Wolfgang Härdle

Q: What Schools Are Affiliated With Wolfgang Härdle

Wolfgang Härdle is affiliated with the following schools: University of Bonn, Heidelberg University, National Yang Ming Chiao Tung University, University of Mannheim, Humboldt University of Berlin, Xiamen University, Charles University, National University of Singapore, Hebrew University of Jerusalem, Singapore Management University

Wolfgang Härdle's AcademicInfluence.com Rankings

Wolfgang Härdle

Mathematics

#3388

World Rank

#5010

Historical Rank

Statistics

#174

World Rank

#223

Historical Rank

mathematics Degrees

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Mathematics

Wolfgang Härdle's Degrees

PhD Mathematics University of Bonn

Why Is Wolfgang Härdle Influential?

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According to Wikipedia, Wolfgang Karl Härdle is a German statistician and University Professor at the Faculty of Economics of the Humboldt University of Berlin. Education and career Härdle was born as the son of a master glazier and a post office employee and grew up in Gaggenau, where he graduated from the Goethe Gymnasium in 1972. According to his own genealogical research, he is a distant descendant of the mathematician and physicist Carl Friedrich Gauss.

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Wolfgang Härdle's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Applied Nonparametric Regression (1991) (1579)
Comparing Nonparametric Versus Parametric Regression Fits (1993) (1234)
Applied Multivariate Statistical Analysis (2003) (794)
Optimal Smoothing in Single-index Models (1993) (727)
Partially Linear Models (2000) (679)
Wavelets, approximation, and statistical applications (1998) (460)
Optimal Bandwidth Selection in Nonparametric Regression Function Estimation (1985) (451)
Applied Multivariate Statistical Analysis: third edition (2006) (434)
How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum (1988) (421)
Nonparametric and Semiparametric Models (2004) (413)
Copula Theory and Its Applications (2010) (401)
Nonparametric Curve Estimation from Time Series (1989) (397)
Statistical Tools for Finance and Insurance (2003) (388)
Bootstrap Methods for Time Series (2003) (340)
Computer Intensive Methods in Statistics (1994) (339)
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION (1991) (338)
Smoothing Techniques: With Implementation in S (1991) (335)
Estimation in a semiparametric partially linear errors-in-variables model (1999) (332)
Investigating Smooth Multiple Regression by the Method of Average Derivatives (2015) (308)
APPLIED NONPARAMETRIC METHODS (1992) (293)
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (2007) (276)
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates dpsfb950075.ps.tar = Enno MAMMEN J.S. MARRON: Mass Recentered Kernel Smoothers (1996) (250)
Local polynomial estimators of the volatility function in nonparametric autoregression (1997) (247)
Semi-parametric estimation of partially linear single-index models (2006) (241)
Semiparametric Regression Analysis With Missing Response at Random (2003) (235)
Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands (1988) (229)
Direct estimation of low-dimensional components in additive models (1998) (227)
On Bootstrapping Kernel Spectral Estimates (1992) (224)
Semiparametric Comparison of Regression Curves (1990) (219)
Common Functional Principal Components (2006) (211)
TENET: Tail-Event Driven NETwork Risk (2015) (206)
Kernel regression smoothing of time series (1992) (200)
Strong Uniform Convergence Rates in Robust Nonparametric Time Series Analysis and Prediction: Kernel (1986) (196)
On the use of nonparametric regression for model checking (1989) (190)
A Review of Nonparametric Time Series Analysis (1997) (180)
Handbook of computational statistics : concepts and methods (2004) (165)
Estimation of additive regression models with known links (1996) (151)
Testing a Parametric Model Against a Semiparametric Alternative (1994) (141)
The Dynamics of Implied Volatilities: A Common Principal Components Approach (2003) (139)
Applied Nonparametric Regression: The kernel method (1990) (139)
Robust and Nonlinear Time Series Analysis (1984) (138)
Semiparametric analysis of German East-West migration intentions: Facts and theory (1998) (136)
Asymptotic maximal deviation of M-smoothers (1989) (134)
Testing Parametric Versus Semiparametric Modelling in Generalized Linear Models (1996) (134)
Strong uniform consistency rates for estimators of conditional functionals (1988) (130)
Statistics of Financial Markets: An Introduction (2004) (120)
Statistical Theory and Computational Aspects of Smoothing (1996) (117)
Regression smoothing parameters that are not far from their optimum (1992) (115)
Empirical evidence on the law of demand (1991) (115)
Nonparametric Vector Autoregression (1998) (113)
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS (2004) (111)
Random approximations to some measures of accuracy in nonparametric curve estimation (1986) (109)
A semiparametric factor model for implied volatility surface dynamics (2006) (106)
Time Series Modelling With Semiparametric Factor Dynamics (2007) (105)
Nonparametric state price density estimation using constrained least squares and the bootstrap (2006) (105)
Difference Based Ridge and Liu Type Estimators in Semiparametric Regression Models (2011) (104)
Inhomogeneous Dependence Modeling with Time-Varying Copulae (2009) (103)
A note on prediction via estimation of the conditional mode function (1986) (102)
Statistics of Financial Markets (2008) (97)
An empirical likelihood goodness‐of‐fit test for time series (2003) (95)
Bandwidth Choice for Average Derivative Estimation (1992) (94)
Robust Non-parametric Function Fitting (1984) (92)
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market (1995) (89)
XploRe Learning Guide (1999) (87)
Efficient estimation in conditional single-index regression (2003) (87)
Oracally Efficient Two-Step Estimation of Generalized Additive Model (2011) (86)
Estimation of non-sharp support boundaries (1995) (85)
Smoothing by weighted averaging of rounded points (1990) (84)
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies (2009) (82)
Robust regression function estimation (1984) (82)
Calibrating Cat Bonds for Mexican Earthquakes (2007) (80)
Convenience Yields for Co2 Emission Allowance Futures Contracts (2006) (79)
The Implied Market Price of Weather Risk (2012) (75)
Nonparametric Risk Management With Generalized Hyperbolic Distributions (2005) (73)
