649:sfb649dp2008-003)
  by Zhang, Junni L. & Härdle, Wolfgang Karl
• Independent component analysis via copula techniques (RePEc:zbw:sfb649:sfb649dp2008-004)
  by Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng
• The default risk of firms examined with smooth support vector machines (RePEc:zbw:sfb649:sfb649dp2008-005)
  by Härdle, Wolfgang Karl & Lee, Yuh-Jye & Schäfer, Dorothea & Yeh, Yi-Ren
• Value-at-risk and expected shortfall when there is long range dependence (RePEc:zbw:sfb649:sfb649dp2008-006)
  by Härdle, Wolfgang Karl & Mungo, Julius
• A consistent nonparametric test for causality in quantile (RePEc:zbw:sfb649:sfb649dp2008-007)
  by Jeong, Kiho & Härdle, Wolfgang Karl
• Recursive portfolio selection with decision trees (RePEc:zbw:sfb649:sfb649dp2008-009)
  by Andriyashin, Anton & Härdle, Wolfgang Karl & Timofeev, Roman
• Support vector regression based GARCH model with application to forecasting volatility of financial returns (RePEc:zbw:sfb649:sfb649dp2008-014)
  by Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl
• The stochastic fluctuation of the quantile regression curve (RePEc:zbw:sfb649:sfb649dp2008-027)
  by Härdle, Wolfgang Karl & Song, Song
• Using R, LaTeX and Wiki for an Arabic e-learning platform (RePEc:zbw:sfb649:sfb649dp2008-030)
  by Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert & Awadhi, Shafeeqah Al
• Dynamic semiparametric factor models in risk neutral density estimation (RePEc:zbw:sfb649:sfb649dp2008-038)
  by Giacomini, Enzo & Härdle, Wolfgang Karl & Krätschmer, Volker
• Modeling dependencies in finance using copulae (RePEc:zbw:sfb649:sfb649dp2008-043)
  by Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema
• Numerics of implied binomial trees (RePEc:zbw:sfb649:sfb649dp2008-044)
  by Härdle, Wolfgang Karl & Myšičková, Alena
• Measuring and modeling risk using high-frequency data (RePEc:zbw:sfb649:sfb649dp2008-045)
  by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta
• Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns (RePEc:zbw:sfb649:sfb649dp2008-051)
  by Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl
• Statistics e-learning platforms evaluation: Case study (RePEc:zbw:sfb649:sfb649dp2008-058)
  by Ahmad, Taleb & Härdle, Wolfgang Karl
• Implied market price of weather risk (RePEc:zbw:sfb649:sfb649dp2009-001)
  by Härdle, Wolfgang Karl & López Cabrera, Brenda
• Localized realized volatility modelling (RePEc:zbw:sfb649:sfb649dp2009-003)
  by Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta
• Stochastic population forecast for Germany and its consequence for the German pension system (RePEc:zbw:sfb649:sfb649dp2009-009)
  by Härdle, Wolfgang Karl & Myšičková, Alena
• A microeconomic explanation of the EPK paradox (RePEc:zbw:sfb649:sfb649dp2009-010)
  by Härdle, Wolfgang Karl & Krätschmer, Volker & Moro, Rouslan A.
• CDO pricing with copulae (RePEc:zbw:sfb649:sfb649dp2009-013)
  by Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
• A joint analysis of the KOSPI 200 option and ODAX option markets dynamics (RePEc:zbw:sfb649:sfb649dp2009-019)
  by Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius
• Optimal smoothing for a computationally and statistically efficient single index estimator (RePEc:zbw:sfb649:sfb649dp2009-028)
  by Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver
• De copulis non est disputandum - Copulae: An overview (RePEc:zbw:sfb649:sfb649dp2009-031)
  by Härdle, Wolfgang Karl & Okhrin, Ostap
• CDO and HAC (RePEc:zbw:sfb649:sfb649dp2009-038)
  by Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
• Shape invariant modelling pricing kernels and risk aversion (RePEc:zbw:sfb649:sfb649dp2009-041)
  by Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun
• Modelling and forecasting liquidity supply using semiparametric factor dynamics (RePEc:zbw:sfb649:sfb649dp2009-044)
  by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija
• Quantifizierbarkeit von Risiken auf Finanzmärkten (RePEc:zbw:sfb649:sfb649dp2009-045)
  by Härdle, Wolfgang Karl & Kirchner, Christian F. W.
