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person:"Härdle, Wolfgang"
subject:"Estimation theory"
~person:"Clark, Todd E."
~subject:"Regressionsanalyse"
~subject:"Volatilität"
~type:"article"
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Estimation theory
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86
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25
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16
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16
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Härdle, Wolfgang
Clark, Todd E.
Phillips, Peter C. B.
52
McAleer, Michael
44
Andrews, Donald W. K.
34
Baltagi, Badi H.
33
Li, Qi
31
Bollerslev, Tim
30
Gouriéroux, Christian
29
Newey, Whitney K.
28
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26
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25
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24
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23
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22
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22
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22
Granger, C. W. J.
21
King, Maxwell L.
21
Robinson, Peter M.
21
Ullah, Aman
21
Lee, Lung-fei
20
Godfrey, L. G.
19
Perron, Pierre
19
Renault, Eric
19
Wang, Yudong
19
Wooldridge, Jeffrey M.
19
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18
Dufour, Jean-Marie
18
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18
Lütkepohl, Helmut
18
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17
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17
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
16
Engle, Robert F.
16
Franses, Philip Hans
16
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16
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Journal of econometrics
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied quantitative finance
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
Digital finance : smart data analytics, investment innovation, and financial technology
1
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Economics essays : a Festschrift for Werner Hildenbrand
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International review of financial analysis
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
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Nonparametric dynamic modelling
1
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Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
31
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
3
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
4
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
5
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
6
Factorisable multitask quantile regression
Chao, Shih-Kang
;
Härdle, Wolfgang
;
Yuan, Ming
- In:
Econometric theory
37
(
2021
)
4
,
pp. 794-816
Persistent link: https://www.econbiz.de/10012618203
Saved in:
7
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
8
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
9
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
10
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
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