Discrete time option pricing with flexible volatility estimation (2000) (72)
Multivariate and Semiparametric Kernel Regression (1997) (70)
Localized Realized Volatility Modeling (2010) (70)
Uniform Consistency of a Class of Regression Function Estimators (1984) (69)
Understanding Cryptocurrencies* (2020) (67)
Integration and backfitting methods in additive models-finite sample properties and comparison (1999) (66)
Copulae in Mathematical and Quantitative Finance (2013) (65)
How sensitive are average derivatives (1993) (65)
On the appropriateness of inappropriate VaR models (2006) (64)
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity (2011) (63)
Calibration Risk for Exotic Options (2006) (63)
XploRe: An Interactive Statistical Computing Environment (1995) (61)
Quantile Regression in Risk Calibration (2012) (61)
Forecasting volatility with support vector machine-based GARCH model (2009) (61)
Local Quantile Regression (2010) (60)
Localising Temperature Risk (2010) (58)
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling (2008) (57)
A Confidence Corridor for Sparse Longitudinal Data Curves (2011) (55)
A generalized ARFIMA process with Markov-switching fractional differencing parameter (2007) (55)
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration (2005) (54)
Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach (2018) (54)
Composite Quantile Regression for the Single-Index Model (2013) (52)
Distillation of News Flow Into Analysis of Stock Reactions (2015) (51)
Iterated bootstrap with applications to frontier models (1995) (51)
Modeling default risk with support vector machines (2011) (50)
Mean Volatility Regressions (2011) (49)
A Confidence Corridor for Expectile Functions (2011) (49)
Improving crime count forecasts using Twitter and taxi data (2018) (48)
Does male age affect the risk of spontaneous abortion? An approach using semiparametric regression. (2003) (48)
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data (2014) (48)
An analysis of transformations for additive nonparametric regression (1997) (48)
CONFIDENCE BANDS IN QUANTILE REGRESSION (2009) (47)
On extracting information implied in options (2007) (47)
Predicting Bankruptcy with Support Vector Machines (2005) (47)
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics (2009) (46)
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies (2020) (46)
Portfolio value at risk based on independent component analysis (2007) (45)
Wavelets and Approximation (1998) (45)
Common factors governing VDAX movements and the maximum loss (2002) (44)
Adaptive Pointwise Estimation in Time-Inhomogeneous Conditional Heteroscedasticity Models (2009) (44)
Derivative Estimation and Testing in Generalized Additive Models (2003) (44)
XploRe® - Application Guide (2000) (44)
Tail Event Driven Networks of SIFIs (2017) (42)
Local Adaptive Multiplicative Error Models for High- Frequency Forecasts (2012) (42)
Measuring Risk in Complex Stochastic Systems (2000) (41)
How Computational Statistics Became the Backbone of Modern Data Science (2011) (41)
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics (2005) (40)
Uniform Confidence Bands for Pricing Kernels (2010) (40)
Dynamic Topic Modelling for Cryptocurrency Community Forums (2016) (40)
A First Econometric Analysis of the CRIX Family (2016) (40)
A simultaneous confidence corridor for varying coefficient regression with sparse functional data (2014) (39)
Nonparametric Estimation of Additive Separable Regression Models (1996) (39)
Dynamics of State Price Densities (2005) (39)
Single-Index-Based CoVaR With Very High-Dimensional Covariates (2018) (38)
The Dynamics of Hourly Electricity Prices (2010) (38)
Structural Tests in Additive Regression (2001) (38)
GHICA -- Risk analysis with GH distributions and independent components (2010) (37)
Forecasting Corporate Distress in the Asian and Pacific Region (2011) (37)
Forex exchange rate forecasting using deep recurrent neural networks (2020) (37)
Cross Section Engel Curves over Time (1991) (37)
CRIX an Index for Blockchain Based Currencies (2016) (37)
LASSO-Driven Inference in Time and Space (2018) (37)
Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression (1985) (36)
Optimal Median Smoothing (1995) (36)
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY (2002) (36)
Fast and simple scatterplot smoothing (1995) (36)
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient (1999) (36)
Principal Component Analysis in an Asymmetric Norm (2014) (36)
On the backfitting algorithm for additive regression models (1993) (36)
Bayesian Networks and Sex-Related Homicides (2011) (35)
Robust Smoothing Applied to White Noise and Single Outlier Contaminated Raman Spectra (1984) (33)
Bootstrap methods in nonparametric regression (1991) (33)
Yield curve modeling and forecasting using semiparametric factor dynamics (2012) (33)
Support Vector Machines with Evolutionary Feature Selection for Default Prediction (2012) (33)
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics (2018) (32)
Foreign Exchange Rates Have Surprising Volatility (1996) (32)
Testing monotonicity of pricing kernels (2008) (32)
Handbook of Computational Finance (2012) (32)
Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 (2010) (32)
Nonparametric Estimation of Risk-Neutral Densities (2010) (32)
Empirical Pricing Kernels and Investor Preferences (2007) (31)
FFT-based Option Pricing (2005) (31)
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China (2014) (31)
Implied Volatility String Dynamics (2003) (31)
Exotic Options (2019) (30)
CRIX or Evaluating Blockchain Based Currencies (2015) (30)
Copula dynamics in CDOs (2012) (30)
Forecast Based Pricing of Weather Derivatives (2012) (29)
HMM in Dynamic HAC Models (2012) (29)
On the inconsistency of bootstrap distribution estimators (1993) (28)
Semiparametric Single Index Versus Fixed Link Function Modelling (1997) (28)
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies (2020) (28)
SOME THEORY ON M‐SMOOTHING OF TIME SERIES (1986) (28)
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* (2020) (28)
Learning Machines Supporting Bankruptcy Prediction (2010) (28)
Statistical Tools for Finance and Insurance (2nd edition) (2011) (27)
Computational Statistics (Journal) (2012) (27)
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study (2014) (27)
Handbook of Big Data Analytics (2018) (27)
Estimating Probabilities of Default with Support Vector Machines (2007) (26)
Testing a Regression Model When We Have Smooth Alternatives in Mind (1999) (26)
