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Statistics of financial markets : exercises and solutions
Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003929526
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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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Handbook of computational finance
Duan, Jin-Chuan (ed.); Härdle, Wolfgang (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009380841
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Support Vector Machines - Eine neue Methode zum Rating von Unternehmen
Härdle, Wolfgang; Moro, Rouslan; Schäfer, Dorothea - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 71 (2004) 49, pp. 759-765
Persistent link: https://www.econbiz.de/10002452475
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Exploring credit data
Müller, Marlene; Härdle, Wolfgang - 2002
technique is based on the theory generalized partial linear models. We illustrate the advantages of this approach using a …
Persistent link: https://www.econbiz.de/10009627282
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Nonparametric Risk Management with Generalized Hyperbolic Distributions
Ying, Cheng; Härdle, Wolfgang; Seok-Oh, Jeong - Center for Applied Statistics and Economics <Berlin> - 2005
In this paper we propose the GHADA risk management model that is based on the generalizedhyperbolic (GH) distribution and on a nonparametric adaptive methodology. Comparedto the normal distribution...
Persistent link: https://www.econbiz.de/10005854702
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Applied nonparametric methods
Härdle, Wolfgang; Linton, Oliver - 1994
Persistent link: https://www.econbiz.de/10000147122
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Testing parametric versus semiparametric modelling in generalized linear models
Härdle, Wolfgang; Mammen, Enno; Müller, Marlene - 1996
Persistent link: https://www.econbiz.de/10000933986
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Applied nonparametric methods
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000831909