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Wolfgang Karl Härdle

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Personal Details

First Name: Wolfgang
Middle Name: Karl
Last Name: Härdle
Suffix:

RePEc Short-ID: phr5

Email: [This author has chosen not to make the email address public]
Homepage: http://lvb.wiwi.hu-berlin.de
Postal Address:
Phone:

Affiliation

(20%) Institut für Statistik und Ökonometrie (ISÖ)
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://ise.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093 5713
Fax: +49-30-2093 5712
Postal: Spandauer Str. 1, 10178 Berlin
Handle: RePEc:edi:ishubde (more details at EDIRC)
(20%) Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://sfb649.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093-5708
Fax: +49-30-2093-5617
Postal: Spandauer Str. 1,10178 Berlin
Handle: RePEc:edi:sohubde (more details at EDIRC)
(20%) Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://sfb.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093-5708
Fax: +49-30-2093-5617
Postal: Spandauer Str. 1,10178 Berlin
Handle: RePEc:edi:sfhubde (more details at EDIRC)
(20%) Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://www.wiwi.hu-berlin.de/
Email:
Phone: +49 30 2093-5673
Fax: +49 30 2093-5727
Postal: Spandauer Str. 1, D-10178 Berlin
Handle: RePEc:edi:wfhubde (more details at EDIRC)
(20%) Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://www.case.hu-berlin.de/
Email:
Phone: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
Postal: Spandauer Str. 1, 10178 Berlin
Handle: RePEc:edi:cahubde (more details at EDIRC)

