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Publications

by members of

Institut für Statistik und Ökonometrie (ISÖ)
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Berlin, Germany

(Institute for Statistics and Econometrics, Faculty of Economics, Humboldt University Berlin)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Software components |

Working papers

2021

  1. Häusler, Konstantin & Härdle, Wolfgang, 2021. "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers 2021-007, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  2. Häusler, Konstantin & Xia, Hongyu, 2021. "Indices on cryptocurrencies: An evaluation," IRTG 1792 Discussion Papers 2021-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  3. Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021. "FRM Financial Risk Meter for Emerging Markets," Papers 2102.05398, arXiv.org.
  4. Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Hardle, 2021. "Understanding jumps in high frequency digital asset markets," Papers 2110.09429, arXiv.org.

2020

  1. Ren, Rui & Althof, Michael & Härdle, Wolfgang Karl, 2020. "Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis," IRTG 1792 Discussion Papers 2020-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  2. Khowaja, Kainat & Saef, Danial & Sizov, Sergej & Härdle, Wolfgang Karl, 2020. "Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition," IRTG 1792 Discussion Papers 2020-026, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

2019

  1. Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019. "FRM Financial Risk Meter," IRTG 1792 Discussion Papers 2019-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

2017

  1. Awdesch Melzer & Wolfgang K. Härdle & Brenda López Cabrera, 2017. "Pricing Green Financial Products," SFB 649 Discussion Papers SFB649DP2017-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Thijs Benschop & Brenda López Cabrera, 2017. "Realized volatility of CO2 futures," SFB 649 Discussion Papers SFB649DP2017-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Lukas Borke, 2017. "RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers SFB649DP2017-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Wolfgang Karl Härdle & Lukas Borke, 2017. "GitHub API based QuantNet Mining infrastructure in R," SFB 649 Discussion Papers SFB649DP2017-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Lining Yu & Wolfgang Karl Härdle & Lukas Borke & Thijs Benschop, 2017. "FRM: a Financial Risk Meter based on penalizing tail events occurrence," SFB 649 Discussion Papers SFB649DP2017-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2016

  1. Brenda López Cabrera & Franziska Schulz, 2016. "Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management," SFB 649 Discussion Papers SFB649DP2016-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Lukas Borke & Wolfgang K. Härdle, 2016. "Q3-D3-Lsa," SFB 649 Discussion Papers SFB649DP2016-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2015

  1. Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci, 2015. "TERES - Tail Event Risk Expectile based Shortfall," SFB 649 Discussion Papers SFB649DP2015-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2014

  1. Ngoc Mai Tran & Maria Osipenko & Wolfgang Karl Härdle, 2014. "Principal Component Analysis in an Asymmetric Norm," SFB 649 Discussion Papers SFB649DP2014-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Maria Osipenko & Zhiwei Shen & Martin Odening, 2014. "Is there a demand for multi-year crop insurance?," SFB 649 Discussion Papers SFB649DP2014-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Brenda Lopez Cabrera & Franziska Schulz, 2014. "Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach," SFB 649 Discussion Papers SFB649DP2014-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Andreas Groll & Brenda López-Cabrera & Thilo Meyer-Brandis, 2014. "A consistent two-factor model for pricing temperature derivatives," SFB 649 Discussion Papers SFB649DP2014-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Thijs Benschopa & Brenda López Cabrera, 2014. "Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models," SFB 649 Discussion Papers SFB649DP2014-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Matthias Ritter & Zhiwei Shen & Brenda López Cabrera & Martin Odening & Lars Deckert, 2014. "Designing an Index for Assessing Wind Energy Potential," SFB 649 Discussion Papers SFB649DP2014-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Stephan Stahlschmidt & Wolfgang Karl Härdle & Helmut Thome, 2014. "An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data," SFB 649 Discussion Papers SFB649DP2014-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle, 2014. "Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers SFB649DP2014-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2013

  1. Brenda López Cabrera, & Franziska Schulz,, 2013. "Volatility linkages between energy and agricultural commodity prices," SFB 649 Discussion Papers SFB649DP2013-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Brenda López Cabrera & Martin Odening & Matthias Ritter, 2013. "Pricing Rainfall Derivatives at the CME," SFB 649 Discussion Papers SFB649DP2013-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng, 2013. "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers SFB649DP2013-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin, 2013. "CDO Surfaces Dynamics," SFB 649 Discussion Papers SFB649DP2013-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2012

