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Publications

by members of

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

(Institute for Statistics and Econometrics, Faculty of Economics, )

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 institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

Undated material is listed at the end

    2009

  1. Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  2. Nikolaus Hautsch & Yangguoyi Ou, 2009. "Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields," CFS Working Paper Series 2009/03, Center for Financial Studies. [Downloadable!]
  3. Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies. [Downloadable!]
  4. Wolfgang Härdle & Brenda López Cabrera, 2009. "Implied Market Price of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  5. 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. [Downloadable!]
  6. Ying Chen & Wolfgang Härdle & Uta Pigorsch, 2009. "Localized Realized Volatility Modelling," SFB 649 Discussion Papers SFB649DP2009-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  7. Wolfgang Härdle & Volker Krätschmer & Rouslan Moro, 2009. "A Microeconomic Explanation of the EPK Paradox," SFB 649 Discussion Papers SFB649DP2009-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  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. [Downloadable!]
  9. Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  10. Ji Cao & Wolfgang Härdle & Julius Mungo, 2009. "A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics," SFB 649 Discussion Papers SFB649DP2009-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  12. Maria Grith & Wolfgang Härdle & Juhyun Park, 2009. "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  13. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  14. 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. [Downloadable!]
  15. Bernd Droge & Deniz Dilan Karaman Örsal, 2009. "Panel Cointegration Testing in the Presence of a Time Trend," SFB 649 Discussion Papers SFB649DP2009-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  16. Deniz Dilan Karaman Örsal & Bernd Droge, 2009. "On the Existence of the Moments of the Asymptotic Trace Statistic," SFB 649 Discussion Papers SFB649DP2009-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  17. Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  18. Guenther Filler & Martin Odening & Ostap Okhrin & Wei Xu, 2009. "On the Systemic Nature of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  19. Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  20. Xu, Wei & Filler, Guenther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49131, Agricultural and Applied Economics Association. [Downloadable!]

    2008

  1. Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," SFB 649 Discussion Papers SFB649DP2008-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  2. Nikolaus Hautsch & Yangguoyi Ou, 2008. "Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia," SFB 649 Discussion Papers SFB649DP2008-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  3. Nikolaus Hautsch & Vahidin Jeleskovic, 2008. "Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2008-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  4. Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  5. Nikolaus Hautsch & Yangguoyi Ou, 2008. "Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference," SFB 649 Discussion Papers SFB649DP2008-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  6. Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," FRU Working Papers 2008/01, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  7. Nikolaus Hautsch, 2008. "Testing Multiplicative Error Models Using Conditional Moment Tests," SFB 649 Discussion Papers SFB649DP2008-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  8. Nikolas Hautsch & Dieter Hess & Christoph Müller, 2008. "Price Adjustment to News with Uncertain Precision," CFS Working Paper Series 2008/28, Center for Financial Studies. [Downloadable!]
  9. Kiho Jeong & Wolfgang Härdle, 2008. "A Consistent Nonparametric Test for Causality in Quantile," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  10. Junni L. Zhang & Wolfgang Härdle, 2008. "The Bayesian Additive Classification Tree Applied to Credit Risk Modelling," SFB 649 Discussion Papers SFB649DP2008-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. Yuri Golubev & Wolfgang Härdle & Roman Timonfeev, 2008. "Testing Monotonicity of Pricing Kernels," SFB 649 Discussion Papers SFB649DP2008-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  12. Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang, 2008. "Independent Component Analysis Via Copula Techniques," SFB 649 Discussion Papers SFB649DP2008-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  13. Wolfgang Härdle & Julius Mungo, 2008. "Value-at-Risk and Expected Shortfall when there is long range dependence," SFB 649 Discussion Papers SFB649DP2008-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  14. Wolfgang Härdle & Song Song, 2008. "The Stochastic Fluctuation of the Quantile Regression Curve," SFB 649 Discussion Papers SFB649DP2008-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  15. 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. [Downloadable!]
  16. Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2008. "Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns," SFB 649 Discussion Papers SFB649DP2008-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  17. 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. [Downloadable!]
  18. Wolfgang Härdle & Alena Mysickova, 2008. "Numerics of Implied Binomial Trees," SFB 649 Discussion Papers SFB649DP2008-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  19. Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers SFB649DP2008-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  20. Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2008. "The Default Risk of Firms Examined with Smooth Support Vector Machines," SFB 649 Discussion Papers SFB649DP2008-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  21. Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle, 2008. "Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  22. Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin, 2008. "Modeling Dependencies in Finance using Copulae," SFB 649 Discussion Papers SFB649DP2008-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  23. 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. [Downloadable!]
  24. Taleb Ahmad & Wolfgang Härdle, 2008. "Statistics E-learning Platforms Evaluation: Case Study," SFB 649 Discussion Papers SFB649DP2008-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  25. Sigbert Klinke & Cornelia Wagner, 2008. "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers SFB649DP2008-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  26. 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. [Downloadable!]
  27. 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. [Downloadable!]
  28. 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. [Downloadable!]

