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Semiparametric additive indices for binary response and generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998
Persistent link: https://www.econbiz.de/10000998098
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
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Smoothed L-estimation of regression function
Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001751576
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Exploring credit data
Müller, Marlene; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730369
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Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
Wang, Qihua; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730389
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
Persistent link: https://www.econbiz.de/10001715636
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R robustified additive nonparametric regression
Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - 2002
Persistent link: https://www.econbiz.de/10001715637
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Semiparametric regression analysis under imputation for missing response data
Wang, Qihua; Härdle, Wolfgang; Linton, Oliver - 2002
Persistent link: https://www.econbiz.de/10001653654
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How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang; Zheng, Jun - 2002
Persistent link: https://www.econbiz.de/10001653655
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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