Wolfgang K. Hardle

Humboldt University of Berlin - C.A.S.E., Center for Applied Statistics and Economics

Unter den Linden 6

Berlin, Berlin 10099

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

73

CITATIONS

2

Scholarly Papers (2)

1.

Semiparametric Regression Analysis Under Imputation for Missing Response Data

LSE STICERD Research Paper No. EM454
Number of pages: 42 Posted: 21 Jul 2008
Wolfgang K. Hardle, Oliver B. Linton and Qihua Wang
Humboldt University of Berlin - C.A.S.E., Center for Applied Statistics and Economics, University of Cambridge and AMSS
Downloads 38 (329,687)
Citation 1

Abstract:

2.

Local Adaptive Multiplicative Error Models for High- Frequency Forecasts

SFB 649 Discussion Paper No. 2012-031
Number of pages: 33 Posted: 25 Aug 2013
Wolfgang K. Hardle, Nikolaus Hautsch and Andrija Mihoci
Humboldt University of Berlin - C.A.S.E., Center for Applied Statistics and Economics, University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin - C.A.S.E., Center for Applied Statistics and Economics
Downloads 24 (382,144)
Citation 1

Abstract:

multiplicative error model, local adaptive modeling, high-frequency processes, trading volume, forecasting