    2007

  1. Nikolaus Hautsch, 2007. "Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model," CFS Working Paper Series 2007/25, Center for Financial Studies. [Downloadable!]
  2. Nikolaus Hautsch, 2007. "Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model," SFB 649 Discussion Papers SFB649DP2007-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  3. Luc Bauwens & Nikolaus Hautsch, 2007. "Modelling Financial High Frequency Data Using Point Processes," SFB 649 Discussion Papers SFB649DP2007-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  4. Wolfgang Härdle & Brenda López Cabrera, 2007. "Calibrating CAT bonds for Mexican earthquakes," SFB 649 Discussion Papers SFB649DP2007-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  5. Fuyu Yang, 2007. "Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model," Discussion Papers in Economics 07/11, Department of Economics, University of Leicester. [Downloadable!]
  6. Kai Detlefsen & Wolfgang Härdle & Rouslan Moro, 2007. "Empirical Pricing Kernels and Investor Preferences," SFB 649 Discussion Papers SFB649DP2007-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  7. Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  8. Ya'acov Ritov & Wolfgang Härdle, 2007. "From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples," SFB 649 Discussion Papers SFB649DP2007-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  9. Wen-Jen Tsay & Wolfgang Härdle, 2007. "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  10. Antony Unwin & Chun-houh Chen & Wolfgang Härdle, 2007. "Computational Statistics and Data Visualization," SFB 649 Discussion Papers SFB649DP2007-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. 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. [Downloadable!]
  12. 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. [Downloadable!]
  13. Wolfgang Härdle & Julius Mungo, 2007. "Long Memory Persistence in the Factor of Implied Volatility Dynamics," SFB 649 Discussion Papers SFB649DP2007-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  14. 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. [Downloadable!]
  15. 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. [Downloadable!]
  16. Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2007. "Estimating Probabilities of Default With Support Vector Machines," SFB 649 Discussion Papers SFB649DP2007-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  17. 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. [Downloadable!]
  18. Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research. [Downloadable!]
  19. Härdle, Wolfgang & Moro, Rouslan A. & Schäfer, Dorothea, 2007. "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies 2007,18, Deutsche Bundesbank, Research Centre. [Downloadable!]
  20. Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007. "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin 757, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  21. 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. [Downloadable!]
  22. Sigbert Klinke & Olga Zlatkin-Troitschanskaia, 2007. "Embedding R in the Mediawiki," SFB 649 Discussion Papers SFB649DP2007-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  23. Deniz Dilan Karaman Örsal, 2007. "Comparison of Panel Cointegration Tests," SFB 649 Discussion Papers SFB649DP2007-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

    2006

  1. Frank Gerhard & Nikolaus Hautsch, 2006. "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers 2006/05, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  2. Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  3. Luc, BAUWENS & Nikolaus, HAUTSCH, 2006. "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques) 2006039, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
  4. BAUWENS, Luc & HAUTSCH, Nikolaus, 2006. "Modelling financial high frequency data using point processes," CORE Discussion Papers 2006080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  5. Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006. "On the Appropriateness of Inappropriate VaR Models," SFB 649 Discussion Papers SFB649DP2006-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  6. Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Risk for Exotic Options," SFB 649 Discussion Papers SFB649DP2006-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  7. Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Design of Implied Volatility Surfaces," SFB 649 Discussion Papers SFB649DP2006-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  8. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  9. Michal Benko & Wolfgang Härdle & Alois Kneip, 2006. "Common Functional Principal Components," SFB 649 Discussion Papers SFB649DP2006-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  10. Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2006. "Graphical Data Representation in Bankruptcy Analysis," SFB 649 Discussion Papers SFB649DP2006-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. 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. [Downloadable!]
  12. Cizek, P. & Tamine, J. & Haerdle, W., 2006. "Smoothed L-estimation of regression function," Discussion Paper 20, Tilburg University, Center for Economic Research. [Downloadable!]
  13. 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. [Downloadable!]
  14. Antony Unwin & Martin Theus & Wolfgang Härdle, 2006. "Exploratory Graphics of a Financial Dataset," SFB 649 Discussion Papers SFB649DP2006-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  15. Kai Detlefsen & Wolfgang Härdle, 2006. "Forecasting the Term Structure of Variance Swaps," SFB 649 Discussion Papers SFB649DP2006-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  16. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  17. Taleb Ahmad & Wolfgang Härdle & Julius Mungo, 2006. "On the Difficulty to Design Arabic E-learning System in Statistics," SFB 649 Discussion Papers SFB649DP2006-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  18. 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. [Downloadable!]
  19. 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. [Downloadable!]
  20. Shiyi Chen & Wolfgang Härdle & Rouslan Moro, 2006. "Estimation of Default Probabilities with Support Vector Machines," SFB 649 Discussion Papers SFB649DP2006-077, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  21. Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006. "GHICA - Risk Analysis with GH Distributions and Independent Components," SFB 649 Discussion Papers SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  22. 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. [Downloadable!]

    2005

  1. Nikolaus Hautsch, 2005. "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers 2005/03, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  2. Cizek, Pavel & Haerdle, Wolfgang, 2005. "Robust estimation of dimension reduction space," Discussion Paper 31, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, EconWPA. [Downloadable!]
  4. Pavel Cizek & Wolfgang Härdle, 2005. "Robust estimation of dimension reduction space," SFB 649 Discussion Papers SFB649DP2005-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  5. Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer, 2005. "Predicting Bankruptcy with Support Vector Machines," SFB 649 Discussion Papers SFB649DP2005-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  6. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  7. Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  8. Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  9. Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  10. Wolfgang Härdle & Heiko Lehmann, 2005. "Working with the XQC," SFB 649 Discussion Papers SFB649DP2005-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2005. "Portfolio Value at Risk Based on Independent Components Analysis," SFB 649 Discussion Papers SFB649DP2005-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  12. Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005. "Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  13. 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. [Downloadable!]
  14. 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. [Downloadable!]
  15. 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. [Downloadable!]
  16. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  17. Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  18. 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. [Downloadable!]
  19. 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. [Downloadable!]
  20. 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. [Downloadable!]
  21. Blaskowitz, Oliver & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach," Economics Working Papers 2005,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]

    2004

  1. Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers 04-17, University of Copenhagen. Department of Economics. [Downloadable!]
  2. Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  3. Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  4. Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers 04-07, University of Copenhagen. Department of Economics. [Downloadable!]
  5. Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers 2004/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  6. Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  7. Ying Chen & Wolfgang Härdle & Seok-Oh Jeong, 2004. "Nonparametric Risk Management with Generalized Hyperbolic Distributions," SFB 649 Discussion Papers SFB649DP2005-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2005. [Downloadable!]
  8. Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin 416, DIW Berlin, German Institute for Economic Research. [Downloadable!]

