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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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A consistent nonparametric test for causality in quantile
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song - In: Econometric theory 28 (2012) 4, pp. 861-887
Persistent link: https://www.econbiz.de/10009669732
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A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song - In: Econometric theory 28 (2012) 4, pp. 861-888
Persistent link: https://www.econbiz.de/10009996869
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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
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Confidence bands in quantile regression
Härdle, Wolfgang; Song, Song - In: Econometric theory 26 (2010) 4, pp. 1180-1200
Persistent link: https://www.econbiz.de/10003993833
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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
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Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - In: Econometric theory 20 (2004) 2, pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
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Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - In: Econometric theory 18 (2002) 4, pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
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Semiparametric regression analysis with missing response at random
Wang, Qihua (contributor); Linton, Oliver (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835934