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Publications

by members of

Humboldt-Universität Berlin → Center for Applied Statistics and Econometrics (CASE)

Humboldt University Berlin

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

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

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2024

  1. Hüttel, Silke & Balmann, Alfons & Mußhoff, Oliver & Odening, Martin & Seifert, Stefan, 2024, "Was bestimmt die landwirtschaftlichen Bodenpreise in Deutschland? - Ergebnisse empirischer Analysen der Kaufpreissammlungen," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 342959, May, DOI: 10.22004/ag.econ.342959.
  2. Appel, Franziska & Balmann, Alfons & Filler, Günther & Heinrich, Florian & Odening, Martin & Schmidt, Lorenz & Tölle, Antje, 2024, "Stellungnahme zum Entwurf eines Gesetzes zur Sicherung und zur Verbesserung einer bäuerlichen Agrarstruktur in Niedersachsen (Niedersächsisches Agrarstruktursicherungs- und Agrarstrukturverbesserungsgesetz – NASVG)," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 348195, Nov, DOI: 10.22004/ag.econ.348195.

2022

  1. Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K., 2022, "DAI Digital Art Index : a robust price index for heterogeneous digital assets," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022036, Nov.
  2. Odening, Martin & Plogmann, Jana & Musshoff, Oliver & Ritter, Matthias, 2022, "Farmland sales under return and price uncertainty," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322077, Aug, DOI: 10.22004/ag.econ.322077.
  3. Kionka, Marlene & Kuethe, Todd H. & Musshoff, Oliver & Odening, Martin & Ritter, Matthias, 2022, "Bargaining Power in the Agricultural Land Rental Market," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322186, Aug, DOI: 10.22004/ag.econ.322186.
  4. Filiptseva, Anna & Filler, Günther & Odening, Martin, 2022, "Compensation Options for Quarantine Costs in Plant Production," 62nd Annual Conference, Stuttgart, Germany, September 7-9, 2022, German Association of Agricultural Economists (GEWISOLA), number 329595, DOI: 10.22004/ag.econ.329595.

2021

  1. Yuanhua Feng & Wolfgang Karl Härdle, 2021, "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 142, May.
  2. Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021, "Hedging Cryptocurrency Options," MPRA Paper, University Library of Munich, Germany, number 110774, Nov.
  3. Khowaja, Kainat & Shcherbatyy, Mykhaylo & Härdle, Wolfgang Karl, 2021, "Surrogate Models for Optimization of Dynamical Systems," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-001.
  4. Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021, "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-002.
  5. Wang, Bingling & Li, Yingxing & Härdle, Wolfgang, 2021, "K-expectiles clustering," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-003.
  6. Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
  7. Häusler, Konstantin & Härdle, Wolfgang, 2021, "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-007.
  8. Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang, 2021, "Financial Risk Meter based on expectiles," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-008.
  9. Li, Erqian & Härdle, Wolfgang & Dai, Xiaowen & Tian, Maozai, 2021, "Penalized weigted competing risks models based on quantile regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-013.
  10. Chen, Shi & Härdle, Wolfgang & Schienle, Melanie, 2021, "High-dimensional statistical learning techniques for time-varying limit order book networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-015.
  11. Guo, Li & Härdle, Wolfgang & Tao, Yubo, 2021, "A time-varying network for cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-016.
  12. Härdle, Wolfgang & Klochkov, Yegor & Petukhina, Alla & Zhivotovskiy, Nikita, 2021, "Robustifying Markowitz," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-018.
  13. Saef, Danial & Nagy, Odett & Sizov, Sergej & Härdle, Wolfgang, 2021, "Understanding jumps in high frequency digital asset markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-019.
  14. Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021, "A financial risk meter for China," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-022.
  15. Hu, Junjie & Härdle, Wolfgang, 2021, "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-023.
  16. Liu, Francis & Packham, Natalie & Lu, Meng-Jou & Härdle, Wolfgang, 2021, "Hedging cryptos with Bitcoin futures," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2022-001.
  17. Junjie Hu & Wolfgang Karl Hardle, 2021, "Networks of News and Cross-Sectional Returns," Papers, arXiv.org, number 2108.05721, Aug, revised Oct 2021.
  18. Hu, Junjie & López Cabrera, Brenda & Melzer, Awdesch, 2021, "Advanced statistical learning on short term load process forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-020.
  19. Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021, "Measuring Liquidity in Agricultural Land Markets," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315234, Aug, DOI: 10.22004/ag.econ.315234.

