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A bootstrap test for single index models

Härdle, Wolfgang; Proença, Isabel - 1994

Persistent link: https://www.econbiz.de/10000891356

Yxilon : a client-server based statistical environment

Härdle, Wolfgang (contributor); Klinke, Sigbert (contributor) - 2007

Along with many others, we agree that a modern education in statistics needs to incorporate the practical analysis of real datasets, which are usually more complex than the common examples found in standard textbooks. The software used in the teaching of statistics includes standard spreadsheet...

Persistent link: https://www.econbiz.de/10003633982

Statistics of financial markets : exercises and solutions

Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003929526

Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003557320

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026

Statistics of financial markets : exercises and solutions

Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2013 - 2. ed.

Persistent link: https://www.econbiz.de/10009693434

Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2015 - 4. ed.

Persistent link: https://www.econbiz.de/10010485660

A bootstrap test for single index models

Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000

Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function. The bootstrap is used with the aim to...

Persistent link: https://www.econbiz.de/10009583431

Handbook of data visualization : with 50 tables

Chen, Chun-houh (ed.); Härdle, Wolfgang (contributor); … - 2008

Persistent link: https://www.econbiz.de/10009613078

Statistical tools for finance and insurance

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005

-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial … Theory.- Diffusion Approximation in Risk Theory …

Persistent link: https://www.econbiz.de/10002123307

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