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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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Forecasting volatility with support vector machine-based GARCH model
Chen, Shiyi; Härdle, Wolfgang K.; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-434
Persistent link: https://www.econbiz.de/10008430510
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Testing a regression model when we have smooth alternatives in mind
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000858566
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Symmetrized nearest neighbor regression estimates
Carroll, Raymond J. - 1987
Persistent link: https://www.econbiz.de/10000750200
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Bandwidth choice for density derivatives
Härdle, Wolfgang - 1988
Persistent link: https://www.econbiz.de/10000750202
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Resistant smoothing using the fast Fourier transform
Härdle, Wolfgang - 1986
Persistent link: https://www.econbiz.de/10000728070
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Investigations smooth multiple regression by the method of average derivatives
Härdle, Wolfgang; Stoker, Thomas Martin - 1987
Persistent link: https://www.econbiz.de/10000730754
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Sequential kernel smoothing for estimation of zeros and location of extrema of regression functions
Härdle, Wolfgang - 1987
Persistent link: https://www.econbiz.de/10000730852
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On bootstrapping kernel spectral estimates
Franke, Jürgen; Härdle, Wolfgang - 1987
Persistent link: https://www.econbiz.de/10000734490
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Cross section Engel curves over time
Härdle, Wolfgang; Jerison, Michael - 1988
Persistent link: https://www.econbiz.de/10000735780