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A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang - In: Econometric theory 8 (1992) 2, pp. 276-290
Persistent link: https://www.econbiz.de/10001128732
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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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Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang; Kim, Woocheol; Tripathi, Gautam - In: Economics essays : a Festschrift for Werner Hildenbrand, (pp. 159-179). 2001
Persistent link: https://www.econbiz.de/10001597520
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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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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
Persistent link: https://www.econbiz.de/10001555314
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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001
Persistent link: https://www.econbiz.de/10001606200
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
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On adaptive smoothing in partial linear models
Golubev, G.; Härdle, Wolfgang - 2001
Persistent link: https://www.econbiz.de/10001613562
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Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001613868
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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