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subject:"United States"
~person:"Härdle, Wolfgang"
~subject:"Deutschland"
~subject:"Schätztheorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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United States
Deutschland
Schätztheorie
Volatilität
Theorie
47
Theory
47
Nichtparametrisches Verfahren
12
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12
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11
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Härdle, Wolfgang
McAleer, Michael
43
Phillips, Peter C. B.
36
Gupta, Rangan
34
Heckman, James J.
33
Andrews, Donald W. K.
32
Bollerslev, Tim
30
Newey, Whitney K.
30
Li, Qi
28
Pesaran, M. Hashem
28
Diebold, Francis X.
27
Baltagi, Badi H.
26
Franses, Philip Hans
25
Caporale, Guglielmo Maria
24
Chavas, Jean-Paul
24
Engle, Robert F.
24
Ghysels, Eric
24
Giles, David E. A.
22
Granger, C. W. J.
22
Gouriéroux, Christian
21
Krämer, Walter
21
Ohtani, Kazuhiro
21
Christiano, Lawrence J.
20
Gil-Alaña, Luis A.
20
Perron, Pierre
20
Serletis, Apostolos
20
Stock, James H.
20
Bekaert, Geert
19
Linton, Oliver
19
MacDonald, Ronald
19
Ullah, Aman
19
Wohar, Mark E.
19
Wright, Jonathan H.
19
Acemoglu, Daron
18
Horowitz, Joel
18
Koop, Gary
18
Lee, Lung-fei
18
Lütkepohl, Helmut
18
Robinson, Peter M.
18
Aït-Sahalia, Yacine
17
Glaeser, Edward L.
17
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Econometric theory
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
Finance and stochastics
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of econometrics
1
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1
Journal of productivity analysis
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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Quantitative finance
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Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
17
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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
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:
4
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:
5
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
6
De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
Saved in:
7
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
8
Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
Saved in:
9
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
10
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
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