Author Page for Wolfgang K. Härdle

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach

Published version: Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016

Number of pages: 37 Posted: 19 Jul 2017 Last Revised: 12 Jul 2019

Simon Trimborn, Mingyang Li and Wolfgang K. Härdle

National University of Singapore (NUS) - Department of Mathematics, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 798 (29,869)

Citation 5

Abstract:

2.

The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS

in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)

Number of pages: 24 Posted: 29 Aug 2012 Last Revised: 08 Apr 2014

Stefan Trück, Wolfgang K. Härdle and Rafal Weron

Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Humboldt University of Berlin - Institute for Statistics and Econometrics and Wroclaw University of Science and Technology, Department of Operations Research

Downloads 589 (45,071)

Citation 1

Abstract:

3.

Pricing Cryptocurrency Options: The Case of Bitcoin and CRIX

Number of pages: 46 Posted: 27 Apr 2018 Last Revised: 13 Jul 2019

Ai Jun Hou, Weining Wang, Cathy Yi‐Hsuan Chen and Wolfgang K. Härdle

Stockholm University, Humboldt University of Berlin, University of Glasgow, Adam Smith Business School and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 556 (48,490)

Citation 8

Abstract:

4.

CRIX an Index for Blockchain Based Currencies

Permanent Discussion paper. Revised and Published version: Trimborn, S. and W.K. Härdle (2018) "CRIX an Index for Cryptocurrencies" Journal of Empirical Finance, Volume 49, 2018, Pages 107-122, ISSN 0927-5398, Doi.org/10.1016/j.jempfin.2018.08.004.

Number of pages: 25 Posted: 14 Jan 1997

Wolfgang K. Härdle, Marlene Müller and Enno Mammen

Humboldt University of Berlin - Institute for Statistics and Econometrics, Beuth University of Applied Sciences Berlin and University of Mannheim - Department of Economics

Downloads 352 (84,468)

Abstract:

8.

Network Quantile Autoregression

Downloads 201 (100,491)

Citation 3

1

Leveraged ETF Options Implied Volatility Paradox: A Statistical Study

SFB 649 Discussion Paper 2016-004, Economic Risk, Berlin

SFB 649 Discussion Paper 2017-003

Downloads 87 (290,241)

2

Industry Interdependency Dynamics in a Network Context

SFB 649 Discussion Paper 2017-012

Number of pages: 34 Posted: 29 May 2017

Ya Qian, Wolfgang K. Härdle and Cathy Chen

Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

32.

Pricing Kernel Modeling

Number of pages: 21 Posted: 14 Jul 2015

Denis Belomestny, Shujie Ma and Wolfgang K. Härdle

Weierstras Institute for Applied Analysis and Stochastics (WIAS), University of California, Riverside (UCR) and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 69 (332,217)

Citation 1

Abstract:

33.

Robust Estimation of Dimension Reduction Space

CentER Discussion Paper No. 2005-31

Number of pages: 25 Posted: 21 Apr 2005

Pavel Cizek and Wolfgang K. Härdle

Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 64 (345,677)

Abstract:

34.

Implied Basket Correlation Dynamics

Statistics & Risk Modelling, 2014, SFB 649 Discussion Paper 2012-066

Number of pages: 35 Posted: 06 May 2016

Wolfgang K. Härdle and Elena Silyakova

Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

Downloads 63 (348,459)

Abstract:

35.

Beta-Boosted Ensemble for Big Credit Scoring Data

SFB 649 Discussion Paper 2016-052

Number of pages: 21 Posted: 28 Nov 2016

Maciej Zieba and Wolfgang K. Härdle

Wroclaw University of Technology and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 61 (354,144)

Citation 2

Abstract:

36.

Number of pages: 36 Posted: 14 Jul 2015

Lei Fang and Wolfgang K. Härdle

Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 58 (362,996)

Citation 1

Abstract:

42.

Composite Quantile Regression for the Single-Index Model

SFB 649 Discussion Paper 2013-010

SFB 649 Discussion Paper 2015-045

Number of pages: 26 Posted: 05 Jan 2017

Wolfgang K. Härdle, David Lee Kuo Chuen, Sergey Nasekin, Xinwen Ni and Alla Petukhina

Humboldt University of Berlin - Institute for Statistics and Econometrics, Singapore University of Social Sciences (SUSS), Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Nanyang Technological University (NTU) and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 51 (385,396)

Citation 1

Abstract:

46.

