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Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang - 2004 - 2. Aufl.
Persistent link: https://www.econbiz.de/10001786475
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Applied multivariate statistical analysis
Härdle, Wolfgang; Simar, Léopold - 2015 - Fourth Edition
Persistent link: https://www.econbiz.de/10014009249
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Estimating probabilities of default with support vector machines
Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2007
/JEF CorporateCreditRisk.pdf. Gale, D., Kuhn, H. W., Tucker, A. W., 1951. Linear Programming and the Theory of Games, in Activity Analysis of … 1, 249–276. Mercer, J., 1909. Functions of positive and negative type and their connection 20 with the theory of … estimating regression. Theory of Probability and its Applications 10, 186–190. Ohlson, J., Spring 1980. Financial ratios and the …
Persistent link: https://www.econbiz.de/10004899821
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - 2009
We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor loadings are assumed to follow multivariate dynamics and are...
Persistent link: https://www.econbiz.de/10004956492
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Generalized single-index models : the EFM approach
Cui, Xia; Härdle, Wolfgang; Zhu, Lixing - 2009
Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...
Persistent link: https://www.econbiz.de/10004545747
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Local quantile regression
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Wang, Weining - 2010
Persistent link: https://www.econbiz.de/10008968424
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Statistics of financial markets : an introduction
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2004
Persistent link: https://www.econbiz.de/10002071301
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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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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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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