    2003

  1. BAUWENS, Luc & HAUTSCH, Nikolaus, 2003. "Dynamic latent factor models for intensity processes," CORE Discussion Papers 2003103, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  2. Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003. "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series /2003/454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  3. Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003. "Transactions That Did Not Happen and Their Influence on Prices," Royal Economic Society Annual Conference 2003 123, Royal Economic Society. [Downloadable!]
  4. Qihua Wang & Oliver Linton & Wolfgang Hardle, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    2002

  1. Nikolaus Hautsch & Dieter Hess, 2002. "The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report," CoFE Discussion Paper 02-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Nikolaus Hautsch, 2002. "Modelling Intraday Trading Activity Using Box-Cox-ACD Models," CoFE Discussion Paper 02-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

    2001

  1. Nikolaus Hautsch & Winfried Pohlmeier, 2001. "Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities," CoFE Discussion Paper 01-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Nikolaus Hautsch & Stefan Klotz, 2001. "Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions," CoFE Discussion Paper 01-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  3. Hautsch, Nikolaus & Hess, Dieter E., 2001. "A mean variance king? : Creation and resolution of uncertainty under the employment report's reign," ZEW Discussion Papers 01-60, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  4. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
  5. Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001. "Semiparametric Diffusion Estimation and Application to a Stock Market Model," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

    2000

  1. Frank Gerhard & Nikolaus Hautsch, 2000. "Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model," CoFE Discussion Paper 00-20, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Frank Gerhard & Nikolaus Hautsch, 2000. "Determinants of Inter-Trade Durations Using Proportional Hazard ARMA Models," Econometric Society World Congress 2000 Contributed Papers 1082, Econometric Society. [Downloadable!]
  3. Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000. "Time Inhomogeneous Multiple Volatility Modelling," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society. [Downloadable!]

    1999

  1. Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Paper 99-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Frank Gerhard & Nikolaus Hautsch, 1999. "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Paper 99-19, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  3. Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance 9904002, EconWPA. [Downloadable!]

    1998

  1. Hardle, W. & Kneip, A., 1998. "Testing a Regression Model when we Have Smooth Alternatives in Mind," Papers 9808, Catholique de Louvain - Institut de statistique.

    1996

  1. Haerdle, W. & Mammen, E. & Mueller, M., 1996. "Testing parametric versus semiparametric modelling in generalized linear models," Discussion Paper 42, Tilburg University, Center for Economic Research. [Downloadable!]

    1994

  1. Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation, Yale University. [Downloadable!]
  2. Horowitz, Joel & Hardle, Wolfgang, 1994. "Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates," Working Papers 94-22, University of Iowa, Department of Economics.

    1992

  1. Haerdle,Wolfgang & Kneip,Alois, 1992. "Testing aregression model when we have smooth alternatives in mind," Discussion Paper Serie A 389, University of Bonn, Germany.
  2. Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
  3. Horowitz, J.L. & Hardle, W., 1992. "Testing a Parametric Model Against a Semiparametric Alternative," Working Papers 92-06, University of Iowa, Department of Economics.
  4. Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9206, Tilburg - Center for Economic Research.
  5. Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9204, Catholique de Louvain - Institut de statistique.

    1991

  1. Hardle, W. & Park, B., 1991. "On an efficient smoothing parameter selector proposed by Hall and Johnstone," CORE Discussion Papers 1991040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Hardle, W. & Hall, P. & Ichimura, H., 1991. "Optimal smoothing in single index models," CORE Discussion Papers 1991007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Hall, P. & Hardle, W. & Simar, L., 1991. "On teh inconsistency of bootstrap distribution estimators," CORE Discussion Papers 1991020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Grund, B. & Hardle, W., 1991. "On the choice of Kernel regression estimators : a discussion," CORE Discussion Papers 1991039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Hardle, W. & Huet, S. & Jolivet, E., 1991. "Better Bootstrap Confidence Intervals for Regression Curve Estimation," CORE Discussion Papers 1991056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991. "Bandwidth choice for average derivative estimation," CORE Discussion Papers 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Hall, P. & Hardle, W. & Simar, L., 1991. "Iterated bootstrap with applications to frontier models," CORE Discussion Papers 1991021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. Hardle, W. & Marron, A., 1991. "Fast and simple scatterplot smoothing," CORE Discussion Papers 1991043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1990

  1. Haerdle,Wolfgang & Nussbaum,Michael, 1990. "Bootstrap confidence bands," Discussion Paper Serie A 314, University of Bonn, Germany.
  2. Hardle, W. & Tsybakov, A., 1990. "Robust locally adaptive nonparametric regression," CORE Discussion Papers 1990028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Hardle, W. & Steiger, W., 1990. "Optimal Median Smoothing," CORE Discussion Papers 1990070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Franke, J. & Hardle, W., 1990. "On bootstrapping kernel spectralestimates," CORE Discussion Papers 1990058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Hardle, W. & Tsybakov, A., 1990. "Remarks on sliced inverse regression," CORE Discussion Papers 1990027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Hardle, W. & Hall, P. & Marron, J., 1990. "Regression smoothing parameters that are not far from their optimum," CORE Discussion Papers 1990009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Hardle, W. & Hart, J., 1990. "A bootstrap test for positive definiteness of income effect matrices," CORE Discussion Papers 1990053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. HARDLE, Wolfgang & SCOTT, David, 1990. "Smoothing by weighted averaging of rounded points," CORE Discussion Papers 1990040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. HARDLE, Wolfgang & NUSSBAUM, Michael, 1990. "Bootstrap confidence bands," CORE Discussion Papers 1990038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. Hardle, W. & Mammen, E., 1990. "Bootstarp Methods in Nonparametric Regression," CORE Discussion Papers 1990049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Hardle, W. & Tsybakov, A., 1990. "How many terms should be added into an additive model ?," CORE Discussion Papers 1990068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Hardle, W. & Nussbaum, M., 1990. "Kernel estimation: the equivalent spline smoothing method," CORE Discussion Papers 1990013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. Hardle, W. & Jerison, M., 1990. "Cross section Engel curves over time," CORE Discussion Papers 1990016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Hardle, W. & Vieu, P., 1990. "Kernel regression smoothing of time series," CORE Discussion Papers 1990031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. Hardle, W. & Mammen, E., 1990. "Comparing nonparametric versus parametric regression fits," CORE Discussion Papers 1990065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1989