Estimating Probabilities of Default with Support Vector Machines

Bundesbank Series 2 Discussion Paper No. 2007,18

Number of pages: 44 Posted: 08 Jun 2016

Wolfgang K. Härdle, Rouslan Moro and Dorothea Schaefer

Humboldt University of Berlin - Institute for Statistics and Econometrics, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)

Downloads 51 (385,396)

Abstract:

47.

Risk Related Brain Regions Detected with 3D Image FPCA

Downloads 51 (385,396)

2

Risk Related Brain Regions Detected with 3D Image FPCA

Number of pages: 31 Posted: 14 Jul 2015

Ying Chen, Wolfgang K. Härdle, Qiang He and Piotr Majer

National University of Singapore (NUS), Humboldt University of Berlin - Institute for Statistics and Econometrics, National University of Singapore (NUS) - Department of Statistics and Applied Probability and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

Downloads 41 (429,744)

Abstract:

Risk Related Brain Regions Detected with 3D Image FPCA

Number of pages: 31 Posted: 07 Jun 2016

Ying Chen, Wolfgang K. Härdle, Qiang He and Piotr Majer

National University of Singapore (NUS), Humboldt University of Berlin - Institute for Statistics and Econometrics, National University of Singapore (NUS) - Department of Statistics and Applied Probability and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

Downloads 10 (607,842)

Abstract:

48.

Is Scientific Performance a Function of Funds?

SFB 649 Discussion Paper No. 2017-028

Number of pages: 41 Posted: 11 Dec 2017 Last Revised: 05 Mar 2018

Alona Zharova, Wolfgang K. Härdle and Stefan Lessmann

Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and School of Business and Economics, Humboldt-University of Berlin

Downloads 50 (388,754)

Citation 2

Abstract:

49.

Principal Component Analysis in an Asymmetric Norm

Number of pages: 34 Posted: 20 Oct 2016

Ngoc Tran, Petra Burdejova, Maria Osipenko and Wolfgang K. Härdle

University of Texas at Austin, Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 50 (388,754)

Citation 3

Abstract:

50.

Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator

LSE STICERD Research Paper No. EM537

SFB 649 Discussion Paper 2005-020

SFB 649 Discussion Paper 2006-076

Number of pages: 30 Posted: 09 Jan 2017

Szymon Borak, Wolfgang K. Härdle, Stefan Trück and Rafal Weron

Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Institute for Statistics and Econometrics, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Wroclaw University of Science and Technology, Department of Operations Research

Downloads 45 (406,141)

Citation 30

Abstract:

60.

Calibration Risk for Exotic Options

SFB 649 Discussion Paper 2006-001

Number of pages: 30 Posted: 09 Jan 2017

Kai Detlefsen and Wolfgang K. Härdle

Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 45 (406,141)

Abstract:

61.

Learning Machines Supporting Bankruptcy Prediction

SFB 649 Discussion Paper 2010-032

66.

Forecast Based Pricing of Weather Derivatives

SFB 649 Discussion Paper 2012-027

Number of pages: 25 Posted: 07 Jan 2017

Wolfgang K. Härdle, Brenda López Cabrera and Matthias Ritter

Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and Humboldt-Universität zu Berlin - Department of Agricultural Economics

Downloads 42 (417,310)

Citation 1

Abstract:

67.

Predicting Bankruptcy with Support Vector Machines

SFB 649 Discussion Paper 2005-009

Number of pages: 25 Posted: 09 Jan 2017

Wolfgang K. Härdle, Rouslan Moro and Dorothea Schaefer

Humboldt University of Berlin - Institute for Statistics and Econometrics, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)

Downloads 40 (424,899)

Abstract:

68.

Dynamics of State Price Densities

SFB 649 Discussion Paper 2005-021

Number of pages: 39 Posted: 09 Jan 2017

Wolfgang K. Härdle and Zdeněk Hlávka

Humboldt University of Berlin - Institute for Statistics and Econometrics and Charles University in Prague

Downloads 40 (424,899)

Citation 2

Abstract:

69.

