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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
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Statistics of financial markets : exercises and solutions
Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2013 - 2. ed.
Persistent link: https://www.econbiz.de/10009693434
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Statistics of financial markets : an introduction
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2015 - 4. ed.
Persistent link: https://www.econbiz.de/10010485660
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Statistics of financial markets : an introduction
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2019 - Fifth edition
Persistent link: https://www.econbiz.de/10012000638
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Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis; Härdle, Wolfgang; Krymova, Ekaterina - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, U. - In: Applied quantitative finance, (pp. 279-294). 2017
Persistent link: https://www.econbiz.de/10011794967
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Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
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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
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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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