2020

  1. Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020, "An AI approach to measuring financial risk," Papers, arXiv.org, number 2009.13222, Sep.
  2. Ben Zhe Wang & Jeffrey Sheen & Stefan Truck & Shih-Kang Chao & Wolfgang Karl Hardle, 2020, "A note on the impact of news on US household inflation expectations," Papers, arXiv.org, number 2009.11557, Sep.
  3. Chen, Shiyi & Härdle, Wolfgang Karl & Wang, Li, 2020, "Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-001.
  4. Wu, Desheng Dang & Härdle, Wolfgang Karl, 2020, "Service Data Analytics and Business Intelligence," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-002.
  5. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020, "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-004.
  6. Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020, "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-008.
  7. Trimborn, Simon & Härdle, Wolfgang Karl, 2020, "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-009.
  8. Härdle, Wolfgang Karl & Nussbaum, Michael, 2020, "Kernel Estimation: the Equivalent Spline Smoothing Method," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-010.
  9. Meng, Lina & Zhou, Yinggang & Zhang, Ruige & Ye, Zhen & Xia, Senmao & Cerulli, Giovanni & Casady, Carter & Härdle, Wolfgang Karl, 2020, "The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-011.
  10. Ni, Xinwen & Härdle, Wolfgang Karl & Xie, Taojun, 2020, "A Machine Learning Based Regulatory Risk Index for Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-013.
  11. Spilak, Bruno & Härdle, Wolfgang Karl, 2020, "Tail-risk protection: Machine Learning meets modern Econometrics," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-015.
  12. Feng, Yuanhua & Härdle, Wolfgang Karl, 2020, "A data-driven P-spline smoother and the P-Spline-GARCH models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-016.
  13. Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020, "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-023.
  14. Khowaja, Kainat & Saef, Danial & Sizov, Sergej & Härdle, Wolfgang Karl, 2020, "Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-026.
  15. Lin, Min-Bin & Khowaja, Kainat & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2020, "Blockchain mechanism and distributional characteristics of cryptos," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-027.
  16. Ren, Rui & Althof, Michael & Härdle, Wolfgang Karl, 2020, "Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-028.
  17. Keilbar, Georg & Zhang, Yanfen, 2020, "On Cointegration and Cryptocurrency Dynamics," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-012.
  18. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020, "Farm growth and land concentration," 2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association, number 304514, Jul, DOI: 10.22004/ag.econ.304514.
  19. Wang, Weining & Yu, Lining & Wang, Bingling, 2020, "Tail Event Driven Factor Augmented Dynamic Model," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-022.

2019

  1. Lejour, Arjan & Mohlmann, Jan & van't Riet, Maarten & Benschop, Thijs, 2019, "Dutch Shell Companies and International Tax Planning," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-024.
  2. Chen, C. Y-H. & Härdle, W. K. & Klochkov, Y., 2019, "Influencers and Communities in Social Networks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1998, Dec.
  3. Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019, "LASSO-Driven Inference in Time and Space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/19, Apr.
  4. Härdle, Wolfgang Karl & Schulz, Rainer & Xie, Taojun, 2019, "Cooling Measures and Housing Wealth: Evidence from Singapore," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-001.
  5. Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019, "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-002.
  6. Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Estimating low sampling frequency risk measure by high-frequency data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-003.
  7. Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Constrained Kelly portfolios under alpha-stable laws," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-004.
  8. Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu, 2019, "Localizing Multivariate CAViaR," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-007.
  9. Dautel, Alexander J. & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2019, "Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-008.
  10. Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2019, "Dynamic Network Perspective of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-009.
  11. Kostmann, Michael & Härdle, Wolfgang Karl, 2019, "Forecasting in Blockchain-based Local Energy Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-014.
  12. Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2019, "Media-expressed tone, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-015.
  13. Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019, "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-018.
  14. Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
  15. Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019, "FRM Financial Risk Meter," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-021.
  16. Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-024.
  17. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2019, "SONIC: SOcial Network with Influencers and Communities," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-025.
  18. Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019, "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-027.
  19. Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019, "Group Average Treatment Effects for Observational Studies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-028.
  20. Zinovyeva, Elizaveta & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019, "Antisocial Online Behavior Detection Using Deep Learning," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-029.
  21. Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl, 2019, "Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-030.
  22. Keilbar, Georg & Wang, Weining, 2019, "Modelling Systemic Risk Using Neural Network Quantile Regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-019.
  23. Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting The Relationship Between Land Price And Parcel Size," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia, Australian Agricultural and Resource Economics Society (AARES), number 285062, Feb, DOI: 10.22004/ag.econ.285062.
  24. Grau, Aaron & Jasic, Svetlana & Ritter, Matthias & Odening, Martin, 2019, "The impact of production intensity on agricultural land prices," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 09 (2019), DOI: 10.18452/20103.

