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Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Persistent link: https://www.econbiz.de/10013523096

Hidden Markov structures for dynamic copulae

Härdle, Wolfgang; Okhrin, Ostap; Wang, Weining - In: Econometric theory 31 (2015) 5, pp. 981-1015

Persistent link: https://www.econbiz.de/10011545496

Factorisable multitask quantile regression

Chao, Shih-Kang; Härdle, Wolfgang; Yuan, Ming - In: Econometric theory 37 (2021) 4, pp. 794-816

Persistent link: https://www.econbiz.de/10012618203

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

Adaptive weights clustering of research papers

Adamyan, Larisa; Efimov, Kirill; Chen, Yi-Hsuan; … - In: Digital finance : smart data analytics, investment … 2 (2020) 3/4, pp. 169-187

Persistent link: https://www.econbiz.de/10012416297

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

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

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

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

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