Works

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Working papers

  1. Lijie Gu & Li Wang & Wolfgang Karl Härdle & Lijian Yang, 2014. "A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data," SFB 649 Discussion Papers SFB649DP2014-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2014. "An Extended Single Index Model with Missing Response at Random," SFB 649 Discussion Papers SFB649DP2014-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. 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.
  4. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle, 2014. "Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models," SFB 649 Discussion Papers SFB649DP2014-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Wolfgang Karl Härdle & Annette B. Vogt, 2014. "Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual," SFB 649 Discussion Papers SFB649DP2014-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. 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.
  7. Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin, 2013. "CDO Surfaces Dynamics," SFB 649 Discussion Papers SFB649DP2013-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Wolfgang Karl Härdle & Ya'acov Ritov & Weining Wang, 2013. "Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators," SFB 649 Discussion Papers SFB649DP2013-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Wolfgang Karl Härdle & Dedy Dwi Prastyo, 2013. "Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry," SFB 649 Discussion Papers SFB649DP2013-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  10. Yan Fan & Wolfgang Karl Härdle & Weining Wang & Lixing Zhu, 2013. "Composite Quantile Regression for the Single-Index Model," SFB 649 Discussion Papers SFB649DP2013-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  11. Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer, 2013. "Reference Dependent Preferences and the EPK Puzzle," SFB 649 Discussion Papers SFB649DP2013-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  12. Mengmeng Guo & Lhan Zhou & Jianhua Z. Huang & Wolfgang Karl Härdle, 2013. "Functional Data Analysis of Generalized Quantile Regressions," SFB 649 Discussion Papers SFB649DP2013-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  13. 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.
  14. Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang, 2012. "Quantile Regression in Risk Calibration," SFB 649 Discussion Papers SFB649DP2012-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  15. Toshio Honda & Wolfgang Karl Härdle, 2012. "Variable selection in Cox regression models with varying coefficients," SFB 649 Discussion Papers SFB649DP2012-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  16. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  17. 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.
  18. Shiyi Chen & Wolfgang Karl Härdle, 2012. "Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China," SFB 649 Discussion Papers SFB649DP2012-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  19. Wolfgang Karl Härdle & Elena Silyakova, 2012. "Implied Basket Correlation Dynamics," SFB 649 Discussion Papers SFB649DP2012-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  20. Wolfgang Karl Härdle & Ostap Okhrin & Weining Wang, 2012. "HMM in dynamic HAC models," SFB 649 Discussion Papers SFB649DP2012-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  21. Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2012. "Local Adaptive Multiplicative Error Models for High-Frequency Forecasts," SFB 649 Discussion Papers SFB649DP2012-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  22. 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.
  23. Yi-Hsuan Chen & Wolfgang Karl Härdle, 2012. "Common factors in credit defaults swaps markets," SFB 649 Discussion Papers SFB649DP2012-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  24. Wolfgang Karl Härdle & Yuichi Mori & Jürgen Symanzik, 2012. "Computational Statistics (Journal)," SFB 649 Discussion Papers SFB649DP2012-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  25. Wolfgang Karl Härdle & Dedy Dwi Prastyo & Christian Hafner, 2012. "Support Vector Machines with Evolutionary Feature Selection for Default Prediction," SFB 649 Discussion Papers SFB649DP2012-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  26. Shuzhuan Zheng & Lijian Yang & Wolfgang Karl Härdle, 2011. "A Confidence Corridor for Sparse Longitudinal Data Curves," SFB 649 Discussion Papers SFB649DP2011-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  27. Rong Liu & Lijian Yang & Wolfgang Karl Härdle, 2011. "Oracally Efficient Two-Step Estimation of Generalized Additive Model," SFB 649 Discussion Papers SFB649DP2011-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  28. 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.
  29. 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.
  30. Wolfgang Karl Härdle & Vladimir Spokoiny & Weining Wang, 2011. "Local Quantile Regression," SFB 649 Discussion Papers SFB649DP2011-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  31. Lu Lin & Feng Li & Lixing Zhu & Wolfgang Karl Härdle, 2011. "Mean Volatility Regressions," SFB 649 Discussion Papers SFB649DP2011-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  32. Alena Myšičková & 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.
  33. Weining Wang & Ihtiyor Bobojonov & Wolfgang Karl Härdle & Martin Odening, 2011. "Increasing Weather Risk: Fact or Fiction?," SFB 649 Discussion Papers SFB649DP2011-077, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  34. 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.
  35. Russ Moro & Wolfgang Härdle & Saeideh Aliakbari & Linda Hoffmann, 2011. "Forecasting Corporate Distress in the Asian and Pacific Region," SFB 649 Discussion Papers SFB649DP2011-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  36. Ray-Bing Chen & Ying Chen & Wolfgang Härdle, 2011. "TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data," SFB 649 Discussion Papers SFB649DP2011-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  37. 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.
  38. James E. Gentle & Wolfgang Karl Härdle & Yuichi Mori, 2011. "How Computational Statistics Became the Backbone of Modern Data Science," SFB 649 Discussion Papers SFB649DP2011-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  39. 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.
  40. 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.