  1. Haerdle,Wolfgang, 1989. "The interplay between statistics and computing in data ana- lysis," Discussion Paper Serie A 238, University of Bonn, Germany.
  2. Wolfgang Härdle & Werner Hildenbrand & Michael Jerison, 1989. "Empirical Evidence on the Law of Demand," Discussion Paper Serie A 264a, University of Bonn, Germany.
  3. Haerdle,W., 1989. "Resampling for inference from curves," Discussion Paper Serie A 225, University of Bonn, Germany.
  4. Haerdle,Wolfgang & Nussbaum,Michael, 1989. "Kernel estimation: The equivalent spline smoothing method," Discussion Paper Serie A 239, University of Bonn, Germany.
  5. Haerdle,W. & Hart,J.D., 1989. "A bootstrap test forpositive definiteness of income effect matrices," Discussion Paper Serie A 199, University of Bonn, Germany.
  6. Haerdle,W. & Marron,J.S., 1989. "Bootstrap simultaneous error bars for nonparametric regression," Discussion Paper Serie A 227, University of Bonn, Germany.
  7. Carroll,R.J. & Haerdle,W., 1989. "Biased Crossvalidation for a Kernel regression estimator and its derivatives," Discussion Paper Serie A 235, University of Bonn, Germany.
  8. Haerdle,W. & Hart,J.D. & Marron,J.S. & Tsybakov,A.B., 1989. "Bandwidth choice for average derivative estimation," Discussion Paper Serie A 200, University of Bonn, Germany.
  9. Hardle, W. & Hall, P., 1989. "Simple Formulae For Steps And Limits In The Backfitting Algorithm," CORE Discussion Papers 1989038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. Hardle, W. & Marron, J., 1989. "Bootstrap Simultaneous Error Bars For Nonparametric Regression," CORE Discussion Papers 1989023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1988

  1. Haerdle,Wolfgang, 1988. "Efficient nonparametric smoothing in high dimensions using interactive graphicaL techniques," Discussion Paper Serie A 176, University of Bonn, Germany.
  2. Haerdle,Wolfgang Jerison,Michael, 1988. "Cross section Engel curves over time," Discussion Paper Serie A 160, University of Bonn, Germany.
  3. Azzalini,A. & Bowman,A.W. & Haerdle,W., 1988. "On the use of nonparametric regression for model checking," Discussion Paper Serie A 195, University of Bonn, Germany.
  4. Haerdle,W. & Marron,J. & Wand,M., 1988. "Bandwidth choice for density derivatives," Discussion Paper Serie A 182, University of Bonn, Germany.
  5. Haerdle,W. & Marron,J., 1988. "Bandwidth choice for density derivatives," Discussion Paper Serie A 157, University of Bonn, Germany.
  6. Haerdle,W. Hildenbrand,W. Jerison,M., 1988. "Empirical evidence on the law of demand," Discussion Paper Serie A 193, University of Bonn, Germany.
  7. Carroll,R. & Haerdle,W., 1988. "Second order effects in semiparametric weighted least squares regression," Discussion Paper Serie A 170, University of Bonn, Germany.
  8. Haerdle,W. & Mammen,E., 1988. "Comparing nonparametric versus regression fits," Discussion Paper Serie A 177, University of Bonn, Germany.

    1987

  1. Haerdle,Wolfgang, 1987. "XploRe,a computing environment for exploatory regression," Discussion Paper Serie A 113, University of Bonn, Germany.
  2. Haerdle,Wolfgang & Marron,J., 1987. "Semiparametric comparision of regression curve," Discussion Paper Serie A 93, University of Bonn, Germany.
  3. Haerdle,Wolfgang, 1987. "Sequential Kernelsmoothing for estimation of zeros and location of extrema of regression functions," Discussion Paper Serie A 112, University of Bonn, Germany.
  4. Haerdle,Wolfgang & Stoker,Thomas, 1987. "Investigations smooth multiple regression by the method of average derivatives," Discussion Paper Serie A 107, University of Bonn, Germany.
  5. Franke,J. & Haerdle,W., 1987. "On bootstrapping Kernel spectral estimates," Discussion Paper Serie A 121, University of Bonn, Germany.
  6. Carrol,R.J. & Haerdle,W., 1987. "Symmetrized nearest neighbour regression estimates," Discussion Paper Serie A 144, University of Bonn, Germany.

    1986

  1. Haerdle,Wolfgang & Hall,Peter & Marron,J., 1986. "How far are automatically chosen regression smoothing parametres from their optimum?," Discussion Paper Serie A 74, University of Bonn, Germany.
  2. Haerdle,Wolfgang & Bowman,Adrian, 1986. "Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands," Discussion Paper Serie A 71, University of Bonn, Germany.
  3. Haerdle,W. & Janssen,P. & Serfling,R., 1986. "Strong uniform consistency rates for estimators of conditional functionals," Discussion Paper Serie A 63, University of Bonn, Germany.
  4. Haerdle,W. & Tsybakov,A., 1986. "Robust nonparametric regression with simultaneous scale curve estimation," Discussion Paper Serie A 59, University of Bonn, Germany.
  5. Haerdle Wolfgang, 1986. "Resistant smoothing using the fast Fourier Transform," Discussion Paper Serie A 85, University of Bonn, Germany.