  1. Nikolaus Hautsch & Ruihong Huang, 2012. "On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements," SFB 649 Discussion Papers SFB649DP2012-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Wolfgang Karl Härdle & Brenda López-Cabrera & Matthias Ritter, 2012. "Forecast based Pricing of Weather Derivatives," SFB 649 Discussion Papers SFB649DP2012-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Wolfgang Karl Härdle,Piotr Majer & Melanie Schienle, 2012. "Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2012-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Barbara Choros-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck, 2012. "Copula Dynamics in CDOs," SFB 649 Discussion Papers SFB649DP2012-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2011

  1. Esra Akdeniz Duran & Wolfgang Karl Härdle & Maria Osipenko, 2011. "Difference based Ridge and Liu type Estimators in Semiparametric Regression Models," SFB 649 Discussion Papers SFB649DP2011-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Wolfgang Karl Härdle & Maria Osipenko, 2011. "Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity," SFB 649 Discussion Papers SFB649DP2011-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Wolfgang Härdle & Maria Osipenko, 2011. "Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers SFB649DP2011-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Nikolaus Hautsch & Ruihong Huang, 2011. "Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data," SFB 649 Discussion Papers SFB649DP2011-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2011. "Localising temperature risk," SFB 649 Discussion Papers SFB649DP2011-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Sigbert Klinke, 2011. "Developing web-based tools for the teaching of statistics: Our Wikis and the German Wikipedia," SFB 649 Discussion Papers SFB649DP2011-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Alena MyÅ¡iÄ ková & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle, 2011. "Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers SFB649DP2011-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl Härdle, 2011. "A Confidence Corridor for Expectile Functions," SFB 649 Discussion Papers SFB649DP2011-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2011. "Bayesian Networks and Sex-related Homicides," SFB 649 Discussion Papers SFB649DP2011-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2009

  1. Nikolaus Hautsch & Ruihong Huang, 2009. "The Market Impact of a Limit Order," SFB 649 Discussion Papers SFB649DP2009-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Wolfgang Härdle & Brenda López Cabrera, 2009. "Implied Market Price of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Fred Benth & Wolfgang Karl Härdle & Brenda López Cabrera, 2009. "Pricing of Asian temperature risk," SFB 649 Discussion Papers SFB649DP2009-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Sigbert Klinke & Dina Kuhlee & Christian Theel & Cornelia Wagner & Christian Westermeier, 2009. "MM-Stat – MultiMedia-Statistik: Statistische Datenanalyse – webbasiert, interaktiv und multimedial," SFB 649 Discussion Papers SFB649DP2009-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Wolfgang Härdle & Alena Mysickova, 2009. "Stochastic Population Forecast for Germany and its Consequence for the German Pension System," SFB 649 Discussion Papers SFB649DP2009-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2008

  1. Sigbert Klinke & Cornelia Wagner, 2008. "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers SFB649DP2008-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafeeqah Al Awadhi, 2008. "Using R, LaTeX and Wiki for an Arabic e-learning platform," SFB 649 Discussion Papers SFB649DP2008-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2008. "Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation," SFB 649 Discussion Papers SFB649DP2008-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Anton Andriyashin & Wolfgang Härdle & Roman Timofeev, 2008. "Recursive Portfolio Selection with Decision Trees," SFB 649 Discussion Papers SFB649DP2008-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Oliver Blaskowitz & Helmut Herwatz, 2008. "Adaptive Forecasting of the EURIBOR Swap Term Structure," SFB 649 Discussion Papers SFB649DP2008-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Oliver Blaskowitz & Helmut Herwartz, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers SFB649DP2008-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Wolfgang Härdle & Alena Mysickova, 2008. "Numerics of Implied Binomial Trees," SFB 649 Discussion Papers SFB649DP2008-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2007

  1. Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007. "Calibrating CAT bonds for Mexican earthquakes," 101st Seminar, July 5-6, 2007, Berlin Germany 9265, European Association of Agricultural Economists.
  2. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "Yxilon – A Client/Server Based Statistical Environment," SFB 649 Discussion Papers SFB649DP2007-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Taleb Ahmed & Wolfgang Härdle & Sigbert Klinke, 2007. "Using Wiki to Build an E-learning System in Statistics in Arabic Language," SFB 649 Discussion Papers SFB649DP2007-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E-Learning in Statistics," SFB 649 Discussion Papers SFB649DP2007-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Sigbert Klinke & Olga Zlatkin-Troitschanskaia, 2007. "Embedding R in the Mediawiki," SFB 649 Discussion Papers SFB649DP2007-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park, 2007. "Time Series Modelling with Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2007-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Anton Andriyashin & Wolfgang Härdle, 2007. "QuantNet – A Database-Driven Online Repository of Scientific Information," SFB 649 Discussion Papers SFB649DP2007-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2006