• Pricing of Asian temperature risk (RePEc:zbw:sfb649:sfb649dp2009-046)
  by Benth, Fred & Härdle, Wolfgang Karl & López Cabrera, Brenda
• Generalized single-index models: The EFM approach (RePEc:zbw:sfb649:sfb649dp2009-050)
  by Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing
• Volatility investing with variance swaps (RePEc:zbw:sfb649:sfb649dp2010-001)
  by Härdle, Wolfgang Karl & Silyakova, Elena
• Partial linear quantile regression and bootstrap confidence bands (RePEc:zbw:sfb649:sfb649dp2010-002)
  by Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song
• Uniform confidence bands for pricing kernels (RePEc:zbw:sfb649:sfb649dp2010-003)
  by Härdle, Wolfgang Karl & Okhrin, Yarema & Wang, Weining
• The dynamics of hourly electricity prices (RePEc:zbw:sfb649:sfb649dp2010-013)
  by Härdle, Wolfgang Karl & Trück, Stefan
• Time varying hierarchical archimedean copulae (RePEc:zbw:sfb649:sfb649dp2010-018)
  by Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema
• Nonparametric estimation of risk-neutral densities (RePEc:zbw:sfb649:sfb649dp2010-021)
  by Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie
• Adaptive interest rate modelling (RePEc:zbw:sfb649:sfb649dp2010-029)
  by Guo, Mengmeng & Härdle, Wolfgang Karl
• Modeling asset prices (RePEc:zbw:sfb649:sfb649dp2010-031)
  by Gentle, James E. & Härdle, Wolfgang Karl
• Learning machines supporting bankruptcy prediction (RePEc:zbw:sfb649:sfb649dp2010-032)
  by Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda
• High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model (RePEc:zbw:sfb649:sfb649dp2010-039)
  by Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov
• Prognose mit nichtparametrischen Verfahren (RePEc:zbw:sfb649:sfb649dp2010-041)
  by Härdle, Wolfgang Karl & Schulz, Rainer & Wang, Weining
• Localising temperature risk (RePEc:zbw:sfb649:sfb649dp2011-001)
  by Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining
• A confidence corridor for sparse longitudinal data curves (RePEc:zbw:sfb649:sfb649dp2011-002)
  by Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl
• Mean volatility regressions (RePEc:zbw:sfb649:sfb649dp2011-003)
  by Lin, Lu & Li, Feng & Zhu, Lixing & Härdle, Wolfgang Karl
• A confidence corridor for expectile functions (RePEc:zbw:sfb649:sfb649dp2011-004)
  by Duran, Esra Akdeniz & Guo, Mengmeng & Härdle, Wolfgang Karl
• Local quantile regression (RePEc:zbw:sfb649:sfb649dp2011-005)
  by Härdle, Wolfgang Karl & Spokoiny, Vladimir & Wang, Weining
• Spatial risk premium on weather derivatives and hedging weather exposure in electricity (RePEc:zbw:sfb649:sfb649dp2011-013)
  by Härdle, Wolfgang Karl & Osipenko, Maria
• Difference based ridge and Liu type estimators in semiparametric regression models (RePEc:zbw:sfb649:sfb649dp2011-014)
  by Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria
• Oracally efficient two-step estimation of generalized additive model (RePEc:zbw:sfb649:sfb649dp2011-016)
  by Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl
• How computational statistics became the backbone of modern data science (RePEc:zbw:sfb649:sfb649dp2011-020)
  by Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi
• Forecasting corporate distress in the Asian and Pacific region (RePEc:zbw:sfb649:sfb649dp2011-023)
  by Moro, Russ & Härdle, Wolfgang Karl & Aliakbari, Saeideh & Hoffmann, Linda
• Bayesian Networks and sex-related homicides (RePEc:zbw:sfb649:sfb649dp2011-045)
  by Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl
• TVICA - time varying independent component analysis and its application to financial data (RePEc:zbw:sfb649:sfb649dp2011-054)
  by Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl
• Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives (RePEc:zbw:sfb649:sfb649dp2011-055)
  by Härdle, Wolfgang Karl & Osipenko, Maria
• Increasing weather risk: Fact of fiction? (RePEc:zbw:sfb649:sfb649dp2011-077)