    Undated

  1. Frank Gerhard & Nikolaus Hautsch, . "Semiparametric autoregressive conditional proportional hazard models," Economics Papers 2002-W2, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  2. G. Aydinli & W. Härdle & T. Kleinow & H. Sofyan, . "MD*ReX: Linking XploRe to Standard Spread-sheet Applications," Sonderforschungsbereich 373 2002-10, Humboldt Universitaet Berlin.
  3. G. Aydinli, . "Net Based Spreadsheets in Quantitative Finance," Sonderforschungsbereich 373 2002-42, Humboldt Universitaet Berlin.
  4. Wolfgang HAERDLE & Marlene MUELLER, . "Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis," Statistic und Oekonometrie 9208, Humboldt Universitaet Berlin. [Downloadable!]
  5. Wolfgang HAERDLE & Marlene MUELLER, . "Applied nonparametric smoothing techniques," Statistic und Oekonometrie 9303, Humboldt Universitaet Berlin. [Downloadable!]
  6. B.U.PARK & Wolfgang HAERDLE, . "Testing increasing dispersion," Statistic und Oekonometrie 9314, Humboldt Universitaet Berlin. [Downloadable!]
  7. Leopold SIMAR & Wolfgang HAERDLE, . "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin. [Downloadable!]
  8. James Stephen MARRON & Wolfgang HAERDLE, . "Fast and simple scatterplot smoothing," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin. [Downloadable!]
  9. Wolfgang HÄRDLE & Byeong PARK, . "Testing increasing dispersion," Sonderforschungsbereich 373 1994-2, Humboldt Universitaet Berlin.
  10. Wolfgang HÄRDLE & Joel L. HOROWITZ, . "Testing a Parametric Model against a Semiparametric Model," Sonderforschungsbereich 373 1994-6, Humboldt Universitaet Berlin.
  11. Wolfgang HÄRDLE & James S. MARRON, . "Fast and Simple Scatterplot Smoothing," Sonderforschungsbereich 373 1994-8, Humboldt Universitaet Berlin.
  12. W. Härdle & E. Mammen & I. Proenca, . "A Bootstrap Test for Single Index Models," Sonderforschungsbereich 373 2000-20, Humboldt Universitaet Berlin.
  13. W. Härdle & V. Spokoiny & G. Teyssiere, . "Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model," Sonderforschungsbereich 373 2000-6, Humboldt Universitaet Berlin.
  14. W. Härdle & P. Schmidt, . "Common Factors Governing VDAX Movements and the Maximum Loss," Sonderforschungsbereich 373 2000-97, Humboldt Universitaet Berlin.
  15. M. Fengler & W. Härdle & P. Schmidt, . "The Analysis of Implied Volatilities," Sonderforschungsbereich 373 2001-73, Humboldt Universitaet Berlin.
  16. S. Chen & W. Härdle & T. Kleinow, . "An Empirical Likelihood Goodness-of-Fit Test for Time Series," Sonderforschungsbereich 373 2001-1, Humboldt Universitaet Berlin.
  17. W. Härdle & G. Stahl, . "Backtesting Beyond VaR," Sonderforschungsbereich 373 1999-105, Humboldt Universitaet Berlin.
  18. W. Härdle & J. Horowitz & J.-P. Kreiss, . "Bootstrap Methods For Time Series," Sonderforschungsbereich 373 2001-59, Humboldt Universitaet Berlin.
  19. H. Liang & W. Härdle & A. Werwatz, . "Asymptotic Properties of the Nonparametric Part in Partial Linear Heteroscedastic Regression Models," Sonderforschungsbereich 373 1997-55, Humboldt Universitaet Berlin.
  20. W. Härdle & A. B. Tsybakov, . "Additive Nonparametric Regression on Principal Components," Sonderforschungsbereich 373 1994-39, Humboldt Universitaet Berlin.
  21. W. Härdle & S. Huet & E. Jolivet, . "Better Bootstrap Confidence Intervals for Curve Estimation," Sonderforschungsbereich 373 1994-27, Humboldt Universitaet Berlin.
  22. W. Härdle & H. Liang & V. Sommerfeld, . "Bootstrap Approximations in a Partially Linear Regression Model," Sonderforschungsbereich 373 1997-102, Humboldt Universitaet Berlin.
  23. S. Sperlich & O. Linton & W. Härdle, . "A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models," Sonderforschungsbereich 373 1997-66, Humboldt Universitaet Berlin.
  24. H. Liang & W. Härdle, . "Asymptotic Normality of Parametric Part in Partial Linear Heteroscedastic Regression Models," Sonderforschungsbereich 373 1997-33, Humboldt Universitaet Berlin.
  25. D. Feldmann & W. Härdle & C. Hafner & A. Hoffmann, . "Flexible Stochastic Volatility Structures for High Frequency Financial Data," Sonderforschungsbereich 373 1998-34, Humboldt Universitaet Berlin.
  26. W. Härdle & A. Yatchew, . "Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap," Sonderforschungsbereich 373 2002-16, Humboldt Universitaet Berlin.
  27. W. Härdle & S. Sperlich & V. Spokoiny, . "Component Analysis for Additive Models," Sonderforschungsbereich 373 1997-52, Humboldt Universitaet Berlin.
  28. M. Delecroix & W. Härdle & M. Hristache, . "Efficient Estimation in Single-Index Regression," Sonderforschungsbereich 373 1997-37, Humboldt Universitaet Berlin.
  29. W. Härdle & C. Hafner, . "Discrete Time Option Pricing with Flexible Volatility Estimation," Sonderforschungsbereich 373 1997-56, Humboldt Universitaet Berlin.
  30. W. Härdle & R. Tschernig, . "Flexible Time Series Analysis," Sonderforschungsbereich 373 2000-51, Humboldt Universitaet Berlin.
  31. H. Strohe & W. Härdle & F. Geppert, . "DPLS in XploRe - A PLS Approach to Dynamic Path Models," Sonderforschungsbereich 373 1999-80, Humboldt Universitaet Berlin.
  32. R.J. Carroll & W. Härdle & E. Mammen, . "Estimation in an additive model when the components are linked parametrically," Sonderforschungsbereich 373 1999-1, Humboldt Universitaet Berlin.
  33. J. L. Horowitz & W. Härdle, . "Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates," Sonderforschungsbereich 373 1994-36, Humboldt Universitaet Berlin.
  34. M. Fengler & W. Härdle & C. Villa, . "The Dynamics of Implied Volatilities: A Common Principle Components Approach," Sonderforschungsbereich 373 2001-38, Humboldt Universitaet Berlin.
  35. W. Härdle & S. Sperlich, . "Financial calculations on the net," Sonderforschungsbereich 373 1997-42, Humboldt Universitaet Berlin.
  36. W. Härdle & S. Klinke, . "Connected Teaching of Statistics," Sonderforschungsbereich 373 1999-24, Humboldt Universitaet Berlin.
  37. W. Härdle & H. Lehmann & B. Rönz, . "MM*Stat - Eine interaktive Einführung in die Welt der Statistik - Exponat auf der CeBit 2001," Sonderforschungsbereich 373 2001-4, Humboldt Universitaet Berlin.
  38. L. Yang & W. Härdle & J. Nielsen, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1998-107, Humboldt Universitaet Berlin.
  39. W. Härdle & M. Nussbaum, . "Kernel Estimation: the Equivalent Spline-Smoothing Method," Sonderforschungsbereich 373 1994-14, Humboldt Universitaet Berlin.
