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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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Applied nonparametric methods
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000831909
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How sensitive are average derivatives?
Härdle, Wolfgang; Cybakov, Aleksandr B. - 1992
Persistent link: https://www.econbiz.de/10000834352
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Testing a parametric model against a semiparametric alternative
Horowitz, Joel; Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000837903
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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