2018

  1. Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1808, Jun.
  2. Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018, "Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-001.
  3. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining, 2018, "Pricing Cryptocurrency options: the case of CRIX and Bitcoin," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-004.
  4. Härdle, Wolfgang Karl & Ling, Chengxiu, 2018, "How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-010.
  5. Zharova, Alona & Tellinger-Rice, Janine & Härdle, Wolfgang Karl, 2018, "How to Measure a Performance of a Collaborative Research Centre," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-011.
  6. Vomfell, Lara & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018, "Improving Crime Count Forecasts Using Twitter and Taxi Data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-013.
  7. Härdle, Wolfgang Karl & Chen, Shi & Liang, Chong & Schienle, Melanie, 2018, "Time-varying Limit Order Book Networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-016.
  8. Chen, Shi & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2018, "Regularization Approach for Network Modeling of German Energy Market," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-017.
  9. Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2018, "Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-032.
  10. Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018, "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-039.
  11. Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2018, "Textual Sentiment and Sector specific reaction," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-043.
  12. Härdle, Wolfgang Karl & Harvey, Campbell R. & Reule, Raphael C. G., 2018, "Understanding Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-044.
  13. Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018, "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-058.
  14. Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl, 2018, "Towards the interpretation of time-varying regularization parameters in streaming penalized regression models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-059.

2017

  1. Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017, "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-003.
  2. Benschop, Thijs & López Cabrera, Brenda, 2017, "Realized volatility of CO₂ futures," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-025.
  3. Borke, Lukas, 2017, "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-006.
  4. Borke, Lukas & Härdle, Wolfgang Karl, 2017, "GitHub API based QuantNet Mining infrastructure in R," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-008.
  5. Burdejová, Petra & Härdle, Wolfgang Karl, 2017, "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-027.
  6. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017, "Tail event driven networks of SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-004.
  7. Härdle, Wolfgang Karl & Osipenko, Maria, 2017, "Dynamic valuation of weather derivatives under default risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-005.
  8. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2017, "Data Science & Digital Society," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-010.
  9. Chao, Shih-Kang & Härdle, Wolfgang Karl & Sheen, Jeffrey R. & Trück, Stefan & Wang, Ben Zhe, 2017, "The impact of news on US household inflation expectations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-011.
  10. Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017, "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-012.
  11. Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017, "Adaptive weights clustering of research papers," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-013.
  12. Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl, 2017, "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-014.
  13. Melzer, Awdesch & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2017, "Pricing Green Financial Products," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-020.
  14. Li, Xinjue & Zbonakova, Lenka & Härdle, Wolfgang Karl, 2017, "Penalized adaptive method in forecasting with large information set and structure change," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-023.
  15. Li, Yingxing & Härdle, Wolfgang Karl & Huang, Chen, 2017, "Smooth principal component analysis for high dimensional data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-024.
  16. Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017, "Is scientific performance a function of funds?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-028.
  17. Chen, Cathy Yi-Hsuan & Nasekin, Sergey, 2017, "The systemic risk of central SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-021.

