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~person:"Fengler, Matthias"
~person:"Giacomini, Enzo"
~person:"Schäfer, Dorothea"
~type_genre:"Article in journal"
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Search: person:"Härdle, Wolfgang Karl"
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Fengler, Matthias
Giacomini, Enzo
Schäfer, Dorothea
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1
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
2
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
3
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
Härdle, Wolfgang
;
Lee, Yuh-Jye
;
Schäfer, Dorothea
; …
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 512-534
Persistent link: https://www.econbiz.de/10003886993
Saved in:
4
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:
5
Support Vector Machines - Eine neue Methode zum Rating von Unternehmen
Härdle, Wolfgang
;
Moro, Rouslan
;
Schäfer, Dorothea
- In:
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
71
(
2004
)
49
,
pp. 759-765
Persistent link: https://www.econbiz.de/10002452475
Saved in:
6
Common factors governing VDAX movements and the maximum loss
Fengler, Matthias
;
Härdle, Wolfgang
;
Schmidt, Peter
- In:
Financial markets and portfolio management
16
(
2002
)
1
,
pp. 16-29
Persistent link: https://www.econbiz.de/10001712938
Saved in:
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