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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - 1999
Persistent link: https://www.econbiz.de/10001470768
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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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Zinsprognose mit univariater nichtparametrischer Zeitreihenanalyse
Härdle, Wolfgang - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 329-333). 1996
Persistent link: https://www.econbiz.de/10001318059
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2001
Persistent link: https://www.econbiz.de/10001599509
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619299
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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - In: Measuring risk in complex stochastic systems, (pp. 119-130). 2000
Persistent link: https://www.econbiz.de/10001579728
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang - 2004 - 2. Aufl.
Persistent link: https://www.econbiz.de/10001786475
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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356