Transactions that did not happen and their influence on prices (2005) (26)
Robust Estimation of Dimension Reduction Space (2005) (26)
Antisocial Online Behavior Detection Using Deep Learning (2019) (26)
Partial Linear Quantile Regression and Bootstrap Confidence Bands (2009) (25)
Nonparametric Estimation in a Stochastic Volatility Model (1998) (25)
A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators (1984) (25)
Simultaneous confidence bands for expectile functions (2012) (24)
Value-at-Risk Calculations with Time Varying Copulae (2005) (24)
Canonical Correlation Analysis (2019) (24)
Pricing of Asian Temperature Risk (2009) (24)
Resistant Smoothing Using the Fast Fourier Transform (1987) (24)
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS (2014) (24)
Shape Invariant Modeling of Pricing Kernels and Risk Aversion (2013) (24)
Bootstrap confidence bands and partial linear quantile regression (2012) (24)
Search for significant variables in nonparametric additive regression (1996) (24)
Valuation of collateralized debt obligations with hierarchical Archimedean copulae (2013) (24)
VCRIX - A Volatility Index for Crypto-Currencies (2019) (24)
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (2016) (23)
Value-at-Risk and Expected Shortfall When There Is Long Range Dependence (2008) (23)
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns (2008) (23)
Functional Data Analysis of Generalized Quantile Regressions (2013) (23)
Variable Selection in Cox Regression Models with Varying Coefficients (2012) (23)
Functional data analysis of generalized regression quantiles (2015) (22)
Pricing Chinese Rain: A Multi-site Multi-Period Equilibrium Pricing Model for Rainfall Derivatives (2011) (22)
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (2014) (22)
Statistical methods for biostatistics and related fields (2007) (22)
Large sample theory of the estimation of the error distribution for a semiparametric model (1997) (21)
Bootstrap approximation in a partially linear regression model (2000) (21)
Single Index Models (2004) (21)
Understanding Cryptocurrencies (2019) (20)
Pricing Cryptocurrency options: the case of CRIX and Bitcoin (2018) (20)
TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data (2011) (20)
Applied Nonparametric Regression: Introduction (1990) (20)
Nonparametric Density Estimation (2004) (20)
EEG-responsiveness to eye opening and closing in mildly retarded children compared to a control group (1984) (19)
VAR Modeling for Dynamic Loadings Driving Volatility Strings (2008) (19)
Additive Nonparametric Regression on Principal Components (1995) (19)
Nonparametric sequential estimation of zeros and extrema of regression functions (1987) (19)
A note on jackknifing kernel regression function estimators (1986) (19)
GitHub API based QuantNet Mining infrastructure in R (2017) (19)
A Bootstrap Test for Positive Definiteness of Income Effect Matrices (1992) (18)
Better Bootstrap Confidence Intervals for Regression Curve Estimation (1995) (18)
A bootstrap test for single index models (2000) (18)
Inhomogeneous Dependency Modelling with Time Varying Copulae (2006) (17)
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models (2007) (17)
Implied Market Price of Weather Risk (2009) (17)
Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth (1987) (17)
On the Utility of E‐Learning in Statistics (2007) (17)
Risk Patterns and Correlated Brain Activities (2011) (17)
A Microeconomic Explanation of the EPK Paradox (2009) (17)
Forecasting in Blockchain-based Local Energy Markets (2019) (16)
Graphical Data Representation in Bankruptcy Analysis (2006) (16)
Time Varying Hierarchical Archimedean Copulae (2010) (16)
An introduction to simulation of risk processes (2003) (16)
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle (2017) (16)
Estimation and Variable Selection in Additive Nonparametric Regression Models (1995) (16)
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts: LOCAL ADAPTIVE MULTIPLICATIVE ERROR MODELS (2015) (16)
Pricing Cryptocurrency Options: The Case of Bitcoin and CRIX (2019) (15)
E-Learning Statistics - A Selective Review (2006) (15)
Localizing Multivariate CAViaR (2019) (15)
Simulation of risk processes (2006) (15)
Nonparametric and semiparametric approaches to discrete response analysis (1993) (15)
The Analysis of Implied Volatilities (2002) (15)
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts (2019) (15)
Econometric Analysis of a Cryptocurrency Index for Portfolio Investment (2018) (15)
Dynamic semiparametric factor models in risk neutral density estimation (2009) (15)
Estimation of Default Probabilities with Support Vector Machines (2006) (15)
Adaptive Interest Rate Modelling (2010) (14)
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model (2000) (14)
Dynamic structured copula models (2013) (14)
Volatility Investing with Variance Swaps (2010) (14)
Testing for increasing weather risk (2013) (14)
Estimating Low Sampling Frequency Risk Measure by High-Frequency Data (2019) (14)
Web Quantlets for Time Series Analysis (2001) (14)
XploRe-The Statistical Computing Environment (1999) (14)
Recursive Portfolio Selection with Decision Trees (2008) (14)
Large sample theory in a semiparametric partially linear errors-in-variables models (1997) (14)
Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk (2015) (13)
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model (2010) (13)
Rating Companies with Support Vector Machines (2004) (13)
The Influence of Oil Price Shocks on China's Macroeconomy: A Perspective of International Trade (2014) (13)
A New Generation of a Statistical Computing Environment on the Net (1996) (13)
Nonparametric approaches to generalized linear models (1992) (13)
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator (2009) (13)
An Extended Single-index Model with Missing Response at Random (2016) (12)
Constrained Kelly Portfolios Under Alpha-Stable Laws (2019) (12)
Common factors in credit defaults swap markets (2015) (12)
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (2015) (12)
Portfolio Decisions and Brain Reactions via the CEAD method (2015) (12)
Symmetrized Nearest Neighbor Regression Estimates. (1989) (12)
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual (2015) (12)
Localized Realized Volatility Modelling (2009) (12)
Theory of Estimation (2019) (12)
Forecasting the Term Structure of Variance Swaps (2006) (11)
Statistics of Financial Markets: Exercises and Solutions (2010) (11)
Cooling Measures and Housing Wealth: Evidence from Singapore (2019) (11)
