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Forecasting the term structure of variance swaps

Detlefsen, Kai; Härdle, Wolfgang - 2006

SFB 649 Discussion Paper 2006-052 Forecasting the Term Structure of Variance Swaps Kai Detlefsen* Wolfgang Härdle* * Center for Applied Statistics and Economics (C.A.S.E.), School of Business and Economics, Humboldt-Universität zu Berlin, Germany This...

Persistent link: https://www.econbiz.de/10004875320

On the difficulty to design Arabic e-learning system in statistics

Ahmad, Taleb; Härdle, Wolfgang; Mungo, Julius - 2006

SFB 649 Discussion Paper 2006-062 On the Difficulty to Design Arabic E-learning System in Statistics Taleb Ahmad* Wolfgang Härdle* Julius Mungo* * Department of Statistics, Humboldt-Universität zu Berlin, Germany This research was supported by the...

Persistent link: https://www.econbiz.de/10004875353

Estimation of default probabilities with support vector machines

Chen, Shiyi; Härdle, Wolfgang; Moro, Rouslan A. - 2006

Persistent link: https://www.econbiz.de/10004875454

Empirical pricing kernels and investor preferences

Detlefsen, Kai; Härdle, Wolfgang; Moro, Rouslan A. - 2007

Persistent link: https://www.econbiz.de/10004883325

Computational statistics and data visualization

Unwin, Antony; Chen, Chun-houh; Härdle, Wolfgang - 2007

Persistent link: https://www.econbiz.de/10004883334

Long memory persistence in the factor of implied volatility dynamics

Härdle, Wolfgang; Mungo, Julius - 2007

Persistent link: https://www.econbiz.de/10004890687

Statistics of risk aversion

Giacomini, Enzo; Härdle, Wolfgang - 2007

Persistent link: https://www.econbiz.de/10004890690

A generalized ARFIMA process with Markov-switching fractional differencing parameter

Tsay, Wen-Jen; Härdle, Wolfgang - 2007

Persistent link: https://www.econbiz.de/10004890730

From animal baits to investors' preference : estimating and demixing of the weight function in semiparametric models for biased samples

Ritov, Ya'acov; Härdle, Wolfgang - 2007

Persistent link: https://www.econbiz.de/10004890733

Using wiki to build an e-learning system in statistics in Arabic language

Ahmad, Taleb; Härdle, Wolfgang; Klinke, Sigbert - 2007

Persistent link: https://www.econbiz.de/10004890735

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