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Applied nonparametric methods

Härdle, Wolfgang - 1992

Persistent link: https://www.econbiz.de/10013452753

A bootstrap test for single index models

Härdle, Wolfgang - 1993

Persistent link: https://www.econbiz.de/10013452784

Applied multivariate statistical analysis

Härdle, Wolfgang; Simar, Léopold - 2015 - Fourth Edition

Persistent link: https://www.econbiz.de/10014009249

An AI approach to measuring financial risk

Yu, Lining; Härdle, Wolfgang; Borke, Lukas; Benschop, Thijs - In: The Singapore economic review 68 (2023) 5, pp. 1529-1549

Persistent link: https://www.econbiz.de/10014436192

Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Persistent link: https://www.econbiz.de/10013523096

Financial Risk Meter for emerging markets

Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang - In: Research in international business and finance 60 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013411139

Einführung in die Statistik der Finanzmärkte

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M.; … - 2001

Persistent link: https://www.econbiz.de/10001723367

Einführung in die Statistik der Finanzmärkte

Franke, Jürgen; Härdle, Wolfgang - 2004 - 2. Aufl.

Persistent link: https://www.econbiz.de/10001786475

VAR Modeling for Dynamic Loadings Driving Volatility Strings

Brüggemann, Ralf; Härdle, Wolfgang; Mungo, Julius; … - 2008

The implied volatility of an option as a function of strike price and time to maturity forms a volatility surface. Traders price according to the dynamics of this high dimensional surface. Recent developments that employ semiparametric models approximate the implied volatility surface (IVS) in a...

Persistent link: https://www.econbiz.de/10009471706

VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings

Brüggemann, Ralf; Härdle, Wolfgang; Mungo, Julius; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

The implied volatility of a European option as a function of strike price and time to maturity forms a volatility surface. Traders price according to the dynamics of this high dimensional surface. Recent developments that employ semiparametric models approximate the implied volatility surface...

Persistent link: https://www.econbiz.de/10005677917