  41. Wolfgang Karl Härdle & Ya’acov Ritov & Song Song, 2010. "Partial Linear Quantile Regression and Bootstrap Confidence Bands," SFB 649 Discussion Papers SFB649DP2010-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  42. Wolfgang Karl Härdle & Rouslan Moro & Linda Hoffmann, 2010. "Learning Machines Supporting Bankruptcy Prediction," SFB 649 Discussion Papers SFB649DP2010-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  43. Song Song & Wolfgang K. Härdle & Ya'acov Ritov, 2010. "High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model," SFB 649 Discussion Papers SFB649DP2010-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  44. James E. Gentle & Wolfgang Karl Härdle, 2010. "Modeling Asset Prices," SFB 649 Discussion Papers SFB649DP2010-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  45. Mengmeng Guo & Wolfgang Karl Härdle, 2010. "Adaptive Interest Rate Modelling," SFB 649 Discussion Papers SFB649DP2010-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  46. Maria Grith & Wolfgang Karl Härdle & Melanie Schienle, 2010. "Nonparametric Estimation of Risk-Neutral Densities," SFB 649 Discussion Papers SFB649DP2010-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  47. Wolfgang Karl Härdle & Elena Silyakova, 2010. "Volatility Investing with Variance Swaps," SFB 649 Discussion Papers SFB649DP2010-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  48. Wolfgang Karl Härdle & Rainer Schulz & Weining Wang, 2010. "Prognose mit nichtparametrischen Verfahren," SFB 649 Discussion Papers SFB649DP2010-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  49. Wolfgang Karl Härdle & Stefan Trück, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers SFB649DP2010-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  50. Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin, 2010. "Time varying Hierarchical Archimedean Copulae," SFB 649 Discussion Papers SFB649DP2010-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  51. Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang, 2010. "Uniform confidence bands for pricing kernels," SFB 649 Discussion Papers SFB649DP2010-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  52. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  53. 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.
  54. Xia Cui & Wolfgang Karl Härdle & Lixing Zhu, 2009. "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers SFB649DP2009-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  55. 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.
  56. 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.
  57. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  58. 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.
  59. Wolfgang Karl Härdle & Christian Friedrich Wolfgang Kirchner, 2009. "Quantifizierbarkeit von Risiken auf Finanzmärkten," SFB 649 Discussion Papers SFB649DP2009-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  60. 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.
  61. Ying Chen & Wolfgang Härdle & Uta Pigorsch, 2009. "Localized Realized Volatility Modelling," SFB 649 Discussion Papers SFB649DP2009-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  62. 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.
  63. 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.
  64. Wolfgang Härdle & Ostap Okhrin, 2009. "De copulis non est disputandum - Copulae: An Overview," SFB 649 Discussion Papers SFB649DP2009-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  65. Wolfgang Härdle & Brenda López Cabrera, 2009. "Implied Market Price of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  66. 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.
  67. 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.
  68. 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.
  69. Taleb Ahmad & Wolfgang Härdle, 2008. "Statistics E-learning Platforms Evaluation: Case Study," SFB 649 Discussion Papers SFB649DP2008-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  70. Yuri Golubev & Wolfgang Härdle & Roman Timonfeev, 2008. "Testing Monotonicity of Pricing Kernels," SFB 649 Discussion Papers SFB649DP2008-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  71. 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.
  72. 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.
  73. Wolfgang Härdle & Alena Mysickova, 2008. "Numerics of Implied Binomial Trees," SFB 649 Discussion Papers SFB649DP2008-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  74. 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.
  75. 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.
  76. 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.
  77. 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.
  78. 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.
  79. 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.
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. Wolfgang Härdle & Brenda López Cabrera, 2007. "Calibrating CAT bonds for Mexican earthquakes," SFB 649 Discussion Papers SFB649DP2007-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  85. 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.
  86. 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.
  87. 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.
  88. 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.
  89. 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.
  90. Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  91. 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.
  92. 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.
  93. 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.
  94. 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.
  95. 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.
  96. 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.
  97. 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.
  98. 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.
  99. 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.
  100. Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Design of Implied Volatility Surfaces," SFB 649 Discussion Papers SFB649DP2006-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  101. Kai Detlefsen & Wolfgang Härdle, 2006. "Forecasting the Term Structure of Variance Swaps," SFB 649 Discussion Papers SFB649DP2006-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  102. 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.
  103. 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.
  104. 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.
  105. 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.
  106. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  107. 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.
  108. 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.
  109. 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.
  110. 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.
  111. Michal Benko & Wolfgang Härdle & Alois Kneip, 2006. "Common Functional Principal Components," SFB 649 Discussion Papers SFB649DP2006-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  112. Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Risk for Exotic Options," SFB 649 Discussion Papers SFB649DP2006-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  113. Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
  114. 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.
  115. Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  116. Cizek, P. & Härdle, W.K., 2005. "Robust Estimation of Dimension Reduction Space," Discussion Paper 2005-31, Tilburg University, Center for Economic Research.
  117. 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.
  118. 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.
  119. Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  120. 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.
  121. Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005. "FFT Based Option Pricing," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  122. Wolfgang Härdle & Heiko Lehmann, 2005. "Working with the XQC," SFB 649 Discussion Papers SFB649DP2005-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  123. Wolfgang Härdle & Seok-Oh Jeong, 2005. "Nonparametric Productivity Analysis," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  124. Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, EconWPA.
  125. Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  126. 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.
  127. 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.
  128. 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.