  1. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2006. "e-Learning Statistics - A Selective Review," SFB 649 Discussion Papers SFB649DP2006-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006. "Time Dependent Relative Risk Aversion," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006. "Inhomogeneous Dependency Modelling with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2006-075, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen, 2006. "Color Harmonization in Car Manufacturing Process," SFB 649 Discussion Papers SFB649DP2006-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006. "Convenience Yields for CO2 Emission Allowance Futures Contracts," SFB 649 Discussion Papers SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2005

  1. Eun-Kyung Lee & Dianne Cook & Sigbert Klinke & Thomas Lumley, 2005. "Projection Pursuit for Exploratory Supervised Classification," SFB 649 Discussion Papers SFB649DP2005-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Sigbert Klinke & Uwe Ziegenhagen & Yuval Guri, 2005. "Yxilon – a Modular Open-Source Statistical Programming Language," SFB 649 Discussion Papers SFB649DP2005-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2005. "Integrable e-lements for Statistics Education," SFB 649 Discussion Papers SFB649DP2005-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Enzo Giacomini & Wolfgang Härdle, 2005. "Value-at-Risk Calculations with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2005-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Szymon Borak & Matthias Fengler & Wolfgang Härdle, 2005. "DSFM fitting of Implied Volatility Surfaces," SFB 649 Discussion Papers SFB649DP2005-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2004

  1. Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl, 2004. "Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment," Papers 2004,40, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  2. Klinke, Sigbert, 2004. "Statistical user interfaces," Papers 2004,35, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  3. Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter, 2004. "Skewness and Kurtosis Trades," Papers 2004,09, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

2003

  1. Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E., 2003. "Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security," SFB 373 Discussion Papers 2003,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Aydınlı, Gökhan & Härdle, Wolfgang Karl & Rönz, Bernd, 2003. "E-learning, e-teaching of statistics: A new challenge," SFB 373 Discussion Papers 2003,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Klinke, Sigbert & Lehmann, Heiko, 2003. "MD*Book and XQC/XQS - an Architecture for Reproducible Research," SFB 373 Discussion Papers 2003,35, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2002

  1. Aydinli, Gökhan & Härdle, Wolfgang & Kleinow, Torsten & Sofyan, Hizir, 2002. "MD*ReX: Linking XploRe to standard spread-sheet applications," SFB 373 Discussion Papers 2002,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Aydinli, Gökhan, 2002. "Net based spreadsheets in quantitative finance," SFB 373 Discussion Papers 2002,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Klinke, Sigbert & Witzel, Rodrigo, 2002. "MD*Book online: A tool for creating interactive documents," SFB 373 Discussion Papers 2002,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2000

  1. Klemelä, Jussi & Klinke, Sigbert & Sofyan, Hizir, 2000. "Classification and regression trees," SFB 373 Discussion Papers 2000,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1999

  1. Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S., 1999. "Connected teaching of statistics," SFB 373 Discussion Papers 1999,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1998

  1. Klinke, S. & Grassmann, J., 1998. "Projection pursuit regression and neural networks," SFB 373 Discussion Papers 1998,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Symanzik, J. & Cook, D. & Klinke, S. & Lewin, N., 1998. "Exploration of Satellite Images in the Dynamically Linked ArcView/XGobi/XploRe Environment," SFB 373 Discussion Papers 1998,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1997

  1. Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H., 1997. "Teaching wavelets in XploRe," SFB 373 Discussion Papers 1997,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Symanzik, J. & Kötter, T. & Schmelzer, S. & Klinke, S., 1997. "Spatial Data Analysis in the Dynamically Linked ArcView/XGobi/XploRe Environment," SFB 373 Discussion Papers 1997,49, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Symanzik, J. & Klinke, S. & Schmelzer, S. & Cook, D., 1997. "The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis," SFB 373 Discussion Papers 1997,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1996