VCRIX — A volatility index for crypto-currencies (2021) (11)
Better Bootstrap Confidence Intervals for Curve Estimation (1994) (11)
Exploring credit data (2002) (11)
EXPLORATORY FACTOR ANALYSIS IN MPLUS, R AND SPSS (2010) (11)
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series (1996) (11)
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?: Rejoinder (1988) (11)
Non) linear regression modelling (2012) (11)
The Art of Semiparametrics (2006) (11)
Implied basket correlation dynamics (2014) (11)
Time Dependent Relative Risk Aversion (2006) (11)
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models (1997) (11)
Nonparametric Time Series Analysis, a selectiv review with examples (1995) (11)
Method of Average Derivatives (1989) (11)
Long Memory Persistence in the Factor of Implied Volatility Dynamics (2007) (10)
Measuring and Modeling Risk Using High-Frequency Data (2008) (10)
Dynamic Semiparametric Factor Models in Pricing Kernels Estimation (2008) (10)
Applied Quantitative Finance: Theory and Computational Tools (2013) (10)
Bootstrap confidence bands (1990) (10)
Basic Concepts of Probability Theory (2019) (10)
On adaptive smoothing in partial linear models (2001) (10)
How to determine the bandwidth of some nonlinear smoothers in practice (1984) (10)
Applied Nonparametric Regression: Smoothing techniques (1990) (10)
The Default Risk of Firms Examined with Smooth Support Vector Machines (2007) (10)
Embedded Predictor Selection for Default Risk Calculation: A Southeast Asian Industry Study (2014) (10)
Semiparametric additive indices for binary response and generalized additive models (1998) (10)
Common Functional Implied Volatility Analysis (2005) (10)
Reference Dependent Preferences and the EPK Puzzle (2013) (9)
E-learning, e-teaching of statistics: A new challenge (2003) (9)
Shape Invariant Modelling Pricing Kernels and Risk Aversion (2009) (9)
Factorisable Sparse Tail Event Curves (2015) (9)
Confidence Corridors for Multivariate Generalized Quantile Regression (2014) (9)
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets (2015) (9)
Copula-based factor model for credit risk analysis (2015) (9)
Stochastic Population Analysis: A Functional Data Approach (2015) (9)
Dynamic semi-parametric factor model for functional expectiles (2017) (9)
Time Varying Quantile Lasso (2016) (9)
On Saving, Updating and Dynamic Programming -An Experimental Analysis- (1997) (9)
Semiparametric diffusion estimation and application to a stock market index (2008) (9)
Generalized Dynamic Semi�?Parametric Factor Models for High�?Dimensional Non�?Stationary Time Series (2014) (9)
Independent Component Analysis Via Copula Techniques (2007) (9)
Efficient Estimation in Single-Index Regression (1997) (9)
Stochastic Population Forecast for Germany and Its Consequence for the German Pension System (2009) (8)
Testing a Parametric Model against a Semiparametric Model (1994) (8)
Skewness and Kurtosis Trades (2004) (8)
Backtesting beyond VaR (2000) (8)
Estimation of Additive Regression Models with Links (1995) (8)
Media-Expressed Tone, Option Characteristics, and Stock Return Predictability (2019) (8)
An AI approach to measuring financial risk (2017) (8)
Nonparametric Productivity Analysis (2005) (8)
LCARE - Localizing Conditional Autoregressive Expectiles (2015) (8)
Spatial Functional Principal Component Analysis with Applications to Brain Image Data (2017) (8)
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data (2014) (8)
Dynamic Network Perspective of Cryptocurrencies (2019) (8)
Generalized Single-Index Models: The EFM Approach (2009) (8)
Increasing Weather Risk: Fact or Fiction? (2011) (7)
Financial Risk Meter for Emerging Markets (2021) (7)
Localizing Temperature Risk (2016) (7)
Introduction: Definitions and Concepts (2019) (7)
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings (2006) (7)
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models (2002) (7)
Dynamic Nonparametric State Price Density Estimation (2001) (7)
Using wiki to build an e-learning system in statistics in the Arabic language (2013) (7)
A Semiparametric Factor Model for CDO Surfaces Dynamics (2014) (7)
FRM: A Financial Risk Meter Based on Penalizing Tail Events Occurrence (2017) (7)
A Time-Varying Network for Cryptocurrencies (2018) (7)
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data with Application to Risk Patterns (2011) (7)
Partially Linear Time Series Models (2000) (6)
Semiparametric Regression Analysis Under Imputation for Missing Response Data (2003) (6)
Functional Principal Component Analysis for Derivatives of Multivariate Curves (2016) (6)
Semiparametric Analysis of German East-West Migration Intentions (1997) (6)
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function (2020) (6)
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (2017) (6)
An Extended Single‐index Model with Missing Response at Random (2016) (6)
State Price Densities Implied from Weather Derivatives (2013) (6)
Blockchain Mechanism and Distributional Characteristics of Cryptos (2020) (6)
On the Difficulty to Design Arabic E-Learning System in Statistics (2006) (6)
CDO Pricing with Copulae (2009) (6)
Calibration Design of Implied Volatility Surfaces (2006) (6)
The three dimensions of multimedia teaching of statistics (1999) (6)
Change Point and Trend Analyses of Annual Expectile Curves of Tropical Storms (2015) (6)
An effective selection of regression variables when the error distribution is incorrectly specified (1987) (6)
Time Series Data Mining Methods : A Review (2015) (6)
Exploratory Graphics of a Financial Dataset (2006) (6)
Portfolio Value at Risk Based on Independent Components Analysis (2005) (6)
Connected Teaching of Statistics (1999) (6)
Investing with cryptocurrencies (2017) (6)
Q3-D3-LSA: D3.js and Generalized Vector Space Models for Statistical Computing (2018) (5)
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (2019) (5)
Colour harmonization in car manufacturing processes (2006) (5)
Modeling Dependencies in Finance Using Copulae (2008) (5)
Conjoint Measurement Analysis (2015) (5)
Semiparametric and Generalized Regression Models (2004) (5)
Robertson, T., WrighT, F.T. and R.L. Dykstra: Order restricted statistical inference (1989) (5)
A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies (2018) (5)
From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples (2007) (5)
Computational Statistics and Data Visualization (2007) (5)
The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence (2020) (5)
Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10-11 July 2012 (2013) (5)