  by Wang, Weining & Bobojonov, Ihtiyor & Härdle, Wolfgang Karl & Odening, Martin
• Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns (RePEc:zbw:sfb649:sfb649dp2011-085)
  by Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl
• HMM in dynamic HAC models (RePEc:zbw:sfb649:sfb649dp2012-001)
  by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining
• Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China (RePEc:zbw:sfb649:sfb649dp2012-002)
  by Chen, Shiyi & Härdle, Wolfgang Karl
• Computational Statistics (Journal) (RePEc:zbw:sfb649:sfb649dp2012-004)
  by Härdle, Wolfgang Karl & Mori, Yuichi & Symanzik, Jürgen
• Quantile regression in risk calibration (RePEc:zbw:sfb649:sfb649dp2012-006)
  by Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining
• Forecast based pricing of weather derivatives (RePEc:zbw:sfb649:sfb649dp2012-027)
  by Härdle, Wolfgang Karl & López-Cabrera, Brenda & Ritter, Matthias
• Support vector machines with evolutionary feature selection for default prediction (RePEc:zbw:sfb649:sfb649dp2012-030)
  by Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian
• Local adaptive multiplicative error models for high-frequency forecasts (RePEc:zbw:sfb649:sfb649dp2012-031)
  by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija
• Copula dynamics in CDOs (RePEc:zbw:sfb649:sfb649dp2012-032)
  by Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger
• Yield curve modeling and forecasting using semiparametric factor dynamics (RePEc:zbw:sfb649:sfb649dp2012-048)
  by Härdle, Wolfgang Karl & Majer, Piotr
• Variable selection in Cox regression models with varying coefficients (RePEc:zbw:sfb649:sfb649dp2012-061)
  by Honda, Toshio & Härdle, Wolfgang Karl
• Common factors in credit defaults swaps markets (RePEc:zbw:sfb649:sfb649dp2012-063)
  by Chen, Yi-hsuan & Härdle, Wolfgang Karl
• Implied basket correlation dynamics (RePEc:zbw:sfb649:sfb649dp2012-066)
  by Härdle, Wolfgang Karl & Silyakova, Elena
• Functional data analysis of generalized quantile regressions (RePEc:zbw:sfb649:sfb649dp2013-001)
  by Guo, Mengmeng & Zhou, Lhan & Huang, Jianhua Z. & Härdle, Wolfgang Karl
• Composite quantile regression for the single-index model (RePEc:zbw:sfb649:sfb649dp2013-010)
  by Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing
• State Price Densities implied from weather derivatives (RePEc:zbw:sfb649:sfb649dp2013-026)
  by Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen
• Analysis of deviance in generalized partial linear models (RePEc:zbw:sfb649:sfb649dp2013-028)
  by Härdle, Wolfgang Karl & Huang, Li-shan
• CDO surfaces dynamics (RePEc:zbw:sfb649:sfb649dp2013-032)
  by Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
• Default risk calculation based on predictor selection for the Southeast Asian industry (RePEc:zbw:sfb649:sfb649dp2013-037)
  by Härdle, Wolfgang Karl & Prastyo, Dedy Dwi
• Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators (RePEc:zbw:sfb649:sfb649dp2013-047)
  by Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining
• Principal component analysis in an asymmetric norm (RePEc:zbw:sfb649:sfb649dp2014-001)
  by Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl
• A simultaneous confidence corridor for varying coefficient regression with sparse functional data (RePEc:zbw:sfb649:sfb649dp2014-002)
  by Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian
• An extended single index model with missing response at random (RePEc:zbw:sfb649:sfb649dp2014-003)
  by Wang, Qihua & Zhang, Tao & Härdle, Wolfgang Karl
• Simultaneous confidence corridors and variable selection for generalized additive models (RePEc:zbw:sfb649:sfb649dp2014-008)
  by Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl
• Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual (RePEc:zbw:sfb649:sfb649dp2014-015)
  by Härdle, Wolfgang Karl & Vogt, Annette B.