  1. Schmelzer, S. & Kötter, T. & Klinke, S. & Härdle, Wolfgang, 1996. "A New Generation of a Statistical Computing Environment on the Net," SFB 373 Discussion Papers 1996,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Klinke, S. & Grassmann, J., 1996. "Visualization and Implementation of Feedforward Neural Networks," SFB 373 Discussion Papers 1996,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1995

  1. Klinke, S., 1995. "Exploratory Projection Pursuit: The Multivariate and Discrete Case," SFB 373 Discussion Papers 1995,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Polzehl, J. & Klinke, S., 1995. "Experiences with Bivariate Projection Pursuit Indices," SFB 373 Discussion Papers 1995,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Klinke, S. & Cook, D., 1995. "Kernel-based Projection Pursuit Indices in XGobi," SFB 373 Discussion Papers 1995,47, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Journal articles

2022

  1. Konstantin Häusler & Hongyu Xia, 2022. "Indices on cryptocurrencies: an evaluation," Digital Finance, Springer, vol. 4(2), pages 149-167, September.

2019

  1. Chen, Shi & Karl Härdle, Wolfgang & López Cabrera, Brenda, 2019. "Regularization approach for network modeling of German power derivative market," Energy Economics, Elsevier, vol. 83(C), pages 180-196.

2017

  1. Brenda López Cabrera & Franziska Schulz, 2017. "Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 127-136, January.

2016

  1. López Cabrera, Brenda & Schulz, Franziska, 2016. "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, vol. 54(C), pages 190-203.
  2. Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2016. "A consistent two-factor model for pricing temperature derivatives," Energy Economics, Elsevier, vol. 55(C), pages 112-126.
  3. Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2016. "Localizing Temperature Risk," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1491-1508, October.

2015

  1. Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015. "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 106-125.
  2. Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2015. "Designing an index for assessing wind energy potential," Renewable Energy, Elsevier, vol. 83(C), pages 416-424.

2014

  1. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
  2. Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
  3. Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014. "Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 489-514, July.

2013

  1. López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013. "Pricing rainfall futures at the CME," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4286-4298.
  2. Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013. "Using wiki to build an e-learning system in statistics in the Arabic language," Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
  3. Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013. "Valuation of collateralized debt obligations with hierarchical Archimedean copulae," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 42-62.
  4. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2013. "Bayesian networks for sex-related homicides: structure learning and prediction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(6), pages 1155-1171, June.

2012

  1. Wolfgang Karl Hardle and Maria Osipenko, 2012. "Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  2. Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012. "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
  3. Wolfgang Karl Härdle & Brenda López Cabrera, 2012. "The Implied Market Price of Weather Risk," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(1), pages 59-95, February.

2011

  1. Blaskowitz, Oliver & Herwartz, Helmut, 2011. "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1058-1065, October.
  2. Love Michael I. & Myšičková Alena & Sun Ruping & Kalscheuer Vera & Vingron Martin & Haas Stefan A., 2011. "Modeling Read Counts for CNV Detection in Exome Sequencing Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-30, November.

2010

  1. Wolfgang Karl Härdle & Brenda López Cabrera, 2010. "Calibrating CAT Bonds for Mexican Earthquakes," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 625-650, September.

2009

  1. Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir, 2009. "Inhomogeneous Dependence Modeling with Time-Varying Copulae," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234.
  2. Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009. "Dynamic semiparametric factor models in risk neutral density estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(4), pages 387-402, December.
  3. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.

2008

  1. Wolfgang Karl Härdle & Brenda López Cabrera, 2008. "Calibration of Parametric CAT bonds. A case study of Mexican earthquakes," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 128(4), pages 615-630.

2007

  1. Sigbert Klinke, 2007. "Special issue: workshop data and information visualisation 2006," Computational Statistics, Springer, vol. 22(4), pages 497-497, December.
  2. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E‐Learning in Statistics," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.

1997

  1. Klinke, Sigbert & Cook, Dianne, 1997. "Binning of kernel-based projection pursuit indices in XGobi," Computational Statistics & Data Analysis, Elsevier, vol. 25(3), pages 363-369, August.

Software components

2010

  1. Szymon Borak & Rafal Weron, 2010. "STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis," Statistical Software Components M429005, Boston College Department of Economics.
  2. Szymon Borak & Rafal Weron, 2010. "STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch," Statistical Software Components M429004, Boston College Department of Economics.
  3. Szymon Borak & Rafal Weron, 2010. "STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams," Statistical Software Components M429004, Boston College Department of Economics.

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