  40. G. Golubev & W. Härdle, . "On adaptive smoothing in partial linear models," Sonderforschungsbereich 373 2001-48, Humboldt Universitaet Berlin.
  41. W. Härdle & J. Zheng, . "How Precise Are Price Distributions Predicted by Implied Binomial Trees?," Sonderforschungsbereich 373 2002-1, Humboldt Universitaet Berlin.
  42. H. Liang & W. Härdle, . "Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model," Sonderforschungsbereich 373 1997-101, Humboldt Universitaet Berlin.
  43. W. Härdle & J. Horowitz, . "Internet Based Econometric Computing," Sonderforschungsbereich 373 1998-37, Humboldt Universitaet Berlin.
  44. W. Härdle, . "Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin," Sonderforschungsbereich 373 1998-60, Humboldt Universitaet Berlin.
  45. H. Liang & W. Härdle & R.J. Carroll, . "Large Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models," Sonderforschungsbereich 373 1997-27, Humboldt Universitaet Berlin.
  46. W. Härdle & W. Kim & G. Tripathi, . "Nonparametric Estimation of Additive Models with Homogeneous Components," Sonderforschungsbereich 373 2000-48, Humboldt Universitaet Berlin.
  47. W. Härdle & M. Müller, . "Multivariate and Semiparametric Kernel Regression," Sonderforschungsbereich 373 1997-26, Humboldt Universitaet Berlin.
  48. G. Golubev & W. Härdle, . "On adaptive estimation in partial linear models," Sonderforschungsbereich 373 1997-100, Humboldt Universitaet Berlin.
  49. W. Härdle & T. Kleinow & A. Korostelev & C. Logeay, . "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Sonderforschungsbereich 373 2001-24, Humboldt Universitaet Berlin.
  50. W. Härdle & A. Korostelev, . "Search of Significant Variables in Nonparametric Additive Regression," Sonderforschungsbereich 373 1994-42, Humboldt Universitaet Berlin.
  51. G. Golubev & W. Härdle, . "On adaptive estimation in partial linear models," Sonderforschungsbereich 373 2000-21, Humboldt Universitaet Berlin.
  52. V. Anderhub & W. Güth & W. Härdle & W. Müller, . "On Saving, Updating and Dynamic Programming -An Experimental Analysis-," Sonderforschungsbereich 373 1997-32, Humboldt Universitaet Berlin.
  53. P. Hall & W. Härdle & T. Kleinow & P. Schmidt, . "Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient," Sonderforschungsbereich 373 1999-62, Humboldt Universitaet Berlin.
  54. W. Härdle & S. Huet & E. Mammen & S. Sperlich, . "Semiparametric additive indices for binary response and generalized additive models," Sonderforschungsbereich 373 1998-95, Humboldt Universitaet Berlin.
  55. Y. Xia & W. Härdle, . "Semi-Parametric Estimation of generalized Partially Linear Single-Index Models," Sonderforschungsbereich 373 2002-56, Humboldt Universitaet Berlin.
  56. W. Härdle & M. Steiger, . "Optimal Median Smoothing," Sonderforschungsbereich 373 1994-15, Humboldt Universitaet Berlin.
  57. M. Burda & W. Härdle & M. Müller & A. Werwatz, . "Semiparametric Analysis of German East-West Migration Intentions: Facts and Theory," Sonderforschungsbereich 373 1998-3, Humboldt Universitaet Berlin.
  58. Q. Wang & W. Härdle & O. Linton, . "Semiparametric Regression Analysis under Imputation for Missing Response Data," Sonderforschungsbereich 373 2002-6, Humboldt Universitaet Berlin.
  59. S. Klinke & G. Golubev & W. Härdle & M. Neumann, . "Teaching Wavelets in XploRe," Sonderforschungsbereich 373 1997-1, Humboldt Universitaet Berlin.
  60. N. Derby & W. Härdle & B. Rönz, . "The Three Dimensions of Multimedia Teaching of Statistics," Sonderforschungsbereich 373 1999-76, Humboldt Universitaet Berlin.
  61. W. Härdle & T. Kleinow & R. Tschernig, . "Web quantlets for time series analysis," Sonderforschungsbereich 373 2000-1, Humboldt Universitaet Berlin.
  62. A. Kirman & W. Härdle & R. Schulz & A. Werwatz, . "Transactions that did not happen and their influence on prices," Sonderforschungsbereich 373 2002-45, Humboldt Universitaet Berlin.
  63. J. Guerrier & W. Härdle, . "Wachsende Dispersion und Engel-Kurven," Sonderforschungsbereich 373 1997-89, Humboldt Universitaet Berlin.
  64. W. Härdle & H. Herwartz & V. Spokoiny, . "Time Inhomogeneous Multiple Volatility Modelling," Sonderforschungsbereich 373 2001-7, Humboldt Universitaet Berlin.
  65. S. Klinke & D. Cook, . "Kernel-based Projection Pursuit Indices in XGobi," Sonderforschungsbereich 373 1995-47, Humboldt Universitaet Berlin.
  66. J. Symanzik & S. Klinke & S. Schmelzer & D. Cook, . "The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis," Sonderforschungsbereich 373 1997-87, Humboldt Universitaet Berlin.
  67. S. Klinke & J. Grassmann, . "Projection Pursuit Regression and Neural Network," Sonderforschungsbereich 373 1998-17, Humboldt Universitaet Berlin.
  68. S. Klinke & J. Grassmann, . "Visualization and Implementation of Feedforward Neural Networks," Sonderforschungsbereich 373 1996-92, Humboldt Universitaet Berlin.
  69. J. Klemelä & S. Klinke & H. Sofyan, . "Classification and Regression Trees," Sonderforschungsbereich 373 2000-62, Humboldt Universitaet Berlin.
  70. J. Polzehl & S. Klinke, . "Experiences with Bivariate Projection Pursuit Indices," Sonderforschungsbereich 373 1995-33, Humboldt Universitaet Berlin.
  71. S. Klinke, . "Exploratory Projection Pursuit: The Multivariate and Discrete Case," Sonderforschungsbereich 373 1995-70, Humboldt Universitaet Berlin.
  72. J. Symanzik & D. Cook & S. Klinke & N. Lewin, . "Exploration of Satellite Images in the Dynamically Linked ArcView/XGobi/XploRe Environment," Sonderforschungsbereich 373 1998-16, Humboldt Universitaet Berlin.
  73. S. Schmelzer & T. K"Otter & S. Klinke & W. H"Ardle, . "A New Generation of a Statistical Computing Environment on the Net," Sonderforschungsbereich 373 1996-52, Humboldt Universitaet Berlin.
  74. J. Symanzik & T. Kötter & S. Schmelzer & S. Klinke, . "Spatial Data Analysis in the Dynamically Linked ArcView/XGobi/XploRe Environment," Sonderforschungsbereich 373 1997-49, Humboldt Universitaet Berlin.
  75. S. Klinke & R. Witzel, . "MD*Book online - a tool for creating interactive documents," Sonderforschungsbereich 373 2002-21, Humboldt Universitaet Berlin.
  76. B. Rönz & M. Müller & U. Ziegenhagen, . "The Multimedia Project MM*Stat for Teaching Statistics," Sonderforschungsbereich 373 2000-46, Humboldt Universitaet Berlin.