• An application of principal component analysis on multivariate time-stationary spatio-temporal data (RePEc:zbw:sfb649:sfb649dp2014-016)
  by Stahlschmidt, Stephan & Härdle, Wolfgang Karl & Thome, Helmut
• Do maternal health problems influence child's worrying status? Evidence from British cohort study (RePEc:zbw:sfb649:sfb649dp2014-021)
  by Dai, Xianhua & Härdle, Wolfgang Karl & Yu, Keming
• Credit risk calibration based on CDS spreads (RePEc:zbw:sfb649:sfb649dp2014-026)
  by Chao, Shih-kang & Härdle, Wolfgang Karl & Hien, Pham-thu
• Confidence corridors for multivariate generalized quantile regression (RePEc:zbw:sfb649:sfb649dp2014-028)
  by Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl
• TEDAS - Tail Event Driven ASset Allocation (RePEc:zbw:sfb649:sfb649dp2014-032)
  by Härdle, Wolfgang Karl & Nasekin, Sergey & Lee, David Kuo Chuen & Fai, Phoon Kok
• Adaptive order flow forecasting with multiplicative error models (RePEc:zbw:sfb649:sfb649dp2014-035)
  by Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann
• Portfolio decisions and brain reactions via the CEAD method (RePEc:zbw:sfb649:sfb649dp2014-036)
  by Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl
• The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends (RePEc:zbw:sfb649:sfb649dp2014-039)
  by Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl & Hien, Pham-thu
• Localising forward intensities for multiperiod corporate default (RePEc:zbw:sfb649:sfb649dp2014-040)
  by Dedy Dwi Prastyo & Härdle, Wolfgang Karl
• Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects (RePEc:zbw:sfb649:sfb649dp2014-059)
  by Stahlschmidt, Stephan & Eckardt, Matthias & Härdle, Wolfgang Karl
• The influence of oil price shocks on China's macro-economy: A perspective of international trade (RePEc:zbw:sfb649:sfb649dp2014-063)
  by Chen, Shiyi & Chen, Dengke & Härdle, Wolfgang Karl
• TENET: Tail-Event driven NETwork risk (RePEc:zbw:sfb649:sfb649dp2014-066)
  by Härdle, Wolfgang Karl & Sirotko-Sibirskaya, Natalia & Wang, Weining
• Estimation and determinants of Chinese banks' total factor efficiency: A new vsion based on unbalanced development of Chinese banks and their overall risk (RePEc:zbw:sfb649:sfb649dp2014-068)
  by Chen, Shiyi & Härdle, Wolfgang Karl & Wang, Li
• Pricing kernel modeling (RePEc:zbw:sfb649:sfb649dp2015-001)
  by Belomestny, Denis & Ma, Shujie & Härdle, Wolfgang Karl
• Distillation of news flow into analysis of stock reactions (RePEc:zbw:sfb649:sfb649dp2015-005)
  by Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth
• Stochastic population analysis: A functional data approach (RePEc:zbw:sfb649:sfb649dp2015-007)
  by Fang, Lei & Härdle, Wolfgang Karl
• Estimation of NAIRU with inflation expectation data (RePEc:zbw:sfb649:sfb649dp2015-010)
  by Cui, Wei & Härdle, Wolfgang Karl & Wang, Weining
• Risk related brain regions detected with 3D image FPCA (RePEc:zbw:sfb649:sfb649dp2015-022)
  by Chen, Ying & Härdle, Wolfgang Karl & Qiang, He & Majer, Piotr
• Change point and trend analyses of annual expectile curves of tropical storms (RePEc:zbw:sfb649:sfb649dp2015-029)
  by Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q.
