Wolfgang Karl Härdle
Names
first:  Wolfgang 
middle:  Karl 
last:  Härdle 
in English:  Wolfgang Karl Haerdle 
Contact
email:  
homepage:  http://lvb.wiwi.huberlin.de 
Affiliations

HumboldtUniversität Berlin
→ Wirtschaftswissenschaftliche Fakultät
→ Institut für Statistik und Ökonometrie (ISÖ) (weight: 20%)
 website
 location: Berlin, Germany

HumboldtUniversität Berlin
→ Wirtschaftswissenschaftliche Fakultät
→ Sonderforschungsbereich 649: Ökonomisches Risiko (weight: 20%)
 website
 location: Berlin, Germany

HumboldtUniversität Berlin
→ Wirtschaftswissenschaftliche Fakultät
→ Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse (weight: 20%)
 website
 location: Berlin, Germany

HumboldtUniversität Berlin
→ Wirtschaftswissenschaftliche Fakultät (weight: 20%)
 website
 location: Berlin, Germany

HumboldtUniversität Berlin
→ Center for Applied Statistics and Econometrics (CASE) (weight: 20%)
 website
 location: Berlin, Germany
Research profile
author of:

Bootstrap Inference in Semiparametric Generalized Additive Models.
by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan 
Time Inhomogeneous Multiple Volatility Modelling
by Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny 
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis.
by Wolfgang HAERDLE & Marlene MUELLER 
A Bootstrap Test for Single Index Models
by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca 
Robust estimation of dimension reduction space
by Pavel Cizek & Wolfgang Härdle 
Applied nonparametric smoothing techniques.
by Wolfgang HAERDLE & Marlene MUELLER 
On the Appropriateness of Inappropriate VaR Models
by Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl 
Testing increasing dispersion.
by B. U. PARK & Wolfgang HAERDLE 
Iterated bootstrap with applications to frontier models.
by Leopold SIMAR & Wolfgang HAERDLE 
XploRe
by Wolfgang Haerdle 
Fast and simple scatterplot smoothing.
by James Stephen MARRON & Wolfgang HAERDLE 
Semiparametric analysis of German EastWest migration intentions: facts and theory
by Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz 
Predicting Bankruptcy with Support Vector Machines
by Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer 
FFT Based Option Pricing
by Szymon Borak & Kai Detlefsen & Wolfgang Härdle 
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics
by Matthias Fengler & Wolfgang Härdle & Enno Mammen 
Dynamics of State Price Densities
by Wolfgang Härdle & Zdenek Hlavka 
Nonparametric Productivity Analysis
by Wolfgang Härdle & SeokOh Jeong 
Working with the XQC
by Wolfgang Härdle & Heiko Lehmann 
Portfolio Value at Risk Based on Independent Components Analysis
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny 
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
by Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle 
ValueatRisk Calculations with Time Varying Copulae
by Enzo Giacomini & Wolfgang Härdle 
Discrete time option pricing with flexible volatility estimation
by Christian M. Hafner & Wolfgang HÄrdle 
Calibration Risk for Exotic Options
by Kai Detlefsen & Wolfgang Härdle 
DSFM fitting of Implied Volatility Surfaces
by Szymon Borak & Matthias Fengler & Wolfgang Härdle 
Integrable elements for Statistics Education
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen 
Stable Distributions
by Szymon Borak & Wolfgang Härdle & Rafal Weron 
Calibration Design of Implied Volatility Surfaces
by Kai Detlefsen & Wolfgang Härdle 
Rating Companies with Support Vector Machines
by Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer 
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler 
Common Functional Principal Components
by Michal Benko & Wolfgang Härdle & Alois Kneip 
Graphical Data Representation in Bankruptcy Analysis
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer 
Common Functional Implied Volatility Analysis
by Michal Benko & Wolfgang Härdle 
Transactions That Did Not Happen and Their Influence on Prices
by Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz 
Semiparametric Diffusion Estimation and Application to a Stock Market Index
by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen 
Transactions that did not happen and their influence on prices
by Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel 
Nonparametric and semiparametric approaches to discrete response analysis
by Hardle, Wolfgang & Manski, Charles F. 
Empirical Evidence on the Law of Demand.
by Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael 
Semiparametric regression analysis with missing response at random
by Wolfgang Härdle & Oliver Linton & Wang, Qihua 
Nonclassical demand : A modelfree examination of pricequantity relations in the Marseille fish market
by Hardle, Wolfgang & Kirman, Alan 
Applied Nonparametric Methods
by Wolfgang Hardle & Oliver Linton 
Time Dependent Relative Risk Aversion
by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle 
eLearning Statistics  A Selective Review
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen 
Time Inhomogeneous Multiple Volatility Modeling
by Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny 
Exploratory Graphics of a Financial Dataset
by Antony Unwin & Martin Theus & Wolfgang Härdle 
Forecasting the Term Structure of Variance Swaps
by Kai Detlefsen & Wolfgang Härdle 
Robust Econometrics
by Pavel Cizek & Wolfgang Härdle 
The Dynamics of Implied Volatilities: A Common Principal Components Approach
by Matthias Fengler & Wolfgang Härdle & Christophe Villa 
On the Difficulty to Design Arabic Elearning System in Statistics
by Taleb Ahmad & Wolfgang Härdle & Julius Mungo 
Support Vector Machines: eine neue Methode zum Rating von Unternehmen
by Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer 
Color Harmonization in Car Manufacturing Process
by Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen 
Convenience Yields for CO2 Emission Allowance Futures Contracts
by Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron 
Estimation of Default Probabilities with Support Vector Machines
by Shiyi Chen & Wolfgang Härdle & Rouslan Moro 
On the appropriateness of inappropriate VaR models
by Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl 
GHICA  Risk Analysis with GH Distributions and Independent Components
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny 
Inhomogeneous Dependency Modelling with Time Varying Copulae
by Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny 
On the inconsistency of bootstrap distribution estimators
by Hall, Peter & Hardle, Wolfgang & Simar, Leopold 
Applied nonparametric methods
by Hardle, Wolfgang & Linton, Oliver
edited by 
Testing a Regression Model when we Have Smooth Alternatives in Mind
by Hardle, W. & Kneip, A. 
Direct Semiparametric Estimation of SingleIndex Models With Discrete Covariates
by Horowitz, Joel & Hardle, Wolfgang 
How Sensitive are Average Derivatives?
by Hardle, W. & Tsybakov, A. B. 
Nonparametric state price density estimation using constrained least squares and the bootstrap
by Yatchew, Adonis & Hardle, Wolfgang 
How sensitive are average derivatives?
by Hardle, Wolfgang & Tsybakov, A. B. 
Fast and simple scatterplot smoothing
by Hardle, W. & Marron, J. S. 
Testing a Parametric Model Against a Semiparametric Alternative.
by Horowitz, J. L. & Hardle, W. 
Testing increasing dispersion
by Hardle, W. & Park, B. U. 
Robust estimation of dimension reduction space
by Cizek, P. & Hardle, W. 
