| . |
Härdle, Wolfgang K.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
671 |
Total
Citations
6 |
|
|
|
|
|
1.
|
|
|
Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Müller, Marlene
Beuth University of Applied Sciences Berlin Mammen, Enno
University of Heidelberg - Department of Applied Mathematics
|
|
329
(43,293)
|
2
|
|
| |
|
| |
|
|
|
2.
|
|
|
Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Hautsch, Nikolaus
Humboldt-Universität zu Berlin Pigorsch, Uta
University of Mannheim
|
|
177
(84,197)
|
2
|
|
| |
|
| |
Realized Volatility, Realized Betas, Volatility Modeling
|
|
|
3.
|
|
|
Cizek, Pavel
Tilburg University - Department of Econometrics & Operations Research Tamine, Julien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics
|
|
69
(170,844)
|
|
|
| |
|
| |
nonparametric regression, L-estimation, smoothed cumulative distribution function
|
|
|
4.
|
|
|
Cizek, Pavel
Humboldt University of Berlin - School of Business and Economics Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics
|
|
58
(187,102)
|
1
|
|
| |
|
| |
Dimension reduction, nonparametric regression, M-estimation
|
|
|
5.
|
|
|
Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Linton, Oliver B.
University of Cambridge Xia, Yingcun
affiliation not provided to SSRN
|
|
38
(224,226)
|
1
|
|
| |
|
| |
|
|
|
6.
|
|
|
Hautsch, Nikolaus
Humboldt-Universität zu Berlin Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Mihoci, Andrija
C.A.S.E.
|
|
|
|
|
| |
|
| |
Limit Order Book, Liquidity Risk, Semiparametric Model, Factor Structure, Prediction
|
|
|
7.
|
|
|
Brüggemann, Ralf
University of Konstanz - Department of Economics Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Mungo, Julius
Humboldt University of Berlin Trenkler, Carsten
University of Mannheim
|
|
|
|
|
| |
|
| |
C14, C32, implied volatility surface, dynamic semiparametric factor model, vector autoregression, impulse responses
|
|
|
8.
|
|
|
Fengler, Matthias R.
University of St. Gallen - School of Economics and Political Science Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Mammen, Enno
University of Heidelberg - Department of Applied Mathematics
|
|
|
|
|
| |
|
| |
functional principal component analysis, implied volatility surface, semiparametric factor models
|
|
|
9.
|
|
|
Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Herwartz, Helmut
University of Kiel - Institute of Statistics and Econometrics Spokoiny, V.
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
|
|
|
|
|
| |
|
| |
stochastic volatility model, multivariate volatility model, adaptive estimation, local homogeneity
|
|
|
10.
|
|
|
Schmidt, Peter
affiliation not provided to SSRN Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Fengler, Matthias R.
University of St. Gallen - School of Economics and Political Science
|
|
|
|
|
| |
|
| |
|
|
|
11.
|
|
|
Hall, Peter
Australian National University (ANU) - Department of Mathematics Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics Kleinow, Torsten
Humboldt University of Berlin Schmidt, Peter
affiliation not provided to SSRN
|
|
|
|
|
| |
|
| |
|
|
|
12.
|
|
|
Müller, Marlene
Beuth University of Applied Sciences Berlin Ronz, Bernd
Humboldt-Universitat zu Berlin Härdle, Wolfgang K.
Humboldt University of Berlin - Institute for Statistics and Econometrics
|
|
|
|
|
| |
|
| |
|
|