2016

  1. Borke, Lukas & Härdle, Wolfgang Karl, 2016, "Q3-D3-Lsa," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-049.
  2. Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl, 2016, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-040.
  3. Fang, Lei & Härdle, Wolfgang Karl & Park, Juhyun, 2016, "A mortality model for multi-populations: A semi-parametric approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-023.
  4. Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016, "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-001.
  5. Härdle, Wolfgang Karl & Nasekin, Sergey & Hong, Zhiwu, 2016, "Leveraged ETF options implied volatility paradox: A statistical study," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-004.
  6. Härdle, Wolfgang Karl & Huang, Chen & Chao, Shih-Kang, 2016, "Factorisable sparse tail event curves with expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-018.
  7. Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl, 2016, "Academic ranking scales in economics: Prediction and imputation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-020.
  8. Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016, "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-024.
  9. Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016, "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-025.
  10. Chen, Shi & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Lee, TM & Ong, Bobby, 2016, "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-031.
  11. Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016, "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-033.
  12. Härdle, Wolfgang Karl & Fai, Phoon-kok & Lee, David Kuo Chuen, 2016, "Credit rating score analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-046.
  13. Zbonakova, Lenka & Härdle, Wolfgang Karl & Wang, Weining, 2016, "Time varying quantile Lasso," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-047.
  14. Zhu, Xuening & Wang, Weining & Wang, Hangsheng & Härdle, Wolfgang Karl, 2016, "Network quantile autoregression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-050.
  15. Linton, Marco & Teo, Ernie Gin Swee & Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016, "Dynamic topic modelling for cryptocurrency community forums," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-051.
  16. Zieba, Maciej & Härdle, Wolfgang Karl, 2016, "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-052.
  17. Chao, Shih-Kang & Härdle, Wolfgang Karl & Huang, Chen, 2016, "Multivariate factorisable sparse asymmetric least squares regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-058.
  18. Xu, Xiu & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016, "Dynamic credit default swaps curves in a network topology," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-059.
  19. López Cabrera, Brenda & Schulz, Franziska, 2016, "Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-035.
  20. Odening, Martin & Hüttel, Silke, 2016, "Price Formation on Agricultural Land Markets – A Microstructure Analysis," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia, Australian Agricultural and Resource Economics Society, number 235490, Feb, DOI: 10.22004/ag.econ.235490.
  21. Ritter, Matthias & Pieralli, Simone & Odening, Martin, 2016, "Neighborhood effects in wind farm performance: An econometric approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-012.

2015

  1. Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q., 2015, "Change point and trend analyses of annual expectile curves of tropical storms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-029.
  2. Fang, Lei & Härdle, Wolfgang Karl, 2015, "Stochastic population analysis: A functional data approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-007.
  3. Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015, "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-047.
  4. Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth, 2015, "Distillation of news flow into analysis of stock reactions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-005.
  5. Cui, Wei & Härdle, Wolfgang Karl & Wang, Weining, 2015, "Estimation of NAIRU with inflation expectation data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-010.
  6. Chen, Ying & Härdle, Wolfgang Karl & Qiang, He & Majer, Piotr, 2015, "Risk related brain regions detected with 3D image FPCA," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-022.
  7. Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015, "Factorisable sparse tail event curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-034.
  8. Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2015, "Copula-based factor model for credit risk analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-042.
  9. Härdle, Wolfgang Karl & Lee, David Kuo Chuen & Nasekin, Sergey & Ni, Xinwen & Petukhina, Alla, 2015, "Tail event driven ASset allocation: Evidence from equity and mutual funds' markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-045.
  10. Härdle, Wolfgang Karl & Trimborn, Simon, 2015, "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-048.
  11. Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2015, "Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-049.
  12. Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2015, "lCARE: Localizing conditional autoregressive expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-052.
  13. Odening, Martin & Ritter, Matthias & Hüttel, Silke, 2015, "The term structure of land lease rates," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 201664, DOI: 10.22004/ag.econ.201664.
  14. Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015, "Efficiency of Wind Power Production and its Determinants," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205415, DOI: 10.22004/ag.econ.205415.
  15. Kersting, Stefan & Hüttel, Silke & Odening, Martin, 2015, "Structural change in agriculture under capacity constraints: An equilibrium approach," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 140.