Local polynomial estimators of the volatility function in nonparametric autoregression
by Hardle, W. & Tsybakov, A. 
Applied Nonparametric Methods.
by Hardle, W. 
Internetbased econometric computing
by Hardle, W. & Horowitz, J. 
Applied Nonparametric Methods.
by Hardle, W. 
Empirical Pricing Kernels and Investor Preferences
by Kai Detlefsen & Wolfgang Härdle & Rouslan Moro 
Testing a Regression Model When We Have Smooth Alternatives in Mind
by Wolfgang Härdle & Alois Kneip 
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
by Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang 
Semiparametric Regression Analysis With Missing Response at Random
by Wang Q. & Linton O. & Hardle W. 
Structural Tests in Additive Regression
by Hardle W. & Sperlich S. & Spokoiny V. 
Statistics of Risk Aversion
by Enzo Giacomini & Wolfgang Härdle 
From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
by Ya'acov Ritov & Wolfgang Härdle 
A Generalized ARFIMA Process with MarkovSwitching Fractional Differencing Parameter
by WenJen Tsay & Wolfgang Härdle 
Computational Statistics and Data Visualization
by Antony Unwin & Chunhouh Chen & Wolfgang Härdle 
Yxilon – A Client/Server Based Statistical Environment
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen 
QuantNet – A DatabaseDriven Online Repository of Scientific Information
by Anton Andriyashin & Wolfgang Härdle 
Long Memory Persistence in the Factor of Implied Volatility Dynamics
by Wolfgang Härdle & Julius Mungo 
Calibrating CAT bonds for Mexican earthquakes
by Wolfgang Härdle & Brenda López Cabrera 
Using Wiki to Build an Elearning System in Statistics in Arabic Language
by Taleb Ahmed & Wolfgang Härdle & Sigbert Klinke 
Time Series Modelling with Semiparametric Factor Dynamics
by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park 
An empirical likelihood goodness‐of‐fit test for time series
by Song Xi Chen & Wolfgang Härdle & Ming Li 
Estimating Probabilities of Default With Support Vector Machines
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer 
On the Utility of ELearning in Statistics
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen 
Web Quantlets for Time Series Analysis
by Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig 
Integration and backfitting methods in additive modelsfinite sample properties and comparison
by Stefan Sperlich & Oliver Linton & Wolfgang Härdle 
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
by Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt 
Book reviews
by 10 authors 
A Consistent Nonparametric Test for Causality in Quantile
by Kiho Jeong & Wolfgang Härdle 
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
by Junni L. Zhang & Wolfgang Härdle 
On extracting information implied in options
by M. Benko & M. Fengler & W. Härdle & M. Kopa 
Book reviews
by L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle 
Testing Monotonicity of Pricing Kernels
by Yuri Golubev & Wolfgang Härdle & Roman Timonfeev 
Independent Component Analysis Via Copula Techniques
by RayBing Chen & Meihui Guo & Wolfgang Härdle & ShihFeng Huang 
ValueatRisk and Expected Shortfall when there is long range dependence.
by Wolfgang Härdle & Julius Mungo 
The Stochastic Fluctuation of the Quantile Regression Curve
by Wolfgang Härdle & Song Song 
On the Utility of E‐Learning in Statistics
by Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen 
Recursive Portfolio Selection with Decision Trees
by Anton Andriyashin & Wolfgang Härdle & Roman Timofeev 
Estimating probabilities of default with support vector machines
by Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea 
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
by Shiyi Chen & Kiho Jeong & Wolfgang Härdle 
Using R, LaTeX and Wiki for an Arabic elearning platform
by Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafeeqah Al Awadhi 
The Default Risk of Firms Examined with Smooth Support Vector Machines
by Wolfgang Härdle & YuhJye Lee & Dorothea Schäfer & YiRen Yeh 
Numerics of Implied Binomial Trees
by Wolfgang Härdle & Alena Mysickova 
Adaptive pointwise estimation in timeinhomogeneous timeseries models
by Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny 
Measuring and Modeling Risk Using HighFrequency Data
by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch 
The Default Risk of Firms Examined with Smooth Support Vector Machines
by Wolfgang Härdle & YuhJye Lee & Dorothea Schäfer & YiRen Yeh 
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
by Shiyi Chen & Kiho Jeong & Wolfgang K. HÃrdle 
Modeling Dependencies in Finance using Copulae
by Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin 
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer 
Statistics Elearning Platforms Evaluation: Case Study
by Taleb Ahmad & Wolfgang HÃrdle 
Smoothed Lestimation of regression function
by Cizek, P. & Tamine, J. & Härdle, W. 
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
by Härdle, Wolfgang 
Robust regression function estimation
by Härdle, Wolfgang 
Calibrating CAT bonds for Mexican earthquakes
by Haerdle, Wolfgang & Cabrera, Brenda Lopez 
Symmetrized nearest neighbor regression estimates
by Carroll, R. J. & Härdle, W. 
Book reviews
by A. Roth & W. Härdle & S. Helbig & E. Fehr & E. Wurzel & A. BörschSupan & K. Rothschild & G. Tullock 
Semiparametric estimation of partially linear singleindex models
by Xia, Yingcun & Härdle, Wolfgang 
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes
by Wolfgang Karl Härdle & Brenda López Cabrera 
Random approximations to some measures of accuracy in nonparametric curve estimation
by Marron, James Stephen & Härdle, Wolfgang 
Estimation of Nonsharp Support Boundaries
by Hardle, W. & Park, B. U. & Tsybakov, A. B. 
Efficient estimation in conditional singleindex regression
by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian 
Asymptotic maximal deviation of Msmoothers
by Härdle, Wolfgang 
On an efficient smoothing parameter selector proposed by Hall and Johnstone
by Hardle, W. & Park, B. 
Robust locally adaptive nonparametric regression
by HARDLE, W. & TSYBAKOV, A. 
Optimal Median Smoothing.
by HARDLE, W. & STEIGER, W. 
Optimal smoothing in single index models.
by HARDLE, W. & HALL, P. & ICHIMURA, H. 
On bootstrapping kernel spectralestimates
by FRANKE, J. & HARDLE, W. 
Remarks on sliced inverse regression
by HARDLE, W. & TSYBAKOV, A. 
Implied Market Price of Weather Risk
by Wolfgang Härdle & Brenda López Cabrera 
Localized Realized Volatility Modelling
by Ying Chen & Wolfgang HÃrdle & Uta Pigorsch 
On teh inconsistency of bootstrap distribution estimators.
by HALL, P. & HARDLE, W. & SIMAR, L. 
On the choice of Kernel regression estimators : a discussion
by Grund, B. & Hardle, W. 
Regression smoothing parameters that are not far from their optimum
by HARDLE, W. & HALL, P. & MARRON, J. 
A bootstrap test for positive definiteness of income effect matrices
by HARDLE, W. & HART, J. 