Tail Event Driven Networks of SIFIs

SFB 649 Discussion Paper 2017-004

72.

Multivariate Factorisable Sparse Asymmetric Least Squares Regression

SFB 649 Discussion Paper 2016-058

Number of pages: 32 Posted: 29 Dec 2016

Shih-Kang Chao, Wolfgang K. Härdle and Chen Huang

Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Institute for Statistics and Econometrics and Faculty of Mathematics and Statistics, University of St. Gallen

Downloads 39 (428,955)

Abstract:

73.

Support Vector Machines with Evolutionary Feature Selection for Default Prediction

SFB 649 Discussion Paper 2012-030

Number of pages: 26 Posted: 07 Jan 2017

Wolfgang K. Härdle, Dedy Prastyo and Christian Hafner

Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and Catholic University of Louvain (UCL) - School of Statistics

Downloads 38 (433,065)

Abstract:

74.

Estimation of NAIRU with Inflation Expectation Data

Downloads 38 (433,065)

2

Estimation of NAIRU with Inflation Expectation Data

SFB 649 Discussion Paper 2015-010

Number of pages: 31 Posted: 14 Jul 2015

Wolfgang K. Härdle, Wei Cui and Weining Wang

Humboldt University of Berlin - Institute for Statistics and Econometrics, University College London and Humboldt University of Berlin

Downloads 32 (470,076)

Abstract:

Estimation of NAIRU with Inflation Expectation Data

SFB 649 Discussion Paper 2015-010

Number of pages: 31 Posted: 11 Dec 2017

Wei Cui, Wolfgang K. Härdle and Weining Wang

University College London, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

Downloads 6 (636,156)

Abstract:

75.

Local Adaptive Multiplicative Error Models for High- Frequency Forecasts

SFB 649 Discussion Paper No. 2012-031

SFB 649 Discussion Paper 2009-001

Number of pages: 35 Posted: 09 Jan 2017

Wolfgang K. Härdle and Brenda López Cabrera

Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

Downloads 26 (488,462)

Citation 9

Abstract:

95.

Functional Data Analysis of Generalized Quantile Regressions

SFB 649 Discussion Paper 2013-001

Number of pages: 26 Posted: 05 Jan 2017

Mengmeng Guo, Lhan Zhou, Jianhua Huang and Wolfgang K. Härdle

Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Texas A & M University, Texas A&M University - Department of Statistics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 26 (488,462)

Citation 1

Abstract:

96.

Number of pages: 31 Posted: 18 Apr 2019

Awdesch Melzer, Wolfgang K. Härdle and Brenda López Cabrera

Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

Downloads 24 (499,563)

Abstract:

100.

SFB 649 Discussion Paper 2016-018, Economic Risk, Berlin

Number of pages: 6 Posted: 27 Jun 2016

Wolfgang K. Härdle, Chen Huang and Shih-Kang Chao

Humboldt University of Berlin - Institute for Statistics and Econometrics, Faculty of Mathematics and Statistics, University of St. Gallen and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

Downloads 20 (522,664)

Abstract:

114.

Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics

CFS Working Paper, No. 2009/18

SFB 649 Discussion Paper 2013-026

Number of pages: 35 Posted: 06 May 2016

Wolfgang K. Härdle, Brenda López Cabrera and Huei-Wen Teng

Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and National Central University at Taiwan

Downloads 18 (534,443)

Citation 1

Abstract:

121.

SFB 649 Discussion Paper 2011-085

Number of pages: 39 Posted: 07 Jan 2017

Alena Mysickova, Song Song, Piotr Majer, Peter Mohr, Hauke Heekeren and Wolfgang K. Härdle

Humboldt University of Berlin, Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Free University of Berlin (FUB), Free University of Berlin (FUB) and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 15 (552,136)

Citation 2

Abstract:

134.

Hidden Markov Structures for Dynamic Copulae

Number of pages: 45 Posted: 02 Mar 2016

Wolfgang K. Härdle, Ostap Okhrin and Weining Wang

Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin

Downloads 15 (552,136)

Citation 1

Abstract:

135.

DSFM Fitting of Implied Volatility Surfaces

SFB 649 Discussion Paper 2005-022

145.