Journal articles

    2009

  1. Härdle, Wolfgang & Hlávka, Zdenek, 2009. "Dynamics of state price densities," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May. [Downloadable!] (restricted)
  2. Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2009. "Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(6), pages 512-534. [Downloadable!]
  3. 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. [Downloadable!] (restricted)
  4. Park, Byeong U. & Mammen, Enno & Härdle, Wolfgang & Borak, Szymon, 2009. "Time Series Modelling With Semiparametric Factor Dynamics," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 284-298. [Downloadable!] (restricted)
  5. Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009. "Dynamic semiparametric factor models in risk neutral density estimation," AStA Advances in Statistical Analysis, Springer, vol. 93(4), pages 387-402, December. [Downloadable!] (restricted)
  6. Oliver Blaskowitz & Helmut Herwartz, 2009. "Pca-Based Ex-Ante Forecasting Of Swap Term Structures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 465-489. [Downloadable!] (restricted)
  7. 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. [Downloadable!]

    2008

  1. Hautsch, Nikolaus, 2008. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3978-4015, December. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. Ci­zek, P. & Tamine, J. & Härdle, W., 2008. "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August. [Downloadable!] (restricted)
  4. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 361-381, Summer. [Downloadable!] (restricted)
  5. Chen, Ying & Härdle, Wolfgang & Jeong, Seok-Oh, 2008. "Nonparametric Risk Management With Generalized Hyperbolic Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 910-923. [Downloadable!] (restricted)
  6. Deniz Dilan Karaman Örsal, 2008. "Comparison of Panel Cointegration Tests," Economics Bulletin, Economics Bulletin, vol. 3(6), pages 1-20. [Downloadable!]

    2007

  1. Hall, Anthony D. & Hautsch, Nikolaus, 2007. "Modelling the buy and sell intensity in a limit order book market," Journal of Financial Markets, Elsevier, vol. 10(3), pages 249-286, August. [Downloadable!] (restricted)
  2. Hautsch, Nikolaus & Hess, Dieter, 2007. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(01), pages 189-208, March. [Downloadable!]
  3. M. Benko & M. Fengler & W. Härdle & M. Kopa, 2007. "On extracting information implied in options," Computational Statistics, Springer, vol. 22(4), pages 543-553, December. [Downloadable!] (restricted)
  4. 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. [Downloadable!] (restricted)
  5. Sigbert Klinke, 2007. "Special issue: workshop data and information visualisation 2006," Computational Statistics, Springer, vol. 22(4), pages 497-497, December. [Downloadable!] (restricted)

    2006

  1. Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January. [Downloadable!] (restricted)
  2. Luc Bauwens & Nikolaus Hautsch, 2006. "Stochastic Conditional Intensity Processes," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 450-493. [Downloadable!] (restricted)
  3. Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006. "On the appropriateness of inappropriate VaR models," AStA Advances in Statistical Analysis, Springer, vol. 90(2), pages 273-297, June. [Downloadable!] (restricted)
  4. Yatchew, Adonis & Hardle, Wolfgang, 2006. "Nonparametric state price density estimation using constrained least squares and the bootstrap," Journal of Econometrics, Elsevier, vol. 133(2), pages 579-599, August. [Downloadable!] (restricted)
  5. Cizek, P. & Hardle, W., 2006. "Robust estimation of dimension reduction space," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 545-555, November. [Downloadable!] (restricted)
  6. Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September. [Downloadable!] (restricted)
  7. Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May. [Downloadable!] (restricted)