A Microeconomic Explanation of the EPK Paradox
by Wolfgang HÃrdle & Volker KrÃtschmer & Rouslan Moro 
Smoothing by weighted averaging of rounded points
by HARDLE, Wolfgang & SCOTT, David 
Better Bootstrap Confidence Intervals for Regression Curve Estimation.
by Hardle, W. & Huet, S. & Jolivet, E. 
Bootstrap confidence bands
by HARDLE, Wolfgang & NUSSBAUM, Michael 
Stochastic Population Forecast for Germany and its Consequence for the German Pension System
by Wolfgang HÃrdle & Alena Mysickova 
VAR Modeling for Dynamic Loadings Driving Volatility Strings
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler 
Bandwidth choice for average derivative estimation
by Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A. 
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator
by Yingcun Xia & Wolfgang HÃrdle & Oliver Linton 
Bootstarp Methods in Nonparametric Regression
by HARDLE, W. & MAMMEN, E. 
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM
by HARDLE, W. & HALL, P. 
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics
by Ji Cao & Wolfgang HÃrdle & Julius Mungo 
CDO Pricing with Copulae
by Barbara Choros & Wolfgang HÃrdle & Ostap Okhrin 
How many terms should be added into an additive model ?
by HARDLE, W. & TSYBAKOV, A. 
Kernel estimation: the equivalent spline smoothing method
by HARDLE, W. & NUSSBAUM, M. 
Cross section Engel curves over time
by HARDLE, W. & JERISON, M. 
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION
by HARDLE, W. & MARRON, J. 
How sensitive are average derivates ?
by Hardle, W. & Tsybakov, A. 
Kernel regression smoothing of time series
by HARDLE, W. & VIEU, P. 
Iterated bootstrap with applications to frontier models.
by HALL, P. & HARDLE, W. & SIMAR, L. 
Fast and simple scatterplot smoothing
by Hardle, W. & Marron, A. 
Comparing nonparametric versus parametric regression fits.
by HARDLE, W. & MAMMEN, E. 
Nonparametric Risk Management With Generalized Hyperbolic Distributions
by Chen, Ying & HÃrdle, Wolfgang & Jeong, SeokOh 
Dynamics of state price densities
by Härdle, Wolfgang & Hlávka, Zdenek 
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
by Wolfgang Härdle & YuhJye Lee & Dorothea Schäfer & YiRen Yeh 
Inhomogeneous Dependence Modeling with TimeVarying Copulae
by Giacomini, Enzo & HÃrdle, Wolfgang & Spokoiny, Vladimir 
Shape invariant modelling pricing kernels and risk aversion
by Maria Grith & Wolfgang Härdle & Juhyun Park 
Time Series Modelling With Semiparametric Factor Dynamics
by Park, Byeong U. & Mammen, Enno & HÃrdle, Wolfgang & Borak, Szymon 
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
by Wolfgang Karl HÃrdle & Nikolaus Hautsch & Andrija Mihoci 
CDO and HAC
by Barbara ChoroÅ› & Wolfgang HÃrdle & Ostap Okhrin 
Generalized singleindex models: The EFM approach
by Xia Cui & Wolfgang Karl HÃrdle & Lixing Zhu 
Pricing of Asian temperature risk
by Fred Benth & Wolfgang Karl HÃrdle & Brenda LÃ³pez Cabrera 
Dynamic semiparametric factor models in risk neutral density estimation
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer 
Quantifizierbarkeit von Risiken auf FinanzmÃ¤rkten
by Wolfgang Karl HÃrdle & Christian Friedrich Wolfgang Kirchner 
The dynamics of hourly electricity prices
by Wolfgang Karl HÃrdle & Stefan TrÃ¼ck 
Volatility Investing with Variance Swaps
by Wolfgang Karl HÃrdle & Elena Silyakova 
Partial Linear Quantile Regression and Bootstrap Confidence Bands
by Wolfgang Karl HÃrdle & Yaâacov Ritov & Song Song 
Uniform confidence bands for pricing kernels
by Wolfgang Karl HÃrdle & Yarema Okhrin & Weining Wang 
Time varying Hierarchical Archimedean Copulae
by Wolfgang Karl HÃrdle & Ostap Okhrin & Yarema Okhrin 
Nonparametric Estimation of RiskNeutral Densities
by Maria Grith & Wolfgang Karl HÃrdle & Melanie Schienle 
Learning Machines Supporting Bankruptcy Prediction
by Wolfgang Karl HÃrdle & Rouslan Moro & Linda Hoffmann 
Adaptive Interest Rate Modelling
by Mengmeng Guo & Wolfgang Karl HÃrdle 
De copulis non est disputandum
by Wolfgang Härdle & Ostap Okhrin 
Testing a Parametric Model Against a Semiparametric Alternative
by Horowitz, Joel L. & HÃrdle, Wolfgang 
The Bayesian Additive Classification Tree applied to credit risk modelling
by Zhang, Junni L. & Härdle, Wolfgang K. 
Modeling Asset Prices
by James E. Gentle & Wolfgang Karl HÃrdle 
Testing increasing dispersion
by HÄRDLE, Wolfgang & PARK, Byeong 
Nonparametric approaches to generalized linear models
by HÄRDLE, Wolfgang & TURLACH, Berwin 
CONFIDENCE BANDS IN QUANTILE REGRESSION
by HÃrdle, Wolfgang K. & Song, Song 
GHICA  Risk analysis with GH distributions and independent components
by Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir 
Cross section Engel Curves over Time
by Wolfgang HÄRDLE & Michael JERISON 
Prognose mit nichtparametrischen Verfahren
by Wolfgang Karl HÃrdle & Rainer Schulz & Weining Wang 
Forecasting volatility with support vector machinebased GARCH model
by Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong 
Discrete time option pricing with flexible volatility estimation
by HÄRDLE, Wolfgang & HAFNER, Christian 
Applied nonparametric methods
by HÄRDLE, Wolfgang 
A Confidence Corridor for Sparse Longitudinal Data Curves
by Shuzhuan Zheng & Lijian Yang & Wolfgang Karl HÃrdle 
Localized Realized Volatility Modeling
by Chen, Ying & HÃrdle, Wolfgang Karl & Pigorsch, Uta 
Local Quantile Regression
by Wolfgang Karl HÃrdle & Vladimir Spokoiny & Weining Wang 
A Bootstrap Test for Positive Definiteness of Income Effect Matrices
by HÃrdle, Wolfgang & Hart, Jeffrey D. 
