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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001
Persistent link: https://www.econbiz.de/10001606200
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001609552
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
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On adaptive smoothing in partial linear models
Golubev, G.; Härdle, Wolfgang - 2001
Persistent link: https://www.econbiz.de/10001613562
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Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
Härdle, Wolfgang; Yatchew, Adonis John - 2002
Persistent link: https://www.econbiz.de/10001668612
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Semi-parametric estimation of generalized partially linear single-index models
Xia, Yingeun; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001697745
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Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001630107
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The analysis of implied volatilites
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - 2001
Persistent link: https://www.econbiz.de/10001631320
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Transactions that did not happen and their influence on prices
Kirman, Alan P.; Härdle, Wolfgang; Schulz, Rainer; … - 2002
Persistent link: https://www.econbiz.de/10001685024
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413243