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~person:"Giacomini, Enzo"
~person:"Schäfer, Dorothea"
~person:"Yu, Lining"
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Search: person:"Härdle, Wolfgang Karl"
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Giacomini, Enzo
Schäfer, Dorothea
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Härdle, Wolfgang
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
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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
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
3
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:
4
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:
5
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:
6
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
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