A Confidence Corridor for Expectile Functions
by Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl HÃrdle 
Calibrating CAT Bonds for Mexican Earthquakes
by Wolfgang Karl Härdle & Brenda López Cabrera 
Localising temperature risk
by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang 
Mean Volatility Regressions
by Lu Lin & Feng Li & Lixing Zhu & Wolfgang Karl HÃrdle 
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
by Wolfgang Karl HÃrdle & Maria Osipenko 
Oracally Efficient TwoStep Estimation of Generalized Additive Model
by Rong Liu & Lijian Yang & Wolfgang Karl HÃrdle 
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models
by Esra Akdeniz Duran & Wolfgang Karl HÃrdle & Maria Osipenko 
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
by Collomb, Gérard & Härdle, Wolfgang 
Forecasting Corporate Distress in the Asian and Pacific Region
by Russ Moro & Wolfgang HÃrdle & Saeideh Aliakbari & Linda Hoffmann 
An introduction to simulation of risk processes
by Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron 
How Computational Statistics Became the Backbone of Modern Data Science
by James E. Gentle & Wolfgang Karl HÃrdle & Yuichi Mori 
De copulis non est disputandum  Copulae: An Overview
by Wolfgang HÃrdle & Ostap Okhrin 
Pricing Chinese rain: a multisite multiperiod equilibrium pricing model for rainfall derivatives
by Wolfgang HÃrdle & Maria Osipenko 
Prognose mit nichtparametrischen Verfahren
by Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer 
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment
by Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl 
Simulation of risk processes
by Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał 
TVICA  Time Varying Independent Component Analysis and Its Application to Financial Data
by RayBing Chen & Ying Chen & Wolfgang HÃrdle 
Skewness and Kurtosis Trades
by Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter 
Bayesian Networks and Sexrelated Homicides
by Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. HÃrdle 
Semiparametric diffusion estimation and application to a stock market index
by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen 
Forecast based Pricing of Weather Derivatives
by Wolfgang Karl HÃrdle & Brenda LÃ³pezCabrera & Matthias Ritter 
Quantile Regression in Risk Calibration
by ShihKang Chao & Wolfgang Karl HÃrdle & Weining Wang 
Computational Statistics (Journal)
by Wolfgang Karl HÃrdle & Yuichi Mori & JÃ¼rgen Symanzik 
Dynamic Activity Analysis Model Based WinWin Development Forecasting Under the Environmental Regulation in China
by Shiyi Chen & Wolfgang Karl HÃrdle 
Increasing Weather Risk: Fact or Fiction?
by Weining Wang & Ihtiyor Bobojonov & Wolfgang Karl HÃrdle & Martin Odening 
HMM in dynamic HAC models
by Wolfgang Karl HÃrdle & Ostap Okhrin & Weining Wang 
CONFIDENCE BANDS IN QUANTILE REGRESSIONâ€“Corrigendum
by HÃrdle, Wolfgang K. & Song, Song 
Support Vector Machines with Evolutionary Feature Selection for Default Prediction
by Wolfgang Karl HÃrdle & Dedy Dwi Prastyo & Christian Hafner 
Local Adaptive Multiplicative Error Models for HighFrequency Forecasts
by Wolfgang Karl HÃrdle & Nikolaus Hautsch & Andrija Mihoci 
Variable selection in Cox regression models with varying coefficients
by Toshio Honda & Wolfgang Karl HÃrdle 
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
by Jeong, Kiho & HÃrdle, Wolfgang K. & Song, Song 
Partially linear models
by Hardle, Wolfgang & LIang, Hua & Gao, Jiti 
Difference based ridge and Liu type estimators in semiparametric regression models
by Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria 
A Bootstrap Test for Single Index Models
by HÄRDLE, Wolfgang & DIAS PROENCA, sabel M. 
Bootstrap confidence bands and partial linear quantile regression
by Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K. 
The relationship between spot and futures CO2 emission allowance prices in the EUETS
by Stefan Trück & Wolfgang Härdle & Rafal Weron 
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
by Wolfgang Karl HÃrdle, Piotr Majer & Melanie Schienle 
Nonparametric Time Series Model Selection
by Härdle, Wolfgang & Yang, L. 
Multivariate and semiparametric kernel regression
by Härdle, Wolfgang & Müller, Marlene 
On adaptive smoothing in partial linear models
by Golubev, Georgi & Härdle, Wolfgang 
Nonparametric Estimation of Additive Seperable Regression Models
by Chen, R. & Härdle, Wolfgang & Linton, O. B. & SeveranceLossin, E. 
Nonparametric Vector Autoregression
by Härdle, Wolfgang & Tsybakov, A. & Yang, L. 
Nonparametric Time Series Analysis, a selectiv review with examples
by Härdle, Wolfgang & Chen, R. 
Nonparametric estimation of additive models with homogeneous components
by Härdle, Wolfgang & Kim, Woocheol & Tripathi, Gautam 
Nonparametric Regression
by Härdle, Wolfgang & Linton, O. 
Nonparametric autoregression with multiplicative volatility and additive mean
by Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P. 
On adaptive estimation in partial linear models
by Golubev, Georgi & Härdle, Wolfgang 
How precise are price distributions predicted by implied binomial trees?
by Härdle, Wolfgang & Zheng, Jun 
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean
by Yang, L. & Härdle, Wolfgang 
MM*STAT: Eine interaktive Einführung in die Welt der Statistik
by Härdle, Wolfgang & Lehmann, Heiko & Rönz, Bernd 
Large sample theory of the estimation of the error distribution for a semiparametric model
by Liang, Hua & Härdle, Wolfgang 
M robustified additive nonparametric regression
by Tamine, Julien & Härdle, Wolfgang & Yang, Lijian 
Internet based econometric computing
by Härdle, Wolfgang K. & Horowitz, Joel L. 
On adaptive estimation in partial linear models
by Golubev, Georgi & Härdle, Wolfgang 
Kernel Estimation: the Equivalent SplineSmoothing Method
by Härdle, Wolfgang & Nussbaum, M. 
On Saving, Updating and Dynamic Programming An Experimental Analysis
by Anderhub, V. & Güth, W. & Härdle, Wolfgang & Müller, W. 
Large sample theory in a semiparametric partially linear errorsinvariables models
by Liang, Hua & Härdle, Wolfgang & Carroll, Raymond J. 
MD*ReX: Linking XploRe to standard spreadsheet applications
by Aydinli, Gökhan & Härdle, Wolfgang & Kleinow, Torsten & Sofyan, Hizir 
Flexible time series analysis
by Härdle, Wolfgang & Tschernig, Rolf 
Optimal Median Smoothing
by Härdle, Wolfgang & Steiger, M. 
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression
by Härdle, Wolfgang & Tsybakov, A. 
Implied volatility string dynamics
by Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno 
Foreign Exchange Rates Have Surprising Volatility
by Bossaerts, P. & Hafner, C. & Härdle, Wolfgang 
Functional Data Analysis of Generalized Quantile Regressions
by Mengmeng Guo & Lhan Zhou & Jianhua Z. Huang & Wolfgang Karl HÃrdle 
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie
by Brenner, Steffen & Härdle, Wolfgang Karl & Schulz, Rainer 
Web quantlets for time series analysis
by Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf 
Flexible stochastic volatility structures for high frequency financial data
by Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B. 