  129. Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl, 2004. "Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment," Papers 2004,40, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  130. Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter, 2004. "Skewness and Kurtosis Trades," Papers 2004,09, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  131. Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  132. 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.
  133. 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.
  134. 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.
  135. Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003. "An introduction to simulation of risk processes," HSC Research Reports HSC/03/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  136. Čížek, Pavel & Härdle, Wolfgang, 2003. "Robust adaptive estimation of dimension reduction space," SFB 373 Discussion Papers 2003,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  137. Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno, 2003. "Implied volatility string dynamics," SFB 373 Discussion Papers 2003,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  138. Brenner, Steffen & Härdle, Wolfgang Karl & Schulz, Rainer, 2003. "Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie," SFB 373 Discussion Papers 2003,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  139. 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.
  140. 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.
  141. 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.
  142. Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, G., 2003. "Wann sind falsche VaR-Modelle dennoch adäquat?," SFB 373 Discussion Papers 2003,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  143. 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.
  144. Härdle, Wolfgang & Zheng, Jun, 2002. "How precise are price distributions predicted by implied binomial trees?," SFB 373 Discussion Papers 2002,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  145. Tamine, Julien & Härdle, Wolfgang & Yang, Lijian, 2002. "M robustified additive nonparametric regression," SFB 373 Discussion Papers 2002,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  146. Müller, Marlene & Härdle, Wolfgang, 2002. "Exploring credit data," SFB 373 Discussion Papers 2002,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  147. Wang, Qihua & Härdle, Wolfgang, 2002. "Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study," SFB 373 Discussion Papers 2002,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  148. Härdle, Wolfgang & Rönz, Bernd, 2002. "E-learning / e-teaching of statistics: Students' and teachers' views," SFB 373 Discussion Papers 2002,84, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  149. 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.
  150. Slama, Rémy & Werwatz, Axel & Boutou, Odile & Ducot, Béatrice & Spira, Alfred & Härdle, Wolfgang, 2002. "Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression," SFB 373 Discussion Papers 2002,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  151. Xia, Yingcun & Härdle, Wolfgang, 2002. "Semi-parametric estimation of generalized partially linear single-index models," SFB 373 Discussion Papers 2002,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  152. Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter, 2001. "The analysis of implied volatilities," SFB 373 Discussion Papers 2001,73, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  153. Härdle, Wolfgang & Yatchew, Adonis, 2001. "Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap," SFB 373 Discussion Papers 2002,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  154. Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001. "Semiparametric diffusion estimation and application to a stock market index," SFB 373 Discussion Papers 2001,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  155. Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter, 2001. "Bootstrap methods for time series," SFB 373 Discussion Papers 2001,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  156. 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.
  157. 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.
  158. Härdle, Wolfgang & Lehmann, Heiko & Rönz, Bernd, 2001. "MM*STAT: Eine interaktive Einführung in die Welt der Statistik," SFB 373 Discussion Papers 2001,4, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  159. Golubev, Georgi & Härdle, Wolfgang, 2001. "On adaptive smoothing in partial linear models," SFB 373 Discussion Papers 2001,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  160. Fengler, Matthias R. & Härdle, Wolfgang K. & Villa, Christophe, 2001. "The dynamics of implied volatilities: A common principal components approach," SFB 373 Discussion Papers 2001,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  161. Härdle, Wolfgang & Spokoiny, Vladimir G. & Teyssière, Gilles, 2000. "Adaptive estimation for a time inhomogeneous stochastic-volatility model," SFB 373 Discussion Papers 2000,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  162. Härdle, Wolfgang & Kim, Woocheol & Tripathi, Gautam, 2000. "Nonparametric estimation of additive models with homogeneous components," SFB 373 Discussion Papers 2000,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  163. Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000. "Time Inhomogeneous Multiple Volatility Modelling," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society.
  164. Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf, 2000. "Web quantlets for time series analysis," SFB 373 Discussion Papers 2000,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  165. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  166. Härdle, Wolfgang & Schmidt, Peter, 2000. "Common factors governing VDAX movements and the maximum loss," SFB 373 Discussion Papers 2000,97, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  167. Härdle, Wolfgang & Tschernig, Rolf, 2000. "Flexible time series analysis," SFB 373 Discussion Papers 2000,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  168. Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000. "An empirical likelihood goodness-of-fit test for time series," SFB 373 Discussion Papers 2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  169. 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.
  170. Härdle, Wolfgang & Stahl, Gerhard, 1999. "Backtesting beyond VaR," SFB 373 Discussion Papers 1999,105, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  171. Derby, Nathaniel & Härdle, Wolfgang & Rönz, Bernd, 1999. "The three dimensions of multimedia teaching of statistics," SFB 373 Discussion Papers 1999,76, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  172. Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno, 1999. "Estimation in an additive model when the components are linked parametrically," SFB 373 Discussion Papers 1999,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  173. Hall, Peter & Härdle, Wolfgang & Kleinow, Torsten & Schmidt, Peter, 1999. "Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient," SFB 373 Discussion Papers 1999,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  174. Strohe, Hans Gerhard & Härdle, Wolfgang & Geppert, Frank, 1999. "DPLS in XploRe: A PLS approach to dynamic path models," SFB 373 Discussion Papers 1999,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  175. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998. "Semiparametric additive indices for binary response and generalized additive models," SFB 373 Discussion Papers 1998,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  176. Wolfgang HÄRDLE, 1998. "Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin," SFB 373 Discussion Papers 1998,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  177. Härdle, Wolfgang K. & Horowitz, Joel L., 1998. "Internet based econometric computing," SFB 373 Discussion Papers 1998,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  178. Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B., 1998. "Flexible stochastic volatility structures for high frequency financial data," SFB 373 Discussion Papers 1998,34, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  179. Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998. "Nonparametric autoregression with multiplicative volatility and additive mean," SFB 373 Discussion Papers 1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  180. Liang, Hua & Härdle, Wolfgang, 1997. "Large sample theory of the estimation of the error distribution for a semiparametric model," SFB 373 Discussion Papers 1997,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  181. Liang, Hua & Härdle, Wolfgang, 1997. "Asymptotic normality of parametric part in partial linear heteroscedastic regression models," SFB 373 Discussion Papers 1997,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  182. Härdle, Wolfgang & Müller, Marlene, 1997. "Multivariate and semiparametric kernel regression," SFB 373 Discussion Papers 1997,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  183. Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker, 1997. "Bootstrap approximations in a partially linear regression model," SFB 373 Discussion Papers 1997,102, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  184. Liang, Hua & Härdle, Wolfgang & Werwatz, Axel, 1997. "Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models," SFB 373 Discussion Papers 1997,55, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  185. 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.
  186. HÄRDLE, Wolfgang & HAFNER, Christian, 1997. "Discrete time option pricing with flexible volatility estimation," CORE Discussion Papers 1997047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  187. Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G., 1997. "Component analysis for additive models," SFB 373 Discussion Papers 1997,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  188. Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 1997. "Efficient estimation in single-index regression," SFB 373 Discussion Papers 1997,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  189. Härdle, Wolfgang & Sperlich, Stefan, 1997. "Financial calculations on the net," SFB 373 Discussion Papers 1997,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  190. S. Sperlich & O. Linton & Wolfgang HÄRDLE, 1997. "A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models," SFB 373 Discussion Papers 1997,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  191. V. Anderhub & W. Güth & Wolfgang HÄRDLE & W. Müller, 1997. "On Saving, Updating and Dynamic Programming -An Experimental Analysis-," SFB 373 Discussion Papers 1997,32, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  192. J. Guerrier & Wolfgang HÄRDLE, 1997. "Wachsende Dispersion und Engel-Kurven," SFB 373 Discussion Papers 1997,89, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  193. Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel, 1997. "Semiparametric analysis of German East-West migration intentions: Facts and theory," SFB 373 Discussion Papers 1998,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  194. Liang, Hua & Härdle, Wolfgang & Carroll, Raymond J., 1997. "Large sample theory in a semiparametric partially linear errors-in-variables models," SFB 373 Discussion Papers 1997,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  195. Golubev, Georgi & Härdle, Wolfgang, 1997. "On adaptive estimation in partial linear models," SFB 373 Discussion Papers 1997,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  196. Wolfgang HÄRDLE & L. YANG, 1996. "Nonparametric Time Series Model Selection," SFB 373 Discussion Papers 1996,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  197. Wolfgang HÄRDLE & H. LÜTKEPOHL & R. CHEN, 1996. "A Review of Nonparametric Time Series Analysis," SFB 373 Discussion Papers 1996,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  198. J. FAN & Wolfgang HÄRDLE & Enno MAMMEN, 1996. "Direct estimation of low dimensional components in additive models," SFB 373 Discussion Papers 1996,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  199. Wolfgang HÄRDLE & J. MARRON & L. YANG, 1996. "Discussion," SFB 373 Discussion Papers 1996,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  200. Wolfgang HÄRDLE & Enno MAMMEN & Maike MÜLLER, 1996. "Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay," SFB 373 Discussion Papers 1996,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  201. S. SCHMELZER & T. KÖTTER & S. KLINKE & Wolfgang HÄRDLE, 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.
  202. Härdle, W.K. & Mammen, E. & Müller, M.D., 1996. "Testing Parametric versus Semiparametric Modelling in Generalized Linear Models," Discussion Paper 1996-42, Tilburg University, Center for Economic Research.
  203. Maike MÜLLER & B. RÖNZ & Wolfgang HÄRDLE, 1996. "Computerassisted Semiparametric Generalized Linear Models," SFB 373 Discussion Papers 1996,90, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  204. P. BOSSAERTS & C. HAFNER & Wolfgang HÄRDLE, 1996. "Foreign Exchange Rates Have Surprising Volatility," SFB 373 Discussion Papers 1996,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  205. Wolfgang HÄRDLE & A. TSYBAKOV & L. YANG, 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  206. J. L. HOROWITZ & Wolfgang HÄRDLE, 1995. "Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates dpsfb950075.ps.tar = Enno MAMMEN J.S. MARRON: Mass Recentered Kernel Smoothers," SFB 373 Discussion Papers 1995,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  207. Wolfgang HÄRDLE & A. TSYBAKOV, 1995. "Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression," SFB 373 Discussion Papers 1995,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  208. Wolfgang HÄRDLE & R. CHEN, 1995. "Nonparametric Time Series Analysis, a selectiv review with examples," SFB 373 Discussion Papers 1995,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  209. Wolfgang HÄRDLE & R. CHEN, 1995. "Estimation and Variable Selection in Additive Nonparametric Regression Models," SFB 373 Discussion Papers 1995,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  210. R. CHEN & Wolfgang HÄRDLE & O. B. LINTON & E. SEVERANCE-LOSSIN, 1995. "Nonparametric Estimation of Additive Seperable Regression Models," SFB 373 Discussion Papers 1995,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  211. Wolfgang HÄRDLE & V. SPOKOINY & S. SPERLICH, 1995. "Semiparametric Single Index Versus Fixed Link Function Modelling," SFB 373 Discussion Papers 1995,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  212. O. B. LINTON & R. CHEN & Wolfgang HÄRDLE, 1995. "An Analysis of Transformations for Additive Nonparanetric Regression," SFB 373 Discussion Papers 1995,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  213. O. B. LINTON & Wolfgang HÄRDLE, 1995. "Estimation of Additive Regression Models with Links," SFB 373 Discussion Papers 1995,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  214. Wolfgang HÄRDLE & O. LINTON, 1995. "Nonparametric Regression," SFB 373 Discussion Papers 1995,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  215. P. BOSSAERTS & Wolfgang HÄRDLE & C. HAFNER, 1995. "A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series," SFB 373 Discussion Papers 1995,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  216. Wolfgang HÄRDLE & A. KOROSTELEV, 1994. "Search of Significant Variables in Nonparametric Additive Regression," SFB 373 Discussion Papers 1994,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  217. Wolfgang HÄRDLE & S. HUET & E. JOLIVET, 1994. "Better Bootstrap Confidence Intervals for Curve Estimation," SFB 373 Discussion Papers 1994,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  218. Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
