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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, U. - In: Applied quantitative finance, (pp. 279-294). 2017
Persistent link: https://www.econbiz.de/10011794967
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A robust data-driven version of the Berlin Method
Heiler, Siegfried; Feng, Yuanhua - In: Zeitreihenanalyse in der empirischen …, (pp. 67-81). 2004
Persistent link: https://www.econbiz.de/10002040086
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Modelling financial high frequency data using point processes
Bauwens, Luc; Hautsch, Nikolaus - In: Handbook of financial time series, (pp. 953-979). 2009
Persistent link: https://www.econbiz.de/10003834275
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta - In: Applied quantitative finance, (pp. 275-293). 2009
Persistent link: https://www.econbiz.de/10003746412