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Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026

Connected teaching of statistics

Härdle, Wolfgang; Klinke, Sigbert; Marron, James Stephen - 1999

Statistics is considered to be a difficult science since it requires a variety of skills including handling of … quantitative data, graphical insights as well as mathematical ability. Yet ever increasing special knowledge of statistics is … educated statisticians is visible, our methods of teaching statistics follow essentially the ideas developed by our …

Persistent link: https://www.econbiz.de/10009579170

A bootstrap test for single index models

Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000

Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function. The bootstrap is used with the aim to...

Persistent link: https://www.econbiz.de/10009583431

E-learning, e-teaching of statistics : a new challenge

Aydinli, Gökhan (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919355

Computational statistics with spreadsheets towards efficiency reproducibility and security

Aydinli, G. (contributor); Härdle, Wolfgang (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919470