  219. Wolfgang HÄRDLE & Joel L. HOROWITZ, 1994. "Testing a Parametric Model against a Semiparametric Model," SFB 373 Discussion Papers 1994,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  220. Wolfgang HÄRDLE & A. B. TSYBAKOV, 1994. "Additive Nonparametric Regression on Principal Components," SFB 373 Discussion Papers 1994,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  221. 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.
  222. Haerdle,Wolfgang & Kneip,Alois, 1992. "Testing aregression model when we have smooth alternatives in mind," Discussion Paper Serie A 389, University of Bonn, Germany.
  223. Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
  224. HÄRDLE, Wolfgang & TURLACH, Berwin, 1992. "Nonparametric approaches to generalized linear models," CORE Discussion Papers 1992037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  225. Horowitz, J.L. & Hardle, W., 1992. "Testing a Parametric Model Against a Semiparametric Alternative," Working Papers 92-06, University of Iowa, Department of Economics.
  226. 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).
  227. 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).
  228. 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).
  229. 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).
  230. 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).
  231. 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).
  232. 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).
  233. 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).
  234. 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).
  235. Hardle, W. & Steiger, W., 1990. "Optimal Median Smoothing," CORE Discussion Papers 1990070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  236. 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).
  237. 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).
  238. Haerdle,Wolfgang & Nussbaum,Michael, 1990. "Bootstrap confidence bands," Discussion Paper Serie A 314, University of Bonn, Germany.
  239. 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).
  240. 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).
  241. Haerdle,W. & Marron,J.S., 1989. "Bootstrap simultaneous error bars for nonparametric regression," Discussion Paper Serie A 227, University of Bonn, Germany.
  242. Haerdle,Wolfgang & Nussbaum,Michael, 1989. "Kernel estimation: The equivalent spline smoothing method," Discussion Paper Serie A 239, University of Bonn, Germany.
  243. Wolfgang Härdle & Werner Hildenbrand & Michael Jerison, 1989. "Empirical Evidence on the Law of Demand," Discussion Paper Serie A 264a, University of Bonn, Germany.
  244. Haerdle,W. & Hart,J.D., 1989. "A bootstrap test forpositive definiteness of income effect matrices," Discussion Paper Serie A 199, University of Bonn, Germany.
  245. 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.
  246. Haerdle,W., 1989. "Resampling for inference from curves," Discussion Paper Serie A 225, University of Bonn, Germany.
  247. 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.
  248. 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).
  249. Haerdle,Wolfgang, 1989. "The interplay between statistics and computing in data ana- lysis," Discussion Paper Serie A 238, University of Bonn, Germany.
  250. Haerdle,W. & Marron,J. & Wand,M., 1988. "Bandwidth choice for density derivatives," Discussion Paper Serie A 182, University of Bonn, Germany.
  251. Haerdle,Wolfgang Jerison,Michael, 1988. "Cross section Engel curves over time," Discussion Paper Serie A 160, University of Bonn, Germany.
  252. Haerdle,W. & Mammen,E., 1988. "Comparing nonparametric versus regression fits," Discussion Paper Serie A 177, University of Bonn, Germany.
  253. Haerdle,Wolfgang, 1988. "Efficient nonparametric smoothing in high dimensions using interactive graphicaL techniques," Discussion Paper Serie A 176, University of Bonn, Germany.
  254. 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.
  255. Carroll,R. & Haerdle,W., 1988. "Second order effects in semiparametric weighted least squares regression," Discussion Paper Serie A 170, University of Bonn, Germany.
  256. 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.
  257. Carrol,R.J. & Haerdle,W., 1987. "Symmetrized nearest neighbour regression estimates," Discussion Paper Serie A 144, University of Bonn, Germany.
  258. Haerdle,Wolfgang & Marron,J., 1987. "Semiparametric comparision of regression curve," Discussion Paper Serie A 93, University of Bonn, Germany.
  259. Franke,J. & Haerdle,W., 1987. "On bootstrapping Kernel spectral estimates," Discussion Paper Serie A 121, University of Bonn, Germany.
  260. Haerdle,Wolfgang, 1987. "XploRe,a computing environment for exploatory regression," Discussion Paper Serie A 113, University of Bonn, Germany.
  261. Haerdle,Wolfgang & Stoker,Thomas, 1987. "Investigations smooth multiple regression by the method of average derivatives," Discussion Paper Serie A 107, University of Bonn, Germany.
  262. 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.
  263. Haerdle,Wolfgang & Bowman,Adrian, 1986. "Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands," Discussion Paper Serie A 71, University of Bonn, Germany.
  264. 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.
  265. Haerdle Wolfgang, 1986. "Resistant smoothing using the fast Fourier Transform," Discussion Paper Serie A 85, University of Bonn, Germany.
  266. Haerdle,W. & Tsybakov,A., 1986. "Robust nonparametric regression with simultaneous scale curve estimation," Discussion Paper Serie A 59, University of Bonn, Germany.
  267. B.U.PARK & Wolfgang HAERDLE, . "Testing increasing dispersion," Statistic und Oekonometrie 9314, Humboldt Universitaet Berlin.
  268. Ibragimov, I. A. & Härdle, W. & Tsybakov, A.B., . "On efficient estimation of an averaged derivative," CORE Discussion Papers RP -1127, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  269. Härdle, W. & Marron, J.S., . "Bootstrap simultaneous error for nonparametric regression," CORE Discussion Papers RP -951, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  270. Leopold SIMAR & Wolfgang HAERDLE, . "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin.
  271. Wolfgang HAERDLE & Marlene MUELLER, . "Applied nonparametric smoothing techniques," Statistic und Oekonometrie 9303, Humboldt Universitaet Berlin.
  272. GRUND, Birgit & HÄRDLE, Wolfgang, . "COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron," CORE Discussion Papers RP -974, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  273. James Stephen MARRON & Wolfgang HAERDLE, . "Fast and simple scatterplot smoothing," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin.
  274. Wolfgang HAERDLE & Marlene MUELLER, . "Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis," Statistic und Oekonometrie 9208, Humboldt Universitaet Berlin.