2014

  1. Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian, 2014, "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-002.
  2. Wang, Qihua & Zhang, Tao & Härdle, Wolfgang Karl, 2014, "An extended single index model with missing response at random," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-003.
  3. Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014, "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-008.
  4. Härdle, Wolfgang Karl & Vogt, Annette B., 2014, "Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-015.
  5. Stahlschmidt, Stephan & Härdle, Wolfgang Karl & Thome, Helmut, 2014, "An application of principal component analysis on multivariate time-stationary spatio-temporal data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-016.
  6. Dai, Xianhua & Härdle, Wolfgang Karl & Yu, Keming, 2014, "Do maternal health problems influence child's worrying status? Evidence from British cohort study," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-021.
  7. Chao, Shih-kang & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014, "Credit risk calibration based on CDS spreads," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-026.
  8. Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014, "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-028.
  9. Härdle, Wolfgang Karl & Nasekin, Sergey & Lee, David Kuo Chuen & Fai, Phoon Kok, 2014, "TEDAS - Tail Event Driven ASset Allocation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-032.
  10. Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014, "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-035.
  11. Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2014, "Portfolio decisions and brain reactions via the CEAD method," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-036.
  12. Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014, "The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-039.
  13. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014, "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-040.
  14. Stahlschmidt, Stephan & Eckardt, Matthias & Härdle, Wolfgang Karl, 2014, "Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-059.
  15. Chen, Shiyi & Chen, Dengke & Härdle, Wolfgang Karl, 2014, "The influence of oil price shocks on China's macro-economy: A perspective of international trade," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-063.
  16. Härdle, Wolfgang Karl & Sirotko-Sibirskaya, Natalia & Wang, Weining, 2014, "TENET: Tail-Event driven NETwork risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-066.
  17. Belomestny, Denis & Ma, Shujie & Härdle, Wolfgang Karl, 2014, "Pricing kernel modeling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-001.
  18. Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2014, "A consistent two-factor model for pricing temperature derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-006.
  19. López Cabrera, Brenda & Schulz, Franziska, 2014, "Forecasting generalized quantiles of electricity demand: A functional data approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-030.
  20. Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2014, "Designing an index for assessing wind energy potential," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-052.
  21. Pieralli, Simone & Hüttel, Silke & Odening, Martin, 2014, "Abandonment of milk production under uncertainty and inefficiency: The case of West German farms," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170236, DOI: 10.22004/ag.econ.170236.
  22. Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014, "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-020.
  23. Osipenko, Maria & Shen, Zhiwei & Odening, Martin, 2014, "Is there a demand for multi-year crop insurance?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-025.
  24. Reiß, Markus & Todorov, Viktor & Tauchen, George, 2014, "Nonparametric test for a constant beta over a fixed time interval," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-022.
  25. Bibinger, Markus & Jirak, Moritz & Reiss, Markus, 2014, "Improved volatility estimation based on limit order books," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-053.
  26. Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014, "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-055.

2013

  1. Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013, "CDO surfaces dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-032.
  2. Guo, Mengmeng & Zhou, Lhan & Huang, Jianhua Z. & Härdle, Wolfgang Karl, 2013, "Functional data analysis of generalized quantile regressions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-001.
  3. Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing, 2013, "Composite quantile regression for the single-index model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-010.
  4. Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013, "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-026.
  5. Härdle, Wolfgang Karl & Huang, Li-shan, 2013, "Analysis of deviance in generalized partial linear models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-028.
  6. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013, "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-037.
  7. Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining, 2013, "Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-047.
  8. López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013, "Pricing rainfall derivatives at the CME," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-005.
  9. López Cabrera, Brenda & Schulz, Franziska, 2013, "Volatility linkages between energy and agricultural commodity prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-042.
  10. Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013, "Can expert knowledge compensate for data scarcity in crop insurance pricing?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149431, DOI: 10.22004/ag.econ.149431.
  11. Wagner, Christina & Huettel, Silke & Odening, Martin & Narayana, Rashmi, 2013, "Measuring Dynamic Efficiency under Uncertainty: An Application to German Dairy Farms," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149632, DOI: 10.22004/ag.econ.149632.
  12. Odening, Martin & Jetzinger, Simon & Huettel, Silke, 2013, "Forced Sales and Farmland Prices," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150274, DOI: 10.22004/ag.econ.150274.
  13. Filler, Günther & Volkenand, Steffen & Odening, Martin, 2013, "Changing Price Dynamics in Agricultural Commodity Markets," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013, German Association of Agricultural Economists (GEWISOLA), number 156246, DOI: 10.22004/ag.econ.156246.
  14. Pieralli, Simone & Hüttel, Silke & Odening, Martin, 2013, "A model of firm exit under inefficiency and uncertainty," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers, Humboldt University Berlin, Department of Agricultural Economics, number 155700, Aug, DOI: 10.22004/ag.econ.155700.
  15. Stefan Kersting & JProf. Silke Huettel & Prof. Martin Odening, 2013, "Structural change in agriculture – an equilibrium approach," EcoMod2013, EcoMod, number 5300, Jun.
  16. Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2013, "Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-017.
  17. Kehl, Konstantin & Stahlschmidt, Stephan, 2013, "A new perspective on the economic valuation of informal care: The well-being approach revisited," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-035.

