.
Hardle, Wolfgang's
Scholarly Papers
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Aggregate Statistics
Total 352
Total Citations 3
1.
Hardle, Wolfgang Humboldt University of Berlin - School of Business and Economics
Chen, Ying Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Jeong, Seok-Oh Catholic University of Louvain
173(86,114)
2
adaptive volatility estimation, generalized hyperbolic distribution, value at risk
2.
Trueck, Stefan Macquarie University Sydney - Department of Economics
Hardle, Wolfgang Humboldt University of Berlin - School of Business and Economics
Weron, Rafal Wroclaw University of Technology - Institute of Organization and Management
Posted:
29 Aug 12
Last Revised:
25 Jan 13
107(129,023)
CO2 Emission Trading, Commodity Markets, Spot and Futures Prices, Convenience Yields, Dynamic Semiparametric Factor Model (DSFM), Gibson-Schwartz model
3.
Cizek, Pavel Tilburg University - Department of Econometrics & Operations Research
Hardle, Wolfgang Humboldt University of Berlin - School of Business and Economics
Spokoiny, V. Weierstras Institute for Applied Analysis and Stochastics (WIAS)
72(166,755)
1
adaptive pointwise estimation, autoregressive models, conditional heteroscedasticity models, local time-homogeneity
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