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics (2017) (5)
Downside Risk and Stock Returns: An Empirical Analysis of the Long-Run and Short-Run Dynamics from the G-7 Countries (2016) (5)
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics (2009) (5)
Basic Elements of Computational Statistics (2017) (5)
Bayesian networks for sex-related homicides: structure learning and prediction (2013) (5)
How many terms should be added into an additive model (1990) (5)
Smoothed L-Estimation of Regression Function (2006) (5)
Estimation in an additive model when the parameters are linked parametrically (2002) (4)
Expectile Treatment Effects: An Efficient Alternative to Compute the Distribution of Treatment Effects (2014) (4)
Tail-Risk Protection: Machine Learning Meets Modern Econometrics (2020) (4)
COMPSTAT : proceedings in computational statistics, 15th symposium held in Berlin, Germany, 2002 (2002) (4)
COPICA—independent component analysis via copula techniques (2015) (4)
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions (2016) (4)
A Statistical Classification of Cryptocurrencies (2020) (4)
Are cryptos becoming alternative assets? (2021) (4)
Is Scientific Performance a Function of Funds (2017) (4)
Surrogate Models for Optimization of Dynamical Systems (2021) (4)
Principal Component Analysis (2015) (4)
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis (2020) (4)
FACTORISABLE MULTITASK QUANTILE REGRESSION (2015) (4)
Computerassisted Semiparametric Generalized Linear Models (1997) (4)
Multivariate factorizable expectile regression with application to fMRI data (2018) (4)
K-expectiles clustering (2021) (4)
Textual Sentiment and Sector Specific Reaction (2018) (4)
Bankruptcy Analysis with Support Vector Machines (2006) (4)
A Machine Learning Based Regulatory Risk Index for Cryptocurrencies (2020) (4)
Common factors in credit defaults swap markets (2012) (4)
Adaptive weights clustering of research papers (2017) (4)
How Precise Are Price Distributions Predicted by Implied Binomial Trees (2002) (4)
Modeling Dependencies with Copulae (2009) (4)
Dynamic Credit Default Swaps Curves in a Network Topology (2016) (4)
Principal Components Analysis (2018) (4)
Analysis of Deviance in Generalized Partial Linear Models (2013) (4)
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective (2018) (4)
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS (2017) (4)
Beta-Boosted Ensemble for Big Credit Scoring Data (2016) (4)
Statistical Inference for Generalized Additive Partially Linear Model (2017) (4)
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models (2015) (4)
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (2017) (4)
Dynamic credit default swap curves in a network topology (2019) (4)
Risk Related Brain Regions Detected with 3D Image FPCA (2015) (3)
CDO Surfaces Dynamics (2013) (3)
Copulae and Value at Risk (2015) (3)
Credit Risk Management (2011) (3)
Towards the Interpretation of Time-Varying Regularization Parameters in Streaming Penalized Regression Models (2018) (3)
Kernel Estimation: the Equivalent Spline Smoothing Method (1990) (3)
Variance swap dynamics (2013) (3)
Component analysis for additive models (1997) (3)
FRM Financial Risk Meter for Emerging Markets (2021) (3)
CDO and HAC (2009) (3)
Statistics of Risk Aversion (2007) (3)
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (2016) (3)
The Stochastic Fluctuation of the Quantile Regression Curve (2008) (3)
Default Risk Calculation Based on Predictor Selection for the Southeast Asian Industry (2013) (3)
Kernel Density Estimation (1991) (3)
Simultaneous Inference for the Partially Linear Model with A Multivariate Unknown Function When the Covariates are Measured with Errors (2016) (3)
Internet-based econometric computing (2000) (3)
Nonparametric Estimation of Additive Models with Homogeneous Components (2001) (3)
e-Learning Statistics (2006) (3)
Color Harmonization in Car Manufacturing Process (2006) (3)
The Integration of Credit Default Swap Markets in the Pre and Post-Subprime Crisis in Common Stochastic Trends (2014) (3)
Factorisable Multi-Task Quantile Regression (2016) (3)
Using wiki to build an e-learning system in statistics in the Arabic language (2007) (3)
Time-varying Limit Order Book Networks (2018) (3)
Teaching Wavelets in XploRe (1997) (3)
Modelling industry interdependency dynamics in a network context (2019) (3)
Phenotypic Convergence of Cryptocurrencies (2019) (3)
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay (1996) (3)
Statistics E-Learning Platforms Evaluation: Case Study (2008) (3)
Leveraged ETF Options Implied Volatility Paradox: A Statistical Study (2016) (3)
A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk (2017) (3)
Dynamic Valuation of Weather Derivatives Under Default Risk (2017) (3)
Applications in Finance (2019) (2)
Wavelet thresholding and adaptation (1998) (2)
Working with the XQC (2005) (2)
Industry Interdependency Dynamics in a Network Context (2017) (2)
Pricing wind power futures (2021) (2)
Textual Sentiment, Option Characteristics, and Stock Return Predictability (2018) (2)
On adaptive estimation in partial linear models (2000) (2)
QuantNet – a Database-Driven Online Repository of Scientific Information (2007) (2)
Understanding Smart Contracts: Hype or Hope? (2021) (2)
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models (2019) (2)
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws (2020) (2)
SONIC: SOcial Network with Influencers and Communities (2019) (2)
TERES - Tail Event Risk Expectile Based Shortfall (2015) (2)
Computationally Intensive Techniques (2012) (2)
An adaptive estimation of dimension reduction space - Discussion on the paper by Xia, Tong, Li and Zhu (2002) (2)
Testing increasing dispersion (1995) (2)
Neural Networks and Deep Learning (2019) (2)
Exchange Rates Have Surprising Volatility (1996) (2)
Hedging cryptocurrency options (2021) (2)
SONIC: SOcial Network analysis with Influencers and Communities (2021) (2)
An Introduction to the Bootstrap - B. Elfron; R. J. Tibshirani. (1995) (2)
An Empirical Likelihood Goodness-of-Fit Test for Diffusions (2002) (2)
Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk (2020) (2)
Nonparametric Time Series Model Selection (1996) (2)
Smooth Principal Component Analysis for High Dimensional Data (2017) (2)
Yxilon – a Client/Server Based Statistical Environment (2007) (2)
Service Data Analytics and Business Intelligence (2020) (2)
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models (1997) (2)
Pricing Chinese rain (2011) (2)
