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~person:"Härdle, Wolfgang"
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Härdle, Wolfgang
Nijkamp, Peter
527
Acemoglu, Daron
519
Güth, Werner
493
Stiglitz, Joseph E.
487
Snower, Dennis J.
448
Pestieau, Pierre
442
Gersbach, Hans
441
Pesaran, M. Hashem
431
Aizenman, Joshua
419
Stark, Oded
407
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399
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398
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362
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356
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355
Zenou, Yves
354
Frey, Bruno S.
343
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336
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330
Svensson, Lars E. O.
330
Woodford, Michael
324
Kaplow, Louis
321
Konrad, Kai A.
317
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
Artus, Patrick
309
Tirole, Jean
309
Shavell, Steven
308
Franses, Philip Hans
302
Lambertini, Luca
296
Aghion, Philippe
293
Shleifer, Andrei
292
Buiter, Willem H.
291
Caballero, Ricardo J.
288
Diebold, Francis X.
284
Grossman, Gene M.
282
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279
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277
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Centre for Microdata Methods and Practice <London>
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Deutsches Institut für Wirtschaftsforschung
1
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SFB 649 discussion paper
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
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20
Discussion papers of interdisciplinary research project 373
19
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8
Universitext
7
Applied quantitative finance
6
Econometric theory
6
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5
Journal of econometrics
5
IRTG 1792 discussion paper
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
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2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of empirical finance
2
Publikationen / Center for Applied Statistics and Economics
2
SFB 373 Discussion Paper
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
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ECONIS (ZBW)
300
EconStor
3
RePEc
2
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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
2
Copula dynamics in CDOs
Choros-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Overbeck, Ludger
-
2012
conditions. Therefore, a
correlation
implied from tranches can be seen as a measure of the general health of the credit market …
Persistent link: https://www.econbiz.de/10009531437
Saved in:
3
CDO surfaces dynamics
Choros-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
-
2013
correlation
surfaces using a dynamic semiparametric factor model (DSFM). The DSFM offers a combination of flexible functional data …
Persistent link: https://www.econbiz.de/10009763975
Saved in:
4
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10012000638
Saved in:
5
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2015
-
4. ed.
Persistent link: https://www.econbiz.de/10010485660
Saved in:
6
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2004
Persistent link: https://www.econbiz.de/10002071301
Saved in:
7
Statistics of financial markets : exercises and solutions
Borak, Szymon
;
Härdle, Wolfgang
;
López Cabrera, Brenda
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003929526
Saved in:
8
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2011
-
3. ed.
Persistent link: https://www.econbiz.de/10008661923
Saved in:
9
TVICA - time varying independent component analysis and its application to financial data
Chen, Ray-Bing
;
Chen, Ying
;
Härdle, Wolfgang
-
2011
Source extraction and dimensionality reduction are important in analyzing high dimensional and complex financial time series that are neither Gaussian distributed nor stationary. Independent component analysis (ICA) method can be used to factorize the data into a linear combination of...
Persistent link: https://www.econbiz.de/10009266846
Saved in:
10
Statistics of financial markets : exercises and solutions
Borak, Szymon
;
Härdle, Wolfgang
;
López Cabrera, Brenda
-
2013
-
2. ed.
Persistent link: https://www.econbiz.de/10009693434
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