Articles

  1. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K., 2014. "TVICA—Time varying independent component analysis and its application to financial data," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 95-109.
  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. Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema, 2013. "Dynamic structured copula models," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 361-388, December.
  4. 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.
  5. Maria Grith & Wolfgang Härdle & Juhyun Park, 2013. "Shape Invariant Modeling of Pricing Kernels and Risk Aversion," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(2), pages 370-399, March.
  6. Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K., 2012. "Bootstrap confidence bands and partial linear quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 244-262.
  7. 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.
  8. Härdle, Wolfgang K. & Song, Song, 2012. "CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum," Econometric Theory, Cambridge University Press, vol. 28(02), pages 483-484, April.
  9. Mengmeng Guo & Wolfgang Härdle, 2012. "Simultaneous confidence bands for expectile functions," AStA Advances in Statistical Analysis, Springer, vol. 96(4), pages 517-541, October.
  10. Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012. "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, vol. 28(04), pages 861-887, August.
  11. Härdle, Wolfgang K. & Song, Song, 2010. "Confidence Bands In Quantile Regression," Econometric Theory, Cambridge University Press, vol. 26(04), pages 1180-1200, August.
  12. Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir, 2010. "GHICA -- Risk analysis with GH distributions and independent components," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 255-269, March.
  13. 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.
  14. Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2010. "Localized Realized Volatility Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1376-1393.
  15. Wolfgang Härdle & Ostap Okhrin, 2010. "De copulis non est disputandum," AStA Advances in Statistical Analysis, Springer, vol. 94(1), pages 1-31, March.
  16. Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong, 2010. "Forecasting volatility with support vector machine-based GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 406-433.
  17. Zhang, Junni L. & Härdle, Wolfgang K., 2010. "The Bayesian Additive Classification Tree applied to credit risk modelling," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1197-1205, May.
  18. 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.
  19. Härdle, Wolfgang & Hlávka, Zdenek, 2009. "Dynamics of state price densities," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008. "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.
  25. 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.
  26. 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.
  27. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 361-381, Summer.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Cizek, P. & Hardle, W., 2006. "Robust estimation of dimension reduction space," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 545-555, November.
  34. 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.
  35. 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.
  36. Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Support Vector Machines: eine neue Methode zum Rating von Unternehmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(49), pages 759-765.
  37. 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.
  38. Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny, 2003. "Time Inhomogeneous Multiple Volatility Modeling," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 1(1), pages 55-95.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. Christian M. Hafner & Wolfgang HÄrdle, 2000. "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, vol. 4(2), pages 189-207.
  45. Hardle, W. & Horowitz, J., 2000. "Internet-based econometric computing," Journal of Econometrics, Elsevier, vol. 95(2), pages 333-345, April.
  46. 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.
  47. 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 & Swedish Statistical Association, vol. 26(2), pages 221-238.
  48. 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.
  49. 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.
  50. 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.
  51. Hardle, W. & Park, B. U., 1995. "Testing increasing dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 641-653, June.
  52. 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.
  53. Hardle, W. & Marron, J. S., 1995. "Fast and simple scatterplot smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July.
  54. 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.
    • 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.
    • L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle, 1989. "Book reviews," Metrika, Springer, vol. 36(1), pages 310-316, December.
  55. 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.
  56. Horowitz, Joel L. & Härdle, Wolfgang, 1994. "Testing a Parametric Model Against a Semiparametric Alternative," Econometric Theory, Cambridge University Press, vol. 10(05), pages 821-848, December.
  57. Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.
  58. 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.
  59. 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.
  60. Härdle, Wolfgang & Hart, Jeffrey D., 1992. "A Bootstrap Test for Positive Definiteness of Income Effect Matrices," Econometric Theory, Cambridge University Press, vol. 8(02), pages 276-292, June.
  61. Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991. "Empirical Evidence on the Law of Demand," Econometrica, Econometric Society, vol. 59(6), pages 1525-49, November.
  62. Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May.
  63. Carroll, R. J. & Härdle, W., 1989. "Symmetrized nearest neighbor regression estimates," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 315-318, February.
  64. 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.
  65. 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.
  66. Collomb, Gérard & Härdle, Wolfgang, 1986. "Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations," Stochastic Processes and their Applications, Elsevier, vol. 23(1), pages 77-89, October.
  67. Härdle, Wolfgang, 1984. "Robust regression function estimation," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 169-180, April.

Software components

  1. Wolfgang Haerdle, . "XploRe," DOS and Windows codes xplore, .

Chapters

  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.

Books

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2011. "Statistical Tools for Finance and Insurance (2nd edition)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook1101.
  2. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0501.
  3. Härdle,Wolfgang, 1992. "Applied Nonparametric Regression," Cambridge Books, Cambridge University Press, number 9780521429504, October.

