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Bandwith choice for average derivative estimation

Härdle, Wolfgang (contributor) - 1991

Persistent link: https://www.econbiz.de/10013452742

Better bootstrap confidence intervals for regression curve estimation

Härdle, Wolfgang - 1991

Persistent link: https://www.econbiz.de/10013452747

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

SONIC: SOcial Network analysis with Influencers and Communities

Chen, Yi-Hsuan; Härdle, Wolfgang; Klochkov, Yegor - In: Journal of econometrics 228 (2022) 2, pp. 177-220

Persistent link: https://www.econbiz.de/10013441744

Media-expressed tone, option characteristics, and stock return predictability

Chen, Yi-Hsuan; Fengler, Matthias; Härdle, Wolfgang; … - In: Journal of economic dynamics & control 134 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013384809

FRM Financial Risk Meter

Althof, Michael - 2022

Persistent link: https://www.econbiz.de/10013390868

Forecast-Based Pricing of Weather Derivatives

Härdle, Wolfgang Karl; Cabrera, Brenda López; Ritter, … - In: The Oxford handbook of the macroeconomics of global warming. 2015

Persistent link: https://www.econbiz.de/10013476573

Pricing Kernels and risk Premia implied in bitcoin options

Winkel, Julian; Härdle, Wolfgang - In: Risks : open access journal 11 (2023) 5, pp. 1-18

Bitcoin Pricing Kernels (PKs) are estimated using a novel data set from Deribit, the leading Bitcoin options exchange. The PKs, as the ratio between risk-neutral and physical density, dynamically reflect the change in investor preferences. Thus, the PKs improve the understanding of investor...

Persistent link: https://www.econbiz.de/10014332072

Data-driven support for policy and decision-making in university research management : a case study from Germany

Zharova, Alona; Härdle, Wolfgang; Lessmann, Stefan - In: European journal of operational research : EJOR 308 (2023) 1, pp. 353-368

Persistent link: https://www.econbiz.de/10014283049