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
by Song Song & Wolfgang K. HÃrdle & Ya'acov Ritov 
Germany's Labor Market Problems: An Empirical Assessment August 2629, 1998 Berlin
by Härdle, Wolfgang 
R robustified additive nonparametric regression
by Tamine, Julien & Härdle, Wolfgang & Yang, Lijian 
Implied Basket Correlation Dynamics
by Wolfgang Karl HÃrdle & Elena Silyakova 
Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns
by Alena MyÅ¡iÄ kovÃ¡ & Song Song & Piotr Majer & Peter N. C. Mohr & Hauke R. Heekeren & Wolfgang K. HÃrdle 
Robust adaptive estimation of dimension reduction space
by Čížek, Pavel & Härdle, Wolfgang 
Wann sind falsche VaRModelle dennoch adäquat?
by Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, G. 
Elearning, eteaching of statistics: A new challenge
by Aydınlı, Gökhan & Härdle, Wolfgang Karl & Rönz, Bernd 
Empirical likelihoodbased dimension reduction inference for linear errorinresponses models with validation study
by Wang, Qihua & Härdle, Wolfgang 
Estimation and Variable Selection in Additive Nonparametric Regression Models
by Härdle, Wolfgang & Chen, R. 
Financial calculations on the net
by Härdle, Wolfgang & Sperlich, Stefan 
Estimation and testing for varying coefficients in additive models with marginal integration
by Yang, Lijian & Härdle, Wolfgang & Park, Byeong U. 
Exploring credit data
by Müller, Marlene & Härdle, Wolfgang 
Estimation of Additive Regression Models with Links
by Linton, O. B. & Härdle, Wolfgang 
Search of Significant Variables in Nonparametric Additive Regression
by Härdle, Wolfgang & Korostelev, A. 
Estimation in an additive model when the components are linked parametrically
by Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno 
Semiparametric regression analysis under imputation for missing response data
by Wang, Qihua & Härdle, Wolfgang & Linton, Oliver 
Fast and Simple Scatterplot Smoothing
by Härdle, Wolfgang & Marron, James S. 
Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression
by Slama, Rémy & Werwatz, Axel & Boutou, Odile & Ducot, Béatrice & Spira, Alfred & Härdle, Wolfgang 
Semiparametric estimation of generalized partially linear singleindex models
by Xia, Yingcun & Härdle, Wolfgang 
Wachsende Dispersion und EngelKurven
by Guerrier, J. & Härdle, Wolfgang 
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
by Härdle, Wolfgang & Yatchew, Adonis 
Discussion
by Härdle, Wolfgang & Marron, J. & Yang, L. 
Elearning / eteaching of statistics: Students' and teachers' views
by Härdle, Wolfgang & Rönz, Bernd 
Efficient estimation in singleindex regression
by Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian 
DPLS in XploRe: A PLS approach to dynamic path models
by Strohe, Hans Gerhard & Härdle, Wolfgang & Geppert, Frank 
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient
by Hall, Peter & Härdle, Wolfgang & Kleinow, Torsten & Schmidt, Peter 
The dynamics of implied volatilities: A common principal components approach
by Fengler, Matthias R. & Härdle, Wolfgang K. & Villa, Christophe 
Discrete time option pricing with flexible volatility estimation
by Härdle, Wolfgang & Hafner, Christian M. 
Semiparametric diffusion estimation and application to a stock market index
by Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard 
Connected teaching of statistics
by Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S. 
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security
by Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E. 
Direct Semiparametric Estimation of SingleIndex Models with Discrete Covariates
by Horowitz, J. L. & Härdle, Wolfgang 
Computerassisted Semiparametric Generalized Linear Models
by Müller, Maike & Rönz, B. & Härdle, Wolfgang 
Semiparametric analysis of German EastWest migration intentions: Facts and theory
by Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel 
Semiparametric Single Index Versus Fixed Link Function Modelling
by Härdle, Wolfgang & Spokoiny, V. & Sperlich, S. 
Simultaneous confidence bands for expectile functions
by Mengmeng Guo & Wolfgang Härdle 
A bootstrap test for single index models
by Härdle, Wolfgang & Mammen, Enno & Proença, Isabel 
Semiparametric additive indices for binary response and generalized additive models
by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan 
Smoothed Lestimation of regression function
by Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang 
Direct Semiparametric Estimation of Single  Index Models with Discrete Covariates
by Horowitz, J. L. & Härdle, Wolfgang 
Direct estimation of low dimensional components in additive models
by Fan, J. & Härdle, Wolfgang & Mammen, Enno 
Testing a Parametric Model against a Semiparametric Model
by Härdle, Wolfgang & Horowitz, Joel L. 
Time inhomogeneous multiple volatility modelling
by Härdle, Wolfgang & Herwartz, Helmut & Spokoiny, Vladimir G. 
Adaptive estimation for a time inhomogeneous stochasticvolatility model
by Härdle, Wolfgang & Spokoiny, Vladimir G. & Teyssière, Gilles 
Bootstrap methods for time series
by Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, JensPeter 
Common factors in credit defaults swaps markets
by YiHsuan Chen & Wolfgang Karl HÃrdle 
Testing increasing dispersion
by Härdle, Wolfgang & Park, Byeong 
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
by Härdle, Wolfgang & Mammen, Enno & Müller, Maike 
Common factors governing VDAX movements and the maximum loss
by Härdle, Wolfgang & Schmidt, Peter 
Teaching wavelets in XploRe
by Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H. 
Bootstrap approximations in a partially linear regression model
by Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker 
Component analysis for additive models
by Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G. 
The three dimensions of multimedia teaching of statistics
by Derby, Nathaniel & Härdle, Wolfgang & Rönz, Bernd 
An empirical likelihood goodnessoffit test for time series
by Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten 
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay
by Härdle, Wolfgang & Mammen, Enno & Müller, Maike 
A Review of Nonparametric Time Series Analysis
by Härdle, Wolfgang & Lütkepohl, H. & Chen, R. 
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
by Bossaerts, P. & Härdle, Wolfgang & Hafner, C. 
A New Generation of a Statistical Computing Environment on the Net
by Schmelzer, S. & Kötter, T. & Klinke, S. & Härdle, Wolfgang 
Asymptotic normality of parametric part in partial linear heteroscedastic regression models
by Liang, Hua & Härdle, Wolfgang 
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models
by Sperlich, S. & Linton, O. & Härdle, Wolfgang 
Backtesting beyond VaR
by Härdle, Wolfgang & Stahl, Gerhard 
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models
by Liang, Hua & Härdle, Wolfgang & Werwatz, Axel 
Additive Nonparametric Regression on Principal Components
by Härdle, Wolfgang & Tsybakov, A. B. 
Better Bootstrap Confidence Intervals for Curve Estimation
by Härdle, Wolfgang & Huet, S. & Jolivet, E. 
