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person:"Härdle, Wolfgang"
subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
~type:"article"
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Estimation theory
Forecasting model
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Theorie
64
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64
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15
Nonparametric statistics
15
Time series analysis
13
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Härdle, Wolfgang
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gupta, Rangan
50
McAleer, Michael
48
Clements, Michael P.
44
Diebold, Francis X.
43
Hendry, David F.
39
Baltagi, Badi H.
37
Pesaran, M. Hashem
35
Timmermann, Allan
35
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34
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33
Ghysels, Eric
32
Gouriéroux, Christian
31
Granger, C. W. J.
31
Li, Qi
31
Pierdzioch, Christian
31
Lütkepohl, Helmut
30
Swanson, Norman R.
30
Petropoulos, Fotios
29
Linton, Oliver
28
Newey, Whitney K.
28
Ohtani, Kazuhiro
28
Marcellino, Massimiliano
27
Satchell, Stephen
26
Ullah, Aman
26
Koop, Gary
25
Krämer, Walter
25
Koopman, Siem Jan
24
Makridakis, Spyros G.
24
Moosa, Imad A.
24
Wang, Yudong
24
Herwartz, Helmut
23
Horowitz, Joel
23
Hyndman, Rob J.
23
Perron, Pierre
23
Giles, David E. A.
22
White, Halbert
22
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21
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Econometric theory
3
Journal of econometrics
3
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2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finance and stochastics
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of empirical finance
1
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1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Measuring risk in complex stochastic systems
1
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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ECONIS (ZBW)
28
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
8
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
Saved in:
9
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
Saved in:
10
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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