//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Detlefsen, Kai"
~person:"Guo, Mengmeng"
~person:"Härdle, Wolfgang"
~subject:"Risk measure"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Härdle, Wolfgang Karl"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Zeitreihenanalyse
Theorie
46
Theory
46
Estimation
19
Schätzung
19
Estimation theory
18
Schätztheorie
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Volatility
17
Volatilität
17
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
13
Regression analysis
12
Regressionsanalyse
12
Risikomaß
12
Deutschland
10
Germany
10
Portfolio selection
10
Portfolio-Management
10
Statistical distribution
10
Statistische Verteilung
10
Virtual currency
9
Virtuelle Währung
9
Börsenkurs
8
Derivat
8
Derivative
8
Forecasting model
8
Prognoseverfahren
8
Risikomanagement
8
Risk management
8
Share price
8
Factor analysis
7
Faktorenanalyse
7
Multivariate Verteilung
7
Multivariate distribution
7
Anlageverhalten
5
Behavioural finance
5
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
64
Working Paper
64
Graue Literatur
61
Non-commercial literature
61
Aufsatz in Zeitschrift
22
Lehrbuch
11
Textbook
11
Aufsatz im Buch
6
Book section
6
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Einführung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
22
French
1
Author
All
Detlefsen, Kai
Guo, Mengmeng
Härdle, Wolfgang
Chen, Yi-Hsuan
2
Spokojnyj, Vladimir G.
2
Wang, Weining
2
Yu, Lining
2
Althof, Michael
1
Ben Amor, Souhir
1
Benschop, Thijs
1
Borak, Szymon
1
Borke, Lukas
1
Chen, Rong
1
Chen, Ying
1
Chiang, Thomas C.
1
Chua, Wee Song
1
Cybakov, Aleksandr B.
1
Dautel, Alexander Jakob
1
Fengler, Matthias R.
1
Giacomini, Enzo
1
Herwartz, Helmut
1
Hlávka, Zdeněk
1
Horowitz, Joel
1
Kreiss, Jens-Peter
1
Lee, David Kuo Chuen
1
Lessmann, Stefan
1
Liu, Francis
1
Lu, Meng-Jou
1
Lütkepohl, Helmut
1
Mammen, Enno
1
Mihoci, Andrija
1
Nasekin, Sergey
1
Okhrin, Ostap
1
Packham, Natalie
1
Park, Byeong U.
1
Petukhina, Alla
1
Ritov, Ya'acov
1
Seow, Hsin-Vonn
1
Song, Song
1
Stahl, Gerhard
1
Stahlschmidt, Stephan
1
Thome, Helmut
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Quantitative finance
3
International statistical review : a journal of the International Statistical Institute and its associations
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Research in international business and finance
1
Review of derivatives research
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The Singapore economic review
1
The econometrics journal
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
3
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:
4
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
5
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
6
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:
7
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:
8
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:
9
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
10
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->