Penalized Adaptive Forecasting With Large Information Sets and Structural Changes (2018) (2)
A Data-Driven P-Spline Smoother and the P-Spline-Garch Models (2020) (2)
Semi-Parametric Estimation of Elliptical Distribution in Case of High Dimensionality (2012) (2)
Applied Nonparametric Smoothing Techniques (1994) (2)
Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983 (1984) (2)
Generalized Dynamic Semiparametric Factor Models for High Dimensional Nonstationary Time Series ∗ (2013) (2)
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment (2004) (2)
Estimation of NAIRU with Inflation Expectation Data (2014) (2)
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation (2008) (2)
Pricing Kernel Modeling (2015) (2)
Numerics of Implied Binomial Trees (2008) (2)
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models (2014) (2)
How to measure the performance of a Collaborative Research Center (2018) (2)
Asymptotic Normality of Parametric Part in Partial Linear Heteroscedastic Regression Models (1997) (2)
Is Scientific Performance a Function of Funds? (2017) (2)
Risk related brain regions detection and individual risk classification with 3D image FPCA (2018) (2)
Robust locally adaptive nonparametric regression (1990) (2)
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China (2012) (1)
MD*ReX: Linking XploRe to Standard Spreadsheet Applications (2002) (1)
Credit Rating Score Analysis (2016) (1)
and Forecasting using Semiparametric Factor Dynamics (2012) (1)
3. Statistical Models for Biomedical Research (2003) (1)
Data-driven support for policy and decision-making in university research management: A case study from Germany (2022) (1)
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study (2016) (1)
代 DAI Digital Art Index: A robust price index for heterogeneous digital assets (2022) (1)
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security (2003) (1)
Regression Estimation and Time Series Analysis (1989) (1)
How to Measure a Performance of a Collaborative Research Centre (2018) (1)
Pricing Green Financial Products (2017) (1)
Company rating with support vector machines (2017) (1)
Modeling Asset Prices (2010) (1)
Adaptive weights clustering of research papers (2020) (1)
Tail event probability for different distribution functions: A comparison (2017) (1)
E-learning / e-teaching of statistics: Students' and teachers' views (2002) (1)
Bootstrap Partial Linear Quantile Regression and Confidence Bands ∗ (2009) (1)
Data Analytics Driven Controlling: Bridging Statistical Modeling and Managerial Intuition (2020) (1)
Discussion Paper 2015-047 TERES-Tail Event Risk Expectile based Shortfall (2015) (1)
Financial Risk Meter FRM based on Expectiles (2021) (1)
Non-Parametric and Flexible Time Series Estimators (2019) (1)
Generalized single-index models (2009) (1)
Uniform Confidence Bands for Generalized Random Forests (2022) (1)
Nonparametric estimation of additive separable regression (1996) (1)
Robust adaptive estimation of dimension reduction space (2003) (1)
Non-parametric Concepts for Financial Time Series (2004) (1)
Time Series with Stochastic Volatility (2013) (1)
Time Series with Stochastic Volatility (2013) (1)
Symbols and Notations (2019) (1)
Model-driven statistical arbitrage on LETF option markets (2019) (1)
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM (1989) (1)
2005-022 DSFM fitting of Implied Volatility Surfaces (2005) (1)
Fetal cerebral function and intrauterine hypoxia in sheep fetuses (1986) (1)
A simultaneous confidence corridor for varying coefficient regression with sparse functional data (2014) (1)
Statistical estimation using wavelets (1998) (1)
Applied Nonparametric Regression: Choosing the smoothing parameter (1990) (1)
Applied Nonparametric Regression: Nonparametric regression techniques for correlated data (1990) (1)
Tail Event Driven ASset allocation (2015) (1)
Downside riskand stock returns (2016) (1)
Applied Nonparametric Regression: Data sets with outliers (1990) (1)
Regularization Approach for Network Modeling of German Energy Market (2018) (1)
Univariate Statistical Analysis (2017) (1)
TERES: Tail Event Risk Expectile Shortfall (2020) (1)
Statistical theory and computational aspects of smoothing : proceedings of the COMPSTAT '94 Satellite Meeting held in Semmering, Austria, 27-28 August 1994 (1996) (1)
Financial Analytics of Inverse BTC Options in a Stochastic Volatility World (2022) (1)
Stochastic Integrals and Differential Equations (2019) (1)
Rodeo or Ascot: Which Hat to Wear at the Crypto Race? (2021) (1)
ARIMA Time Series Models (2019) (1)
Change point and trend analysesof annual expectile curvesof tropical storms (2015) (1)
ARIMA Time Series Models (2019) (1)
A Mortality Model for Multi-Populations: A Semi-Parametric Approach (2016) (1)
Using R, LaTeX and Wiki for an Arabic E-Learning Platform (2007) (1)
Modelling and Forecasting Liquidity Supply Using (2009) (1)
Flexible Time Series Analysis (2000) (1)
Pricing Chinese Rain: A Multisite Multi-Period Equilibrium Pricing Model for Rainfall Derivatives (2011) (1)
Copula-based factor model for credit risk analysis (2016) (1)
Value at Risk and Backtesting (2019) (1)
PARTIAL LINEAR MODELS WITH HETEROSCEDASTIC VARIANCES (2003) (1)
Integrable E-Lements for Statistics Education (2005) (1)
Multivariate Statistical Analysis (2017) (1)
Financial Calculations on the Net (1997) (1)
Service data analytics and business intelligence 2017 (2020) (1)
Financial Econometrics of Cryptocurrencies (2019) (1)
Corrigendum to "Principal component analysis in an asymmetric norm" [J. Multivariate Anal. 171 (2019) 1-21] (2020) (1)
Stable Distributions (2005) (1)
Factorisable Sparse Tail Event Curves with Expectiles (2016) (1)
The Influence of Oil PriceShocks on China’s Macroeconomy (2014) (1)
Moving to Higher Dimensions (2019) (1)
Assessing and Improving Prediction and Classification, Theory and Algorithms in C++ (2017) (1)
A Data-driven Case-based Reasoning in Bankruptcy Prediction (2022) (1)
Financial Risk Meter based on Expectiles (2021) (1)
Estimation of the Parametric Component (2000) (1)
Bankruptcy Prediction with Support Vector Machines: An Application for German Companies (2010) (1)
MD*Book: A tool for creating interactive documents: Exhibit on the Learntec 2002 (2002) (1)
COMMON FUNCTIONAL PRINCIPAL COMPONENTS 1 (2009) (1)
Understanding Jumps in High Frequency Digital Asset Markets (2021) (1)
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility (2003) (1)
Financial Time Series Models (2013) (0)
Efficient Estimation of Generalized Additive Partially Linear Model (2014) (0)