    2005

  1. Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005. "Transactions that did not happen and their influence on prices," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 567-591, April. [Downloadable!] (restricted)

    2004

  1. Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Support Vector Machines: eine neue Methode zum Rating von Unternehmen," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(49), pages 759-765. [Downloadable!]
  2. Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January. [Downloadable!] (restricted)

    2003

  1. Hautsch, Nikolaus & Klotz, Stefan, 2003. "Estimating the neighborhood influence on decision makers: theory and an application on the analysis of innovation decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 52(1), pages 97-113, September. [Downloadable!] (restricted)
  2. Nikolaus Hautsch, 2003. "Assessing the Risk of Liquidity Suppliers on the Basis of Excess Demand Intensities," Journal of Financial Econometrics, Oxford University Press, vol. 1(2), pages 189-215.
  3. Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny, 2003. "Time Inhomogeneous Multiple Volatility Modeling," Journal of Financial Econometrics, Oxford University Press, vol. 1(1), pages 55-95.
  4. Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003. "The Dynamics of Implied Volatilities: A Common Principal Components Approach," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October. [Downloadable!] (restricted)
  5. Song Xi Chen & Wolfgang Härdle & Ming Li, 2003. "An empirical likelihood goodness-of-fit test for time series," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678. [Downloadable!] (restricted)
  6. Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003. "Efficient estimation in conditional single-index regression," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 213-226, August. [Downloadable!] (restricted)

    2002

  1. Gerhard, Frank & Hautsch, Nikolaus, 2002. "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 57-89, January. [Downloadable!] (restricted)

    2001

  1. Hardle W. & Sperlich S. & Spokoiny V., 2001. "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December. [Downloadable!] (restricted)
  2. Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001. "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 179-188, March. [Downloadable!] (restricted)

    2000

  1. Christian M. Hafner & Wolfgang HÄrdle, 2000. "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, vol. 4(2), pages 189-207. [Downloadable!] (restricted)
  2. Hardle, W. & Horowitz, J., 2000. "Internet-based econometric computing," Journal of Econometrics, Elsevier, vol. 95(2), pages 333-345, April. [Downloadable!] (restricted)
  3. Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt, 2000. "Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 263-276, October. [Downloadable!] (restricted)

    1999

  1. Wolfgang Härdle, 1999. "Testing a Regression Model When We Have Smooth Alternatives in Mind," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 26(2), pages 221-238. [Downloadable!] (restricted)
  2. Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999. "Integration and backfitting methods in additive models-finite sample properties and comparison," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(2), pages 419-458, December. [Downloadable!] (restricted)

    1998

  1. Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998. "Semiparametric analysis of German East-West migration intentions: facts and theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541. [Downloadable!]

    1997

  1. Hardle, W. & Tsybakov, A., 1997. "Local polynomial estimators of the volatility function in nonparametric autoregression," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)

    1995

  1. Hardle, Wolfgang & Kirman, Alan, 1995. "Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market," Journal of Econometrics, Elsevier, vol. 67(1), pages 227-257, May. [Downloadable!] (restricted)
  2. Hardle, W. & Marron, J. S., 1995. "Fast and simple scatterplot smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July. [Downloadable!] (restricted)
  3. Hardle, W. & Park, B. U., 1995. "Testing increasing dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 641-653, June. [Downloadable!] (restricted)
  4. W. Hazod & W. Härdle & G. Lindblad & M. Voit & J. Gani & A. Weron & N. Schmitz & J. Pfanzagl & H. Dette & G. Neuhaus & S. Taylor, 1995. "Book reviews," Metrika, Springer, vol. 42(1), pages 265-278, December. [Downloadable!] (restricted)
  5. Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995. "Estimation of Non-sharp Support Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 205-218, November. [Downloadable!] (restricted)

    1993

  1. Hardle, Wolfgang & Manski, Charles F., 1993. "Nonparametric and semiparametric approaches to discrete response analysis," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 1-2, July. [Downloadable!] (restricted)
  2. Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993. "On the inconsistency of bootstrap distribution estimators," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 11-18, June. [Downloadable!] (restricted)
  3. Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July. [Downloadable!] (restricted)

    1991

  1. Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991. "Empirical Evidence on the Law of Demand," Econometrica, Econometric Society, vol. 59(6), pages 1525-49, November. [Downloadable!] (restricted)

    1990

  1. A. Roth & W. Härdle & S. Helbig & E. Fehr & E. Wurzel & A. Börsch-Supan & K. Rothschild & G. Tullock, 1990. "Book reviews," Journal of Economics, Springer, vol. 51(3), pages 307-327, October. [Downloadable!] (restricted)

    1989

  1. L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle, 1989. "Book reviews," Metrika, Springer, vol. 36(1), pages 310-316, December. [Downloadable!] (restricted)
  2. Carroll, R. J. & Härdle, W., 1989. "Symmetrized nearest neighbor regression estimates," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 315-318, February. [Downloadable!] (restricted)
  3. Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May. [Downloadable!] (restricted)

    1986

  1. Härdle, Wolfgang, 1986. "Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators," Journal of Multivariate Analysis, Elsevier, vol. 18(1), pages 150-168, February. [Downloadable!] (restricted)
  2. Marron, James Stephen & Härdle, Wolfgang, 1986. "Random approximations to some measures of accuracy in nonparametric curve estimation," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 91-113, October. [Downloadable!] (restricted)

    1984

  1. Härdle, Wolfgang, 1984. "Robust regression function estimation," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 169-180, April. [Downloadable!] (restricted)

Chapters

    1986

  1. Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339 Elsevier. [Downloadable!] (restricted)

Software components

Undated material is listed at the end

    Undated

  1. Wolfgang Haerdle, . "XploRe," DOS and Windows codes xplore, . [Downloadable!]
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