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~person:"Härdle, Wolfgang"
~subject:"Portfolio selection"
~subject:"Risk measure"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Härdle, Wolfgang
Beladi, Hamid
164
Pestieau, Pierre
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Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
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106
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106
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102
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101
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101
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100
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99
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98
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98
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97
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96
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94
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94
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93
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93
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91
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90
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Econometric theory
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International statistical review : a journal of the International Statistical Institute and its associations
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ECONIS (ZBW)
47
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1
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
Saved in:
2
On the appropriateness of inappropriate VaR models
Härdle, Wolfgang
;
Hlávka, Zdeněk
;
Stahl, Gerhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
2
,
pp. 273-297
Persistent link: https://www.econbiz.de/10003328297
Saved in:
3
Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
Saved in:
4
De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
Saved in:
5
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
6
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
7
Spatial risk premium on weather derivatives and hedging weather exposure in electricity
Härdle, Wolfgang
;
Osipenko, Maria
- In:
The energy journal
33
(
2012
)
2
,
pp. 149-170
Persistent link: https://www.econbiz.de/10009568826
Saved in:
8
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
9
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
10
Shape invariant modeling of pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang
;
Park, Juhyun
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 370-399
Persistent link: https://www.econbiz.de/10009745814
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