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subject:"Estimation"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Nichtparametrisches Verfahren
Volatility
Theorie
47
Theory
47
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12
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11
Zeitreihenanalyse
11
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9
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9
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Aufsatz in Zeitschrift
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Härdle, Wolfgang
Gil-Alaña, Luis A.
38
Gupta, Rangan
35
Caporale, Guglielmo Maria
33
Serletis, Apostolos
31
Linton, Oliver
30
Kumbhakar, Subal
27
McAleer, Michael
27
Bollerslev, Tim
26
Phillips, Peter C. B.
24
Wohar, Mark E.
22
Ghysels, Eric
20
Tsionas, Efthymios G.
20
Bahmani-Oskooee, Mohsen
19
Simar, Léopold
19
Koopman, Siem Jan
18
Fabozzi, Frank J.
17
Herwartz, Helmut
17
Li, Qi
17
Wang, Yudong
17
Bekaert, Geert
16
Chan, Joshua
16
Moosa, Imad A.
16
Tiwari, Aviral Kumar
16
Andersen, Torben
15
Asai, Manabu
15
Aït-Sahalia, Yacine
15
Chang, Tsangyao
15
Koop, Gary
15
MacDonald, Ronald
15
Pierdzioch, Christian
15
Taylor, Robert
15
Apergēs, Nikolaos
14
Chen, Xiaohong
14
Diebold, Francis X.
14
Franses, Philip Hans
14
Lewbel, Arthur
14
Tzavalis, Elias
14
Blundell, Richard W.
13
Caporin, Massimiliano
13
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Journal of the American Statistical Association : JASA
3
Digital finance : smart data analytics, investment innovation, and financial technology
2
Econometric theory
2
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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1
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ECONIS (ZBW)
22
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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
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:
3
Adaptive weights clustering of research papers
Adamyan, Larisa
;
Efimov, Kirill
;
Chen, Yi-Hsuan
; …
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
3/4
,
pp. 169-187
Persistent link: https://www.econbiz.de/10012416297
Saved in:
4
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:
5
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:
6
Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
Saved in:
7
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:
8
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
9
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
10
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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