ICARE - Localizing Conditional Autoregressive Expectiles

SFB 649 Discussion Paper 2015-052

Number of pages: 36 Posted: 05 Jan 2017

Xiu Xu, Andrija Mihoci and Wolfgang K. Härdle

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

Downloads 13 (564,301)

Abstract:

146.

SFB 649 Discussion Paper 2009-041

SFB 649 Discussion Paper 2007-022

SFB 649 Discussion Paper 2007-027

Number of pages: 35 Posted: 08 Jan 2017

Wolfgang K. Härdle and Alois Kneip

Humboldt University of Berlin - Institute for Statistics and Econometrics and University of Bonn

Downloads 9 (589,561)

Abstract:

163.

Computational Statistics (Journal)

SFB 649 Discussion paper 2012-004

Number of pages: 12 Posted: 07 Jan 2017

Wolfgang K. Härdle, Yuichi Mori and Jurgen Symanzik

Humboldt University of Berlin - Institute for Statistics and Econometrics, Okayama University of Sciences and Utah State University - Department of Mathematics and Statistics

Downloads 9 (589,561)

Abstract:

164.

Using Wiki to Build an E-Learning System in Statistics in Arabic Language

SFB 649 Discussion Paper 2007-031

SFB 649 Discussion Paper 2011-004

SFB 649 Discussion Paper 2012-061

SFB 649 Discussion Paper 2006-075

Number of pages: 51 Posted: 09 Jan 2017

Enzo Giacomini, Wolfgang K. Härdle, V. Spokoiny and Ekaterina Ignatieva

Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Institute for Statistics and Econometrics, Weierstras Institute for Applied Analysis and Stochastics (WIAS) and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

Downloads 7 (602,536)

Citation 4

Abstract:

174.

Increasing Weather Risk: Fact or Fiction?

Number of pages: 17 Posted: 08 Jan 2017

Weining Wang, Ihtiyor Bobojonov, Wolfgang K. Härdle and Martin Odening

Humboldt University of Berlin, Humboldt University of Berlin - Department of Agricultural Economics and Social Sciences, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

Downloads 7 (602,536)

Abstract:

175.

Robust Econometrics

SFB 649 Discussion Paper 2006-050

Number of pages: 33 Posted: 09 Jan 2017

Pavel Cizek and Wolfgang K. Härdle

Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 6 (609,165)

Abstract:

176.

Testing Monotonicity of Pricing Kernels

SFB 649 Discussion Paper 2008-001

Number of pages: 28 Posted: 09 Jan 2017

Yuri Golubev, Wolfgang K. Härdle and Roman Vladimirovich Timofeev

CMI Université de Provence, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 6 (609,165)

Citation 4

Abstract:

177.

QuantNet – a Database-Driven Online Repository of Scientific Information

Number of pages: 26 Posted: 09 Jan 2017

Anton Andriyashin and Wolfgang K. Härdle

Humboldt University of Berlin - Center for Applied Statistics and Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 6 (609,165)

Abstract:

178.

SFB 649 Discussion Paper 2006-071

Number of pages: 20 Posted: 09 Jan 2017

Anton Andriyashin, Michal Benko, Wolfgang K. Härdle, Roman Vladimirovich Timofeev and Uwe Ziegenhagen

Humboldt University of Berlin - Center for Applied Statistics and Economics, Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - School of Business and Economics

Downloads 6 (609,165)

Abstract:

182.

Uniform Confidence Bands for Pricing Kernels

SFB 649 Discussion Paper 2010-003

Number of pages: 30 Posted: 09 Jan 2017

Wolfgang K. Härdle, Yarema Okhrin and Weining Wang

Humboldt University of Berlin - Institute for Statistics and Econometrics, University of Augsburg and Humboldt University of Berlin

Downloads 6 (609,165)

Citation 1

Abstract:

183.

SFB 649 Discussion Paper 2005-013

Number of pages: 18 Posted: 09 Jan 2017

Wolfgang K. Härdle and Seok-Oh Jeong

Humboldt University of Berlin - Institute for Statistics and Econometrics and Catholic University of Louvain

Downloads 5 (615,838)

Citation 1

Abstract:

190.