Shapley Curves: A Smoothing Perspective (2022) (0)
Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics (2023) (0)
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting (2019) (0)
Multivariate Factorisable Sparse Asymmetric Least Squares Regression (2016) (0)
DPLS in XploRe (1999) (0)
The Economic Theory Awards 2012 (2012) (0)
Hedging cryptos with Bitcoin futures (2023) (0)
How Sensitive are Tail-Related Risk Measures in a Contamination Neighbourhood? (2018) (0)
Appendix B: Data (2012) (0)
Theory of the Multinormal (2015) (0)
Cryptocurrency Market , A Bubble ?-A Unit Root Approach (2018) (0)
Flexible stochastic volatility structures for high frequency financial data (1998) (0)
CRIX an Indexfor blockchainbased Currencies (2016) (0)
Credit Risk Management and Credit Derivatives (2019) (0)
Credit Risk Management and Credit Derivatives (2019) (0)
Some Related Theoretic Topics (2000) (0)
Valuing Options with Flexible Volatility Estimators (2004) (0)
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study (2013) (0)
Credit Risk Evaluation using SVM (2016) (0)
Influencers and Communities in Social Networks (2019) (0)
Combinatorics and Discrete Distributions (2017) (0)
An XploRe Tutorial (1995) (0)
R robustified additive nonparametric regression (2002) (0)
Decomposition of Data Matrices by Factors (2019) (0)
Estimation with Measurement Errors (2000) (0)
Models for Interest Rates and Interest Rate Derivatives A Diplomarbeit and Master Thesis presented (2009) (0)
Simultaneous confidence bands for expectile functions (2011) (0)
Decomposition of Data Matrices by Factors (2015) (0)
Models for the Interest Rate and Interest Rate Derivatives (2010) (0)
Interest Rates and Interest Rate Derivatives (2019) (0)
DPLS in XploRe: A PLS approach to dynamic path models (1999) (0)
Compactly supported wavelets (1998) (0)
Appendix A: Symbols and Notations (2012) (0)
SFB 823 Confidence corridors for multivariate generalized quantile regression (2014) (0)
Estimation of NAIRU with In ation Expectation Data (2016) (0)
TEDAS - Tail EventDriven ASsetAllocation (2014) (0)
Copulae: On the Crossroads of Mathematics and Economics (2015) (0)
Paper 2021-003 K-expectiles clustering (0)
Portfolio Decisions and Brain Reactions via the CEAD method (2015) (0)
Parameter Estimation for a Regression Model (2014) (0)
The interplay between statistics and computing in data analysis (1989) (0)
Spectral Risk for Digital Assets (2023) (0)
2009-038 CDO and HAC (2009) (0)
Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions. (2006) (0)
Nonparametric Estimation of Additive Models withHomogeneous Components (2000) (0)
Dynamic semi-parametric factor model for functional expectiles (2019) (0)
Black-Scholes-Optionsmodell (2004) (0)
One-Dimensional Frequency Distributions (2015) (0)
Testing monotonicity of pricing kernels (2014) (0)
Adaptive Order FlowForecasting withMultiplicativeError Models (2014) (0)
Book reviews (1989) (0)
E-Learning / E-Teaching of Statistics (2002) (0)
Forecasting Corporate Distress in the Asian and (2011) (0)
A Mortality Model forMulti-populations (2016) (0)
Portfolio Credit Risk (2010) (0)
On the choice of Kernel regression estimators: a discussion (1991) (0)
Statistics of Extreme Risks (2019) (0)
The Haar basis wavelet system (1998) (0)
PROBLEMS AND SOLUTIONS (1999) (0)
Does hedging with implied volatility factors improve the hedging efficiency of barrier options (2009) (0)
Time-varying Hierarchical Archimedean Copulas Using Adaptively Simulated Critical Values (2016) (0)
Stochastic Processes in Discrete Time (2019) (0)
Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study (2017) (0)
Two-Dimensional Frequency Distribution (2015) (0)
Parameter Estimation for an i.i.d. Model (2014) (0)
Long Memory Time Series (2019) (0)
Some facts from Fourier analysis (1998) (0)
Regression Models (2019) (0)
COPICA—independent component analysis via copula techniques (2014) (0)
Probabilistic Topic Models in Natural Language Processing (2016) (0)
Increasing Weather Risk (2011) (0)
On the Utility of E-Learning in Statistics (2007) (0)
Computational aspects and statistical software implementations (1998) (0)
Variable Selection (2019) (0)
Nonparametric and Semiparametric Modeling and Estimation of Risk-Neutral Densities (2009) (0)
Pricing Kernels and Risk Premia implied in Bitcoin Options (2023) (0)
Volatility Modelling of CO2 Spot Prices (2013) (0)
2013-032 CDO Surfaces Dynamics (2013) (0)
GHICA - Risk Analysis with GH Distributions and Independent Components (2006) (0)
How to measure the performance of a Collaborative Research Center (2018) (0)
How to Select the Smoothing Parameter (1989) (0)
Supplement for “Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection”TEST (2016) (0)
A Short Excursion into Matrix Algebra (2019) (0)
Credit Risk Calibration Based on CDS Spreads (2014) (0)
COMPONENTS IN ADDITIVE MODELS1 (2016) (0)
Quantlets and Quantlibs (2000) (0)
Volatility Risk of Option Portfolios (2019) (0)
Statistics E-learning Platforms Evaluation (2008) (0)
Remarks on sliced inverse regression (1990) (0)
Copulas und Value-at-Risk (2004) (0)
Robust Econometrics (2006) (0)
Nonparametric Estimators for the Probability of Default (2011) (0)
Applied Nonparametric Regression: Appendix 2 (1990) (0)
Academic Ranking Scales in Economics: Prediction and Imputation (2016) (0)
Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders (2022) (0)
Applied Nonparametric Regression: Incorporating parametric components (1990) (0)
2012-001 HMM in dynamic HAC models (2012) (0)
Nonparametric regression ‐ Theory (2014) (0)
SFB 649 Discussion Paper 2016-021 CRIX an Index for blockchain based Currencies (2016) (0)
Exotic Options and Interest Rate Derivatives (2004) (0)
Discussion Paper 2006-001 Calibration Risk for Exotic Options (2006) (0)
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China (2015) (0)
Simultaneous Error Bars (1991) (0)
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China (2014) (0)
Computational Finance: An Introduction (2012) (0)
Applied Nonparametric Regression: Basic idea of smoothing (1990) (0)
Paper 2017-004 Tail event driven networks of SIFIs (2017) (0)
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin (1998) (0)
Book reviews (1990) (0)
Comparison of Batches (2015) (0)
1 FFT based option pricing (2005) (0)
Service data analytics and business intelligence 2017 (2020) (0)
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (2014) (0)
Forex exchange rate forecasting using deep recurrent neural networks (2020) (0)
