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subject:"United States"
~person:"Härdle, Wolfgang"
~subject:"Deutschland"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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United States
Deutschland
Volatilität
Zeitreihenanalyse
Theorie
47
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47
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12
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Härdle, Wolfgang
Franses, Philip Hans
59
Phillips, Peter C. B.
59
Gil-Alaña, Luis A.
54
Gupta, Rangan
42
Caporale, Guglielmo Maria
35
McAleer, Michael
33
Koop, Gary
32
Taylor, Robert
32
Koopman, Siem Jan
31
Heckman, James J.
30
Perron, Pierre
29
Bollerslev, Tim
28
Ghysels, Eric
28
Diebold, Francis X.
27
Engle, Robert F.
27
Granger, C. W. J.
27
Leybourne, Stephen James
26
Lütkepohl, Helmut
26
Harvey, Andrew C.
25
Herwartz, Helmut
25
Serletis, Apostolos
25
Swanson, Norman R.
24
Hong, Yongmiao
23
Chavas, Jean-Paul
22
Hecq, Alain W. J.
22
Newbold, Paul
22
MacDonald, Ronald
21
Mills, Terence C.
21
Moosa, Imad A.
21
Stock, James H.
21
Yu, Jun
21
Hendry, David F.
20
Pesaran, M. Hashem
20
Wohar, Mark E.
20
Chan, Joshua
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Marcellino, Massimiliano
19
Teräsvirta, Timo
19
Acemoglu, Daron
18
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative finance
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
International review of financial analysis
1
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Review of derivatives research
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ECONIS (ZBW)
18
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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