An Analysis of Transformations for Additive Nonparanetric Regression
by Linton, O. B. & Chen, R. & Härdle, Wolfgang 
Transactions that did not happen and their influence on prices
by Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel 
The analysis of implied volatilities
by Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter 
Shape Invariant Modeling of Pricing Kernels and Risk Aversion
by Maria Grith & Wolfgang Härdle & Juhyun Park 
Composite Quantile Regression for the SingleIndex Model
by Yan Fan & Wolfgang Karl HÃrdle & Weining Wang & Lixing Zhu 
Using wiki to build an elearning system in statistics in the Arabic language
by Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi 
Reference Dependent Preferences and the EPK Puzzle
by Maria Grith & Wolfgang Karl HÃrdle & Volker KrÃtschmer 
Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija 
State Price Densities implied from weather derivatives
by Wolfgang Karl HÃrdle & Brenda LÃ³pezCabrera & HueiWen Teng 
CDO Surfaces Dynamics
by Barbara ChoroÅ›Tomczyk & Wolfgang Karl HÃrdle & Ostap Okhrin 
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry
by Wolfgang Karl HÃrdle & Dedy Dwi Prastyo 
Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators
by Wolfgang Karl HÃrdle & Ya'acov Ritov & Weining Wang 
Principal Component Analysis in an Asymmetric Norm
by Ngoc Mai Tran & Maria Osipenko & Wolfgang Karl HÃrdle 
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl HÃrdle 
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data
by Lijie Gu & Li Wang & Wolfgang Karl HÃrdle & Lijian Yang 
An Extended Single Index Model with Missing Response at Random
by Qihua Wang & Tao Zhang & Wolfgang Karl HÃrdle 
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
by ChorośTomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap 
Semiparametric regression analysis under imputation for missing response data
by Hardle, Wolfgang & Linton, Oliver & Wang, Qihua 
Ladislaus von Bortkiewicz  statistician, economist, and a European intellectual
by Wolfgang Karl HÃrdle & Annette B. Vogt 
An Application of Principal Component Analysis on Multivariate TimeStationary SpatioTemporal Data
by Stephan Stahlschmidt & Wolfgang Karl HÃrdle & Helmut Thome 
Dynamic structured copula models
by Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema 
TVICA—Time varying independent component analysis and its application to financial data
by Chen, RayBing & Chen, Ying & Härdle, Wolfgang K. 
Credit Risk Calibration based on CDS Spreads
by ShihKang Chao & Wolfgang Karl HÃrdle & Hien PhamThu 
Confidence Corridors for Multivariate Generalized Quantile Regression
by ShihKang Chao & Katharina Proksch & Holger Dette & Wolfgang HÃrdle 
TEDAS  Tail Event Driven ASset Allocation
by Wolfgang Karl HÃrdle & Sergey Nasekin & David Lee Kuo Chuen & Phoon Kok Fai 
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
by Härdle, W. K. & Mammen, E. & Müller, M. D. 
Adaptive Pointwise Estimation in TimeInhomogeneous TimeSeries Models
by Cizek, P. & Haerdle, W. & Spokoiny, V. 
Testing monotonicity of pricing kernels
by Yuri Golubev & Wolfgang Härdle & Roman Timofeev 
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study
by Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle 
Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija 
Testing a Parametric Model Against a Semiparametric Alternative
by Horowitz, J. & Härdle, W. K. 
Robust Estimation of Dimension Reduction Space
by Cizek, P. & Härdle, W. K. 
Applied Nonparametric Methods
by Härdle, W. K. 
Copula dynamics in CDOs
by Barbara ChorośTomczyk & Wolfgang Karl Härdle & Ludger Overbeck 
Smoothed Lestimation of Regression Function
by Cizek, P. & Tamine, J. & Härdle, W. K. 
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series
by Song Song & Wolfgang K. Härdle & Ya'acov Ritov 
How sensitive are average derivatives?
by Härdle, W. K. & Tsybakov, A. B. 
Estimation and Determinants of Chinese Banksâ€™ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk
by Shiyi Chen & Wolfgang K. HÃrdle & Li Wang 
Localising Forward Intensities for Multiperiod Corporate Default
by Dedy Dwi Prastyo & Wolfgang Karl HÃrdle 
The integration of credit default swap markets in the pre and postsubprime crisis in common stochastic trends
by Cathy YiHsuan Chen & Wolfgang Karl HÃrdle & Hien PhamThu 
Optimal smoothing for a computationally and statistically efficient single index estimator
by Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver 
Stochastic Population Analysis: A Functional Data Approach
by Lei Fang & Wolfgang K. HÃrdle 
Adaptive Order Flow Forecasting with Multiplicative Error Models
by Wolfgang Karl HÃrdle & Andrija Mihoci & Christopher HianAnn Ting 
Portfolio Decisions and Brain Reactions via the CEAD method
by Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Karl HÃrdle 
Estimation of NAIRU with Inflation Expectation Data
by Wei Cui & Wolfgang K. HÃrdle & Weining Wang 
Dynamic activity analysis modelbased winwin development forecasting under environment regulations in China
by Shiyi Chen & Wolfgang Härdle 
The Influence of Oil Price Shocks on Chinaâ€™s Macroeconomy : A Perspective of International Trade
by Shiyi Chen & Dengke Chen & Wolfgang K. HÃrdle 
Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects
by Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle 
Pricing Kernel Modeling
by Denis Belomestny & Shujie Ma & Wolfgang Karl HÃrdle 
Distillation of News Flow into Analysis of Stock Reactions
by Junni L. Zhang & Wolfgang K. HÃrdle & Cathy Y. Chen & Elisabeth Bommes 
TENET: TailEvent driven NETwork risk
by Wolfgang Karl HÃrdle & Natalia SirotkoSibirskaya & Weining Wang 
A simultaneous confidence corridor for varying coefficient regression with sparse functional data
by Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang 
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
by Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining 
Inflation Comovement across Countries in Multimaturity Term Structure: An ArbitrageFree Approach
by Shi Chen & Wolfgang Karl Härdle & Weining Wang 
Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns
by Shiyi Chen & Kiho Jeong & Wolfgang Härdle 
TERES  Tail Event Risk Expectile based Shortfall
by Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci 
Semiparametric Regression Analysis under Imputation for Missing Response Data
by Wolfgang Haerdle & Oliver Linton & Qihua Wang 
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual
by Wolfgang Karl Härdle & Annette B. Vogt 
Change point and trend analyses of annual expectile curves of tropical storms
by P. Burdejova & W. K. Härdle & Kokoszka & Q. Xiong 
Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts
by Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci 
Common factors in credit defaults swap markets
by Cathy Chen & Wolfgang Härdle 
Risk Related Brain Regions Detected with 3D Image FPCA
by Ying Chen & Wolfgang K. Härdle & Qiang He & Piotr Majer 
Bootstrap confidence bands
by HARDLE, Wolfgang & NUSSBAUM, Michael 
lCARE – localizing Conditional AutoRegressive Expectiles
by Xiu Xu & Andrija Mihoci & Wolfgang Karl Härdle 
Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator
by Wolfgang Härdle & Oliver Linton & Yingcun Xia 
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE
by HÃrdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining 
Factorisable Sparse Tail Event Curves
by ShihKang Chao & Wolfgang K. Härdle & Ming Yuan 
Downside risk and stock returns: An empirical analysis of the longrun and shortrun dynamics from the G7 Countries
by Cathy YiHsuan Chen & Thomas C. Chiang & Wolfgang Karl Härdle 
Empirical evidence on the law of demand
by HARDLE, Wolfgang & HILDENBRAND, Werner & JERISON, Michael 
CRIX or evaluating Blockchain based currencies
by Simon Trimborn & Wolfgang Karl Härdle 
Erratum to: Dynamic activity analysis modelbased winwin development forecasting under environment regulations in China
by Shiyi Chen & Wolfgang Härdle 
Discrete time option pricing with flexible volatility estimation
by HARDLE, Wolfgang & HAFNER, Christian M. 