SFB 649 Discussion Paper 2014-003

Number of pages: 32 Posted: 05 Jan 2017

Qihua Wang, Tao Zhang and Wolfgang K. Härdle

AMSS, China Agricultural University and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 5 (615,838)

Abstract:

196.

Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study

SFB 649 Discussion Paper 2014-021

Number of pages: 27 Posted: 05 Jan 2017

Xianhua Dai, Wolfgang K. Härdle and Keming Yu

Wuhan University of Technology, Humboldt University of Berlin - Institute for Statistics and Econometrics and Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications

Downloads 5 (615,838)

Abstract:

197.

VAR Modeling for Dynamic Loadings Driving Volatility Strings

Journal of Financial Econometrics, Vol. 6, Issue 3, pp. 361-381, 2008

Number of pages: 29 Posted: 17 Jun 2008 Last Revised: 06 Jun 2016

Ralf Brüggemann, Wolfgang K. Härdle, Julius Mungo and Carsten Trenkler

University of Konstanz - Department of Economics, Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and University of Mannheim

Downloads 5 (615,838)

Citation 1

Abstract:

198.

Working with the XQC

SFB 649 Discussion Paper 2005-010

Number of pages: 18 Posted: 09 Jan 2017 Last Revised: 11 Dec 2017

Wolfgang K. Härdle and Heiko Lehmann

Humboldt University of Berlin - Institute for Statistics and Econometrics and Deutsche Telekom AG - Deutsche Telekom Laboratories

Downloads 4 (622,839)

Abstract:

199.

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

SFB 649 Discussion Paper 2005-047

Number of pages: 44 Posted: 09 Jan 2017

Lijian Yang, Byeong U. Park, Lan Xue and Wolfgang K. Härdle

Michigan State University, Seoul National University, Oregon State University and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 4 (622,839)

Citation 1

Abstract:

200.

From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples

SFB 649 Discussion Paper 2007-024

Number of pages: 25 Posted: 09 Jan 2017

Ya'acov Ritov and Wolfgang K. Härdle

Hebrew University of Jerusalem and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 3 (630,778)

Abstract:

201.

Integrable E-Lements for Statistics Education

SFB 649 Discussion Paper 2005-058

Number of pages: 15 Posted: 09 Jan 2017

Wolfgang K. Härdle, Sigbert Klinke and Uwe Ziegenhagen

Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and Humboldt University of Berlin - School of Business and Economics

Downloads 3 (630,778)

Citation 1

Abstract:

202.

A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data

SFB 649 Discussion Paper 2014-002

Number of pages: 48 Posted: 05 Jan 2017

Lijie Gu, Li Wang, Wolfgang K. Härdle and Lijian Yang

Soochow University, University of Georgia, Humboldt University of Berlin - Institute for Statistics and Econometrics and Soochow University

Downloads 3 (630,778)

Abstract:

203.

Calibrating CAT Bonds for Mexican Earthquakes

Downloads 2 (640,605)

Citation 9

2

Calibrating CAT Bonds for Mexican Earthquakes

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 625-650, September 2010

Number of pages: 26 Posted: 04 Aug 2010

Wolfgang K. Härdle and Brenda López Cabrera

Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

Downloads 2 (671,142)

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Abstract:

Calibrating Cat Bonds for Mexican Earthquakes

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 625-650, 2010

Number of pages: 26 Posted: 08 Mar 2018

Wolfgang K. Härdle and Brenda López Cabrera

Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin

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Citation 1

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Abstract:

204.

Adaptive Pointwise Estimation in Time-Inhomogeneous Conditional Heteroscedasticity Models

Econometrics Journal, Vol. 12, Issue 2, pp. 248-271, July 2009

Number of pages: 24 Posted: 08 Oct 2009

P. Čížek, Wolfgang K. Härdle and V. Spokoiny

affiliation not provided to SSRN, Humboldt University of Berlin - Institute for Statistics and Econometrics and Weierstras Institute for Applied Analysis and Stochastics (WIAS)

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Citation 1

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Wolfgang K. Härdle

Humboldt University of Berlin - Institute for Statistics and Econometrics

Leiter (Prof)

Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

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Scholarly Papers (212)

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