2012

  1. Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012, "Copula dynamics in CDOs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-032.
    • Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014, "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1573-1585, September, DOI: 10.1080/14697688.2013.847280.
  2. Cascino, Stefano & Gassen, Joachim, 2012, "Comparability effects of mandatory IFRS adoption," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-009.
  3. Silberhorn, Nadja & Hildebrandt, Lutz, 2012, "Does umbrella branding really work? Investigating cross-category brand loyalty," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-028.
  4. Hildebrandt, Lutz & Tischer, Sven, 2012, "Brand equity: How is it affected by critical incidents and what moderates the effect," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-062.
  5. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012, "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/02.
  6. Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2012, "HMM in dynamic HAC models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-001.
  7. Chen, Shiyi & Härdle, Wolfgang Karl, 2012, "Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-002.
  8. Härdle, Wolfgang Karl & Mori, Yuichi & Symanzik, Jürgen, 2012, "Computational Statistics (Journal)," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-004.
  9. Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining, 2012, "Quantile regression in risk calibration," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-006.
  10. Härdle, Wolfgang Karl & López-Cabrera, Brenda & Ritter, Matthias, 2012, "Forecast based pricing of weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-027.
  11. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012, "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-030.
  12. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Local adaptive multiplicative error models for high-frequency forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-031.
  13. Härdle, Wolfgang Karl & Majer, Piotr, 2012, "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-048.
  14. Honda, Toshio & Härdle, Wolfgang Karl, 2012, "Variable selection in Cox regression models with varying coefficients," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-061.
  15. Chen, Yi-hsuan & Härdle, Wolfgang Karl, 2012, "Common factors in credit defaults swaps markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-063.
  16. Härdle, Wolfgang Karl & Silyakova, Elena, 2012, "Implied basket correlation dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-066.
  17. Anastasiadou, Zografia & López-Cabrera, Brenda, 2012, "Statistical modelling of temperature risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-029.
  18. Wagner, Christina & Huttel, Silke & Odening, Martin, 2012, "Dynamic Efficiency Under Uncertainty: An Application To German Dairy Farms," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012, German Association of Agricultural Economists (GEWISOLA), number 133826, DOI: 10.22004/ag.econ.133826.
  19. Salzwedel, Arvid & Huttel, Silke & Odening, Martin, 2012, "Measurement Of Dynamic Efficiency Using Data Envelopment Analysis – First Evidence From West German Dairy Farms," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012, German Association of Agricultural Economists (GEWISOLA), number 137166, DOI: 10.22004/ag.econ.137166.
  20. Nickl, Richard & Reiß, Markus, 2012, "A Donsker theorem for Lévy measures," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-003.

2011

  1. Tischer, Sven & Hildebrandt, Lutz, 2011, "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-065.
  2. Härdle, Wolfgang Karl & Osipenko, Maria, 2011, "Spatial risk premium on weather derivatives and hedging weather exposure in electricity," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-013.
  3. Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011, "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-014.
  4. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011, "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-016.
  5. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011, "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-020.
  6. Moro, Russ & Härdle, Wolfgang Karl & Aliakbari, Saeideh & Hoffmann, Linda, 2011, "Forecasting corporate distress in the Asian and Pacific region," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-023.
  7. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011, "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-045.
  8. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011, "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-054.
  9. Härdle, Wolfgang Karl & Osipenko, Maria, 2011, "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-055.
  10. Wang, Weining & Bobojonov, Ihtiyor & Härdle, Wolfgang Karl & Odening, Martin, 2011, "Increasing weather risk: Fact of fiction?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-077.
  11. Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011, "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-085.
  12. Maart, Syster Christin & Musshoff, Oliver & Odening, Martin & Schade, Christian, 2011, "Closing down the Farm: An Experimental Analysis of Disinvestment Timing," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114375, DOI: 10