NEP Fields

128 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2009-04-18
  2. NEP-AGR: Agricultural Economics (3) 2011-03-12 2011-09-05 2013-02-08
  3. NEP-BAN: Banking (3) 2008-01-12 2008-01-26 2008-04-29
  4. NEP-BEC: Business Economics (3) 2005-10-22 2007-06-11 2008-01-26
  5. NEP-CBA: Central Banking (3) 2006-07-15 2010-06-04 2010-06-18
  6. NEP-CFN: Corporate Finance (1) 2008-01-26
  7. NEP-CMP: Computational Economics (13) 2004-04-04 2005-10-22 2005-12-01 2006-01-24 2006-05-13 2007-06-11 2007-06-11 2008-01-12 2008-01-12 2008-02-09 2010-06-18 2011-09-05 2012-05-02. Author is listed
  8. NEP-DCM: Discrete Choice Models (1) 2008-01-12
  9. NEP-ECM: Econometrics (62) 2003-11-03 2005-04-09 2005-08-13 2005-10-29 2005-11-12 2005-12-01 2005-12-01 2005-12-01 2005-12-01 2006-02-12 2006-02-12 2006-03-11 2006-04-01 2006-07-15 2006-07-15 2006-10-21 2006-11-25 2006-11-25 2006-11-25 2007-04-28 2007-05-12 2007-05-26 2007-06-11 2007-07-20 2007-09-02 2008-01-12 2008-01-12 2008-01-12 2008-01-12 2008-01-26 2008-02-09 2008-02-09 2008-04-15 2008-05-31 2008-06-27 2008-07-05 2008-07-30 2009-04-18 2009-05-23 2009-06-17 2009-10-31 2010-01-16 2010-01-16 2010-02-27 2010-04-11 2011-03-12 2011-03-19 2011-08-02 2011-09-05 2012-03-08 2012-05-08 2012-10-20 2013-01-07 2013-02-08 2013-03-02 2013-07-20 2013-11-09 2014-01-10 2014-01-10 2014-01-10 2014-01-24 2014-03-01. Author is listed
  10. NEP-EDU: Education (7) 2006-01-24 2006-04-29 2006-09-23 2007-06-02 2007-08-18 2008-04-29 2008-09-29. Author is listed
  11. NEP-EEC: European Economics (1) 2006-11-25
  12. NEP-EFF: Efficiency & Productivity (1) 2005-12-01
  13. NEP-ENE: Energy Economics (5) 2006-11-25 2010-04-17 2011-03-12 2011-03-12 2012-01-18. Author is listed
  14. NEP-ENT: Entrepreneurship (1) 2004-04-04
  15. NEP-ENV: Environmental Economics (2) 2006-11-25 2012-01-18
  16. NEP-ETS: Econometric Time Series (17) 2005-10-29 2005-11-19 2006-02-12 2006-03-11 2006-07-15 2006-11-25 2007-04-28 2007-05-26 2007-09-02 2008-02-09 2008-07-05 2008-07-30 2009-01-31 2011-05-14 2011-09-05 2011-12-13 2012-05-08. Author is listed
  17. NEP-FIN: Finance (16) 2004-04-04 2005-10-29 2005-11-19 2005-11-19 2005-12-01 2005-12-01 2006-01-24 2006-01-24 2006-01-24 2006-01-24 2006-02-12 2006-03-11 2006-03-11 2006-04-08 2006-05-13 2006-07-15. Author is listed
  18. NEP-FMK: Financial Markets (11) 2005-10-29 2006-01-24 2006-01-24 2006-03-11 2006-04-08 2006-05-13 2006-07-15 2008-01-12 2008-02-09 2009-04-18 2012-11-11. Author is listed
  19. NEP-FOR: Forecasting (18) 2005-12-01 2006-01-24 2006-07-15 2007-09-02 2008-02-09 2008-07-30 2009-04-18 2009-09-26 2010-06-04 2010-06-18 2011-05-30 2012-01-18 2012-05-02 2012-05-08 2012-08-23 2013-02-08 2013-08-23 2014-01-24. Author is listed
  20. NEP-GEO: Economic Geography (1) 2014-03-01
  21. NEP-GER: German Papers (2) 2009-10-17 2010-09-11
  22. NEP-HIS: Business, Economic & Financial History (2) 2011-05-14 2014-02-21
  23. NEP-HME: Heterodox Microeconomics (1) 2014-02-21
  24. NEP-HPE: History & Philosophy of Economics (2) 2011-05-14 2014-02-21
  25. NEP-HRM: Human Capital & Human Resource Management (2) 2007-06-02 2007-08-18
  26. NEP-IAS: Insurance Economics (1) 2007-06-30
  27. NEP-ICT: Information & Communication Technologies (7) 2005-12-01 2007-06-02 2007-07-20 2008-04-29 2008-09-29 2010-06-18 2014-02-21. Author is listed
  28. NEP-MAC: Macroeconomics (2) 2006-02-12 2010-06-04
  29. NEP-MFD: Microfinance (1) 2003-11-03
  30. NEP-MON: Monetary Economics (1) 2010-06-04
  31. NEP-MST: Market Microstructure (6) 2008-07-05 2009-01-31 2009-09-26 2010-04-17 2012-01-18 2012-05-08. Author is listed
  32. NEP-OPM: Open Economy Macroeconomics (1) 2008-07-30
  33. NEP-ORE: Operations Research (5) 2008-01-12 2008-02-09 2008-04-15 2011-09-05 2013-01-07. Author is listed
  34. NEP-PKE: Post Keynesian Economics (1) 2014-02-21
  35. NEP-REG: Regulation (1) 2012-01-18
  36. NEP-RMG: Risk Management (31) 2005-10-22 2005-10-29 2005-12-01 2006-01-24 2006-01-24 2006-01-24 2006-05-13 2006-11-25 2006-11-25 2006-11-25 2007-06-11 2008-01-12 2008-01-12 2008-01-12 2008-01-26 2008-02-09 2008-02-09 2008-04-29 2008-06-27 2008-07-05 2009-01-17 2009-04-18 2009-06-17 2009-10-17 2010-06-18 2012-03-08 2012-05-02 2012-11-11 2013-02-08 2013-07-20 2013-08-23. Author is listed
  37. NEP-SEA: South East Asia (3) 2009-10-17 2011-05-30 2013-08-23
  38. NEP-TRA: Transition Economics (1) 2012-01-18
  39. NEP-UPT: Utility Models & Prospect Theory (11) 2006-04-08 2007-04-09 2007-05-12 2007-05-12 2007-08-18 2008-01-12 2008-07-05 2009-07-28 2009-08-30 2009-10-17 2013-05-19. Author is listed
  40. NEP-URE: Urban & Real Estate Economics (2) 2011-03-12 2014-03-01

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Abstract Views in RePEc Services over the past 12 months
  29. Number of Downloads through RePEc Services over the past 12 months
  30. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Closeness measure in co-authorship network
  33. Betweenness measure in co-authorship network
  34. Breadth of citations across fields
  35. Wu-Index
  36. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

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