Iterated bootstrap with applications to frontier models
by HALL, P. & HÄRDLE, W. & SIMAR, L. 
Kernel regression smoothing of time series
by HÄRDLE, Wolfgang & VIEU, Philippe 
On efficient estimation of an averaged derivative
by IBRAGIMOV, I. A. & HÄRDLE, W. & TSYBAKOV, A. B. 
A bootstrap test for positive definiteness of income effect matrices
by HÄRDLE, Wolfgang & HART, Jeffrey D. 
Bandwith choice for average derivative estimation
by HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander 
Robust locally adaptive nonparametric regression
by HÄRDLE, Wolfgang & TSYBAKOV, Alexander 
Biased crossvalidation for a kernel regression estimator and its derivatives
by HÄRDLE, Wolfgang & CARROLL, Raymond J. 
State price densities implied from weather derivatives
by Karl Härdle, Wolfgang & LópezCabrera, Brenda & Teng, HueiWen 
Smoothing by weighted averaging of rounded points
by HÄRDLE, W. K. & SCOTT, D. W. 
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron
by GRUND, Birgit & HÄRDLE, Wolfgang 
Semiparametric comparison of regression curves
by HÄRDLE, W. & MARRON, S. J. 
Regression smoothing parameters that are not far from their optimum
by HÄRDLE, Wolfgang & HALL, Peter & MARRON, Steve 
Bootstrap methods in nonparametric regression
by HÄRDLE, W. & MAMMEN, E. 
Cross section Engel curves over time
by HÄRDLE, Wolfgang & JERISON, Michael 
On the inconsistency of bootstrap distribution estimators
by HALL, Peter & HÄRDLE, Wolfgang & SIMAR, Léopold 
Bootstrap simultaneous error for nonparametric regression
by HÄRDLE, W. & MARRON, J. S. 
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
by Wolfgang K. Härdle & Chen Huang & ShihKang Chao 
Bandwith choice for density derivatives
by HARDLE, W. & MARRON, J. S. & WAND, MP. 
Derivative estimation and testing in generalized additive models
by Hardle, Wolfgang & Sperlich, Stefan & Yang, Lijian 
Structural tests in additive regression
by Spokoiny, Vladimir & Sperlich, Stefan & Hardle, Wolfgang 
Bootstrap inference in semiparametric generalized additive models
by Sperlich, Stefan & Mammen, Enno & Huet, Sylvie & Hardle, Wolfgang 
Integration and Backfitting methods in additive models: finite sample properties and comparison
by Linton, Oliver & Hardle, Wolfgang & Sperlich, Stefan 
Leveraged ETF options implied volatility paradox: a statistical study
by Wolfgang Karl Härdle & Sergey Nasekin & Zhiwu Hong 
Variance swap dynamics
by K. Detlefsen & W. K. Härdle 
TENET: TailEvent driven NETwork risk
by Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining 
Adaptive pointwise estimation in timeinhomogeneous conditional heteroscedasticity models
by P. & Ccaron;í & zcaron;ek & W. Härdle & V. Spokoiny 
CRIX or evaluating blockchain based currencies
by Simon Trimborn & Wolfgang Karl Härdle 
Academic Ranking Scales in Economics: Prediction and Imputation
by Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle 
The Implied Market Price of Weather Risk
by Wolfgang Karl Härdle & Brenda López Cabrera 
An Application of Principal Component Analysis on Multivariate Timestationary Spatiotemporal Data
by Stephan Stahlschmidt & Wolfgang K. Härdle & Helmut Thome 
A semiparametric factor model for CDO surfaces dynamics
by ChorośTomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap 
Bayesian networks for sexrelated homicides: structure learning and prediction
by Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle 
A semiparametric factor model for implied volatility surface dynamics
by Matthias R. Fengler & Wolfgang K. Härdle & Enno Mammen 
Forecasting Limit Order Book Liquidity SupplyDemand Curves with Functional AutoRegressive Dynamics
by Ying Chen & Wolfgang K. Härdle & Wee Song Chua 
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle 
A first econometric analysis of the CRIX family
by Shi Chen & Cathy YiHsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong 
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
by Kun Ho Kim & Wolfgang K. Härdle & ShihKang Chao 
Implied basket correlation dynamics
by Härdle Wolfgang Karl & Silyakova Elena 
Functional Principal Component Analysis for Derivatives of Multivariate Curves
by Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner 
Principal Component Analysis in an Asymmetric Norm
by Ngoc M. Tran & Petra Burdejová & Maria Osipenko & Wolfgang K. Härdle 
Credit Rating Score Analysis
by Wolfgang Karl Härdle & Phoon Kok Fai & David Lee Kuo Chuen 
Dynamic Topic Modelling for Cryptocurrency Community Forums
by Marco Linton & Wolfgang K. Härdle & Ernie Gin Swee Teo & Elisabeth Bommes & Cathy YiHsuan Chen 
Betaboosted ensemble for big credit scoring data
by Maciej Zieba & Wolfgang K. Härdle 
An Extended Singleindex Model with Missing Response at Random
by Qihua Wang & Tao Zhang & Wolfgang Karl Härdle 
Network Quantile Autoregression
by Xuening Zhu & Wolfgang K. Härdle & Weining Wang & Hangsheng Wang 
Q3D3LSA
by Lukas Borke & Wolfgang K. Härdle 
Time Varying Quantile Lasso
by Lenka Zbonakova & Wolfgang Karl Härdle & Weining Wang 
Tail event driven networks of SIFIs
by Cathy YiHsuan Chen & Wolfgang Karl Härdle & Yarema Okhrin 
Factorisable MultiTask Quantile Regression
by ShihKang Chao & Wolfgang K. Härdle & Ming Yuan 
GitHub API based QuantNet Mining infrastructure in R
by Wolfgang Karl Härdle & Lukas Borke 
FRM: a Financial Risk Meter based on penalizing tail events occurrence
by Lining Yu & Wolfgang Karl Härdle & Lukas Borke & Thijs Benschop 
Dynamic Valuation of Weather Derivatives under Default Risk
by CMaria Osipenko & Wolfgang Karl Härdle 
The impact of news on US household inflation expectations
by Wolfgang Karl Härdle & ShihKang Chao & Jeffrey Sheen & Stefan Trück & Ben Zhe Wang 
Industry Interdependency Dynamics in a Network Context
by Ya Qian & Wolfgang Karl Härdle & Cathy YiHsuan Chen 
Investing with cryptocurrencies  A liquidity constrained investment approach
by Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle 
Data Science & Digital Society
by Wolfgang Karl Härdle & Cathy YiHsuan Chen 
Company rating with support vector machines
by Moro Russ A. & Härdle Wolfgang K. & Schäfer Dorothea 
Adaptive weights clustering of research papers
by Larisa Adamyan & Kirill Efimov & Wolfgang Karl Härdle & Cathy YiHsuan Chen 
ReferenceDependent Preferences and the Empirical Pricing Kernel Puzzle