• Factorisable sparse tail event curves (RePEc:zbw:sfb649:sfb649dp2015-034)
  by Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming
• Copula-based factor model for credit risk analysis (RePEc:zbw:sfb649:sfb649dp2015-042)
  by Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• Tail event driven ASset allocation: Evidence from equity and mutual funds' markets (RePEc:zbw:sfb649:sfb649dp2015-045)
  by Härdle, Wolfgang Karl & Lee, David Kuo Chuen & Nasekin, Sergey & Ni, Xinwen & Petukhina, Alla
• TERES: Tail event risk expectile based shortfall (RePEc:zbw:sfb649:sfb649dp2015-047)
  by Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija
• CRIX or evaluating blockchain based currencies (RePEc:zbw:sfb649:sfb649dp2015-048)
  by Härdle, Wolfgang Karl & Trimborn, Simon
• Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach (RePEc:zbw:sfb649:sfb649dp2015-049)
  by Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining
• lCARE: Localizing conditional autoregressive expectiles (RePEc:zbw:sfb649:sfb649dp2015-052)
  by Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl
• Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries (RePEc:zbw:sfb649:sfb649dp2016-001)
  by Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl
• Leveraged ETF options implied volatility paradox: A statistical study (RePEc:zbw:sfb649:sfb649dp2016-004)
  by Härdle, Wolfgang Karl & Nasekin, Sergey & Hong, Zhiwu
• Factorisable sparse tail event curves with expectiles (RePEc:zbw:sfb649:sfb649dp2016-018)
  by Härdle, Wolfgang Karl & Huang, Chen & Chao, Shih-Kang
• Academic ranking scales in economics: Prediction and imputation (RePEc:zbw:sfb649:sfb649dp2016-020)
  by Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl
• CRIX or evaluating blockchain based currencies (RePEc:zbw:sfb649:sfb649dp2016-021)
  by Trimborn, Simon & Härdle, Wolfgang Karl
• A mortality model for multi-populations: A semi-parametric approach (RePEc:zbw:sfb649:sfb649dp2016-023)
  by Fang, Lei & Härdle, Wolfgang Karl & Park, Juhyun
• Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors (RePEc:zbw:sfb649:sfb649dp2016-024)
  by Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl
• Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics (RePEc:zbw:sfb649:sfb649dp2016-025)
  by Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl
• A first econometric analysis of the CRIX family (RePEc:zbw:sfb649:sfb649dp2016-031)
  by Chen, Shi & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Lee, TM & Ong, Bobby
• Functional principal component analysis for derivatives of multivariate curves (RePEc:zbw:sfb649:sfb649dp2016-033)
  by Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko
• Principal component analysis in an asymmetric norm (RePEc:zbw:sfb649:sfb649dp2016-040)
  by Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl
• Credit rating score analysis (RePEc:zbw:sfb649:sfb649dp2016-046)
  by Härdle, Wolfgang Karl & Fai, Phoon-kok & Lee, David Kuo Chuen
• Time varying quantile Lasso (RePEc:zbw:sfb649:sfb649dp2016-047)
  by Zbonakova, Lenka & Härdle, Wolfgang Karl & Wang, Weining
• Q3-D3-Lsa (RePEc:zbw:sfb649:sfb649dp2016-049)
  by Borke, Lukas & Härdle, Wolfgang Karl
• Network quantile autoregression (RePEc:zbw:sfb649:sfb649dp2016-050)
  by Zhu, Xuening & Wang, Weining & Wang, Hangsheng & Härdle, Wolfgang Karl
• Dynamic topic modelling for cryptocurrency community forums (RePEc:zbw:sfb649:sfb649dp2016-051)
  by Linton, Marco & Teo, Ernie Gin Swee & Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• Beta-boosted ensemble for big credit scoring data (RePEc:zbw:sfb649:sfb649dp2016-052)
  by Zieba, Maciej & Härdle, Wolfgang Karl
• Factorisable multi-task quantile regression (RePEc:zbw:sfb649:sfb649dp2016-057)
  by Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming
• Multivariate factorisable sparse asymmetric least squares regression (RePEc:zbw:sfb649:sfb649dp2016-058)
  by Chao, Shih-Kang & Härdle, Wolfgang Karl & Huang, Chen
• Dynamic credit default swaps curves in a network topology (RePEc:zbw:sfb649:sfb649dp2016-059)
  by Xu, Xiu & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• FRM: A financial risk meter based on penalizing tail events occurrence (RePEc:zbw:sfb649:sfb649dp2017-003)
  by Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs
• Tail event driven networks of SIFIs (RePEc:zbw:sfb649:sfb649dp2017-004)
  by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema
• Dynamic valuation of weather derivatives under default risk (RePEc:zbw:sfb649:sfb649dp2017-005)
  by Härdle, Wolfgang Karl & Osipenko, Maria
• GitHub API based QuantNet Mining infrastructure in R (RePEc:zbw:sfb649:sfb649dp2017-008)
  by Borke, Lukas & Härdle, Wolfgang Karl
• Data Science & Digital Society (RePEc:zbw:sfb649:sfb649dp2017-010)
  by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl
• The impact of news on US household inflation expectations (RePEc:zbw:sfb649:sfb649dp2017-011)
  by Chao, Shih-Kang & Härdle, Wolfgang Karl & Sheen, Jeffrey R. & Trück, Stefan & Wang, Ben Zhe
• Industry Interdependency Dynamics in a Network Context (RePEc:zbw:sfb649:sfb649dp2017-012)
  by Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan
• Adaptive weights clustering of research papers (RePEc:zbw:sfb649:sfb649dp2017-013)
  by Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl
• Investing with cryptocurrencies - A liquidity constrained investment approach (RePEc:zbw:sfb649:sfb649dp2017-014)
  by Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl
• Pricing Green Financial Products (RePEc:zbw:sfb649:sfb649dp2017-020)
  by Melzer, Awdesch & Härdle, Wolfgang Karl & López Cabrera, Brenda
• Penalized adaptive method in forecasting with large information set and structure change (RePEc:zbw:sfb649:sfb649dp2017-023)
  by Li, Xinjue & Zbonakova, Lenka & Härdle, Wolfgang Karl
• Smooth principal component analysis for high dimensional data (RePEc:zbw:sfb649:sfb649dp2017-024)
  by Li, Yingxing & Härdle, Wolfgang Karl & Huang, Chen
• Dynamic semi-parametric factor model for functional expectiles (RePEc:zbw:sfb649:sfb649dp2017-027)
  by Burdejová, Petra & Härdle, Wolfgang Karl
• Is scientific performance a function of funds? (RePEc:zbw:sfb649:sfb649dp2017-028)
  by Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan
• How to measure a performance of a Collaborative Research Centre (RePEc:zbw:sfb649:sfb649dp2018-001)
  by Zharova, Alona & Tellinger-Rice, Janine & Härdle, Wolfgang Karl