Further Density Estimators (1991) (0)
From Animal Baits to Investors’ Preference (2007) (0)
Weighted Competing Risks Quantile Regression Models and Variable Selection (2023) (0)
Does male age have an influence on the risk of spontaneous abortion (2002) (0)
Time Series Analysis (2015) (0)
Estimating inflation expectation co-movement across countries (2015) (0)
Colour harmonization in car manufacturing processes: Research Articles (2006) (0)
Web Based Finance Tools EGARCH and the ReX -Client (2000) (0)
SFB 649 Discussion Paper 2011-003 Mean Volatility Regressions (2011) (0)
10 Predicting Bankruptcy with Support Vector Machines (0)
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets (2017) (0)
Tie the Straps: Uniform Bootstrap Confidence Bands for Bounded Influence Curve Estimators (2013) (0)
Calibration of Parametric CAT Bonds. A Case Study of Mexican Earthquakes (2008) (0)
Construction of wavelet bases (1998) (0)
Introduction to Option Management (2019) (0)
Applied Nonparametric Regression: Appendix 1 (1990) (0)
Random Numbers in R (2017) (0)
Introduction to Option Management (2019) (0)
High-dimensional Statistical Learning Techniques for Time-varying Limit Order Book Networks (2020) (0)
Value at Risk und Backtesting (2004) (0)
On an efficient smoothing parameter selector proposed by Hall and Johnstone (1991) (0)
Additive Models and Marginal Effects (2004) (0)
Distribution and Hazard Functions Estimation (1989) (0)
1 Common functional implied volatility analysis (2005) (0)
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum (2011) (0)
Nonparametric Estimate for Conditional Quantiles of Time Series: An application for VaR (2012) (0)
Stochastic Population Analysis (2015) (0)
Bandwidth Selection in Practice (1991) (0)
2012-066 Implied Basket Correlation Dynamics (2012) (0)
Data science and digital society (2017) (0)
The common and specific components of inflation expectations across European countries (2021) (0)
A Financial Risk Meter for China (2021) (0)
Quantinar: a blockchain p2p ecosystem for honest scientific research (2022) (0)
Mathematical Statistics of Partially Identified Objects (2013) (0)
Highly Interactive, Computationally Intensive Techniques (2015) (0)
Discussion Paper 2008-009 Recursive Portfolio Selection with Decision Trees (2008) (0)
Advanced Graphical Techniques in R (2017) (0)
Binomial Model for European Options (2019) (0)
E-learning/e-teaching of statistics: a new challenge (2003) (0)
SFB 649 Discussion Paper 2016-018 Factorisable Sparse Tail Event Curves with Expectiles (2016) (0)
Stochastic Volatility Dynamic Hedging for Inverse BTC Options (2022) (0)
Black–Scholes Option Pricing Model (2008) (0)
The Dynamics of Pricing Kernels and Relative Risk Aversion (2005) (0)
Book reviews (1995) (0)
On efficient estimation of an averaged derivative (1994) (0)
Applied Nonparametric Regression: Investigating multiple regression by additive models (1990) (0)
2011-005 Local Quantile Regression (2011) (0)
Imputed quantile tensor regression for near-sited spatial-temporal data (2023) (0)
Estimation of quarticity based on high frequency data (2012) (0)
The Basics of R (2017) (0)
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective (2022) (0)
XploRe: The Interactive Statistical Computing Environment: Exhibit on the CeBIT 2002 (2002) (0)
Functional data analysis of generalized regression quantiles (2013) (0)
Applied Nonparametric Regression: Looking for special features and qualitative smoothing (1990) (0)
Do Maternal HealthProblems InfluenceChild's WorryingStatus? (2014) (0)
Confidence Corridorsfor MultivariateGeneralizedQuantile Regression (2014) (0)
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (2016) (0)
Correspondence Analysis (2019) (0)
Grundlagen des Optionsmanagements (2004) (0)
A Numerical Approach to Profile Investor Preferences from Option Prices (2007) (0)
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change (2017) (0)
Applied Quantitative Finance -3/E (2020) (0)
Data Science & Digital Society (2017) (0)
Learning under Non-stationarity : Covariate Shift Adaptation by Importance Weighting Masashi Sugiyama (2013) (0)
On Jackknifing Kernel Regression Function Estimators. (1983) (0)
A new method of volatility estimation and applications to foreign exchange rate in series (1996) (0)
The integration ofcredit default swapmarkets in the pre andpost-subprime crisis incommon stochastic trends (2014) (0)
FFT Based Option Pricing (2005) (0)
Academic Ranking Scales in Economics (2016) (0)
Smoothed quantile regression for partially functional linear models in high dimensions. (2023) (0)
SFB 649 Discussion Paper 2017-020 Pricing Green Financial Products (2017) (0)
HMM and HAC (2012) (0)
Discussion Paper 2017-028 Is Scientific Performance a Function of Funds ? (2017) (0)
Basic relations of wavelet theory (1998) (0)
Semiparametric Approaches to Dimension Reduction (1993) (0)
Copulas and Value-at-Risk (2004) (0)
Estimation andDeterminants of ChineseBanks’ Total FactorEfficiency: (2014) (0)
American Options (2019) (0)
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws (2019) (0)
Rejoinder: Local quantile regression (2013) (0)
The idea of multiresolution analysis (1998) (0)
The common and specific components of inflation expectations across European countries (2021) (0)
Localising ForwardIntensities forMultiperiod CorporateDefault (2014) (0)
SFB 649 Discussion Paper 2008-001 Testing Monotonicity of Pricing Kernels (2007) (0)
Joint Tensor Expectile Regression for Electricity Day-Ahead Price Curves (2021) (0)
Some aspects of nonparametric prediction: Ge´rard Collomb (1951-1985) on nonparametric analysis of temporal series (1986) (0)
Portfolio Decisions andBrain Reactions via theCEAD method (2014) (0)
Leveraged ETF optionsimplied volatility paradox (2016) (0)
The Common and Specific Components of Inflation Expectation Across European Countries (2017) (0)
Book reviews (1997) (0)
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China (2015) (0)
Wavelets and Besov Spaces (1998) (0)
Correction: Bandwidth Choice for Average Derivative Estimation (1993) (0)
Comment (2014) (0)
Simultaneous Inference of Partially Linear Error-in-Covariate Models : an Application to the U . S . Gasoline Demand ∗ (2017) (0)
Estimation of the Nonparametric Component (2000) (0)
Paper 2018-44 Understanding Cryptocurrencies (2018) (0)
Integrable e-lements for Statistics Education(Japanese Society of Computational Statistics Proceedings of the 19th Annual Meeting) (2005) (0)

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