by Maria Grith & Wolfgang K. Härdle & Volker Krätschmer 
Spatial Functional Principal Component Analysis with Applications to Brain Image Data
by Yingxing Li & Chen Huang & Wolfgang Karl Härdle 
Adaptive Interest Rate Modelling
by Mengmeng Guo & Wolfgang Karl Härdle 
Data science and digital society
by Chen Cathy YiHsuan & Härdle Wolfgang Karl 
Uniform Confidence Bands for Pricing Kernels
by Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang 
Multivariate Factorisable Sparse Asymmetric Least Squares Regression
by ShihKang Chao & Wolfgang K. Härdle & Chen Huang 
Copulabased factor model for credit risk analysis
by MengJou Lu & Cathy YiHsuan Chen & Wolfgang Karl Härdle 
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change
by Xinjue Li & Lenka Zbonakova & Wolfgang Karl Härdle 
Pricing Green Financial Products
by Awdesch Melzer & Wolfgang K. Härdle & Brenda López Cabrera 
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
by DENIS BELOMESTNY & WOLFGANG KARL HÄRDLE & EKATERINA KRYMOVA 
Dynamic credit default swaps curves in a network topology
by Xiu Xu & Wolfgang K. Härdle & Cathy YiHsuan Chen 
Localizing Temperature Risk
by Wolfgang Karl HÃrdle & Brenda LÃ³pez Cabrera & Ostap Okhrin & Weining Wang 
Confidence Corridors for Multivariate Generalized Quantile Regression
by ShihKang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl HÃrdle 
Multivariate factorizable expectile regression with application to fMRI data
by Chao, ShihKang & Härdle, Wolfgang K. & Huang, Chen 
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study
by Xianhua Dai & Wolfgang Karl HÃrdle & Keming Yu 
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
by Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina 
A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk
by Wolfgang Karl Härdle & Maria Osipenko 
Yield curve modeling and forecasting using semiparametric factor dynamics
by Wolfgang K. HÃrdle & Piotr Majer 
A Mortality Model for Multipopulations A SemiParametric Approach
by Lei Fang & Wolfgang K. Härdle & Juhyun Park 
Dynamic semiparametric factor model for functional expectiles
by Petra Burdejová & Wolfgang K. Härdle 
How to Measure a Performance of a Collaborative Research Centre
by Alona Zharova & Janine TellingerRice & Wolfgang Karl Härdle 
Time Varying Quantile Lasso
by Zbonakova, L. & Härdle, W. K. & Wang, W. 
Inflation Comovement across Countries in Multimaturity Term Structure: An ArbitrageFree Approach
by Chen, S. & Härdle, W. K. & Wang, W. 
Estimation of NAIRU with In ation Expectation Data
by Cui, W. & Härdle, W. K. & Wang, W. 
SingleIndexBased CoVaR With Very HighDimensional Covariates
by Yan Fan & Wolfgang Karl HÃrdle & Weining Wang & Lixing Zhu 
Textual Sentiment, Option Characteristics, and Stock Return Predictability
by YiHsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu 
LASSODriven Inference in Time and Space
by Chernozhukov, V. & Härdle, W. K. & Huang, C. & Wang, W. 
A Review of Nonparametric Time Series Analysis
by Wolfgang Härdle & Helmut Lütkepohl & Rong Chen 
lCARE  localizing conditional autoregressive expectiles
by Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl 
LASSOdriven inference in time and space
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang 
Nonparametric Autoregression with Multiplicative Volatility and Additive mean
by Lijian Yang & Wolfgang Hardle & Jens Nielsen 
Spatial functional principal component analysis with applications to brain image data
by Li, Yingxing & Huang, Chen & Härdle, Wolfgang K. 
Risk related brain regions detection and individual risk classification with 3D image FPCA
by Chen Ying & Härdle Wolfgang K. & He Qiang & Majer Piotr 
KERNEL REGRESSION SMOOTHING OF TIME SERIES
by Wolfgang Härdle & Philippe Vieu 
On the backfitting algorithm for additive regression models
by W. Härdle & P. Hall 
How to measure the performance of a Collaborative Research Center
by Alona Zharova & Janine TellingerRice & Wolfgang Karl Härdle 
Resistant Smoothing Using the Fast Fourier Transform
by W. Härdle 
SOME THEORY ON M‐SMOOTHING OF TIME SERIES
by Wolfgang Härdle & Pham‐Dinh Tuan 
Optimal Median Smoothing
by W. Härdle & W. Steiger 
CRIX an Index for cryptocurrencies
by Trimborn, Simon & Härdle, Wolfgang Karl 
Change point and trend analyses of annual expectile curves of tropical storms
by Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q. 
Tail event driven networks of SIFIs
by Chen, Cathy YiHsuan & Härdle, Wolfgang Karl & Okhrin, Yarema 
Downside risk and stock returns in the G7 countries: An empirical analysis of their longrun and shortrun dynamics
by Chen, Cathy YiHsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl 
Applied Nonparametric Regression
by HÃrdle, Wolfgang 
Colour harmonization in car manufacturing processes
by A. Andriyashin & M. Benko & W. Härdle & R. Timofeev & U. Ziegenhagen 
Dynamic semiparametric factor model for functional expectiles
by Petra Burdejová & Wolfgang K. Härdle 
Principal component analysis in an asymmetric norm
by Tran, Ngoc M. & Burdejová, Petra & Ospienko, Maria & Härdle, Wolfgang K. 
Forecasting in BlockchainBased Local Energy Markets
by Michael Kostmann & Wolfgang K. Härdle 
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
by Wolfgang Karl HÃrdle & LiShan Huang 
Network quantile autoregression
by Zhu, Xuening & Wang, Weining & Wang, Hansheng & Härdle, Wolfgang Karl 
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
by Carroll, Raymond J. & HÃrdle, Wolfgang & Mammen, Enno 
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
by HÃrdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan 
LASSODriven Inference in Time and Space
by Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang 
Influencers and Communities in Social Networks
by Chen, C. Y.H. & Härdle, W. K. & Klochkov, Y. 
Regularization approach for network modeling of German power derivative market
by Chen, Shi & Karl Härdle, Wolfgang & López Cabrera, Brenda
editor of:

Statistical Tools for Finance and Insurance (2nd edition)
by Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron 
Statistical Tools for Finance and Insurance
by Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron 
Digital Finance
edited by Wolfgang Karl Härdle & Steven Kou & Min Dai