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Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
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Localized Realized Volatility Modeling
Chen, Ying; Karl Härdle, Wolfgang; Pigorsch, Uta - In: Journal of the American Statistical Association : JASA 105 (2010) 492, pp. 1376-1394
Persistent link: https://www.econbiz.de/10008819034
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Balanced Repeated Replication for Stratified Multistage Survey Data Under Imputation
Shao, Jun; Chen, Ying; Chen, Yinzhong - In: Journal of the American Statistical Association : JASA 93 (1998) 442, pp. 819-831
Persistent link: https://www.econbiz.de/10006628843
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Nonparametric Risk Management With Generalized Hyperbolic Distributions
Chen, Ying; Härdle, Wolfgang; Jeong, Seok-Oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923
Persistent link: https://www.econbiz.de/10008114791
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1212-1227
Persistent link: https://www.econbiz.de/10003375980
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Semiparametric regression analysis with missing response at random
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 334-345
Persistent link: https://www.econbiz.de/10002095725
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Time series modelling with semiparametric factor dynamics
Park, Byeong U.; Mammen, Enno; Härdle, Wolfgang; … - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 284-298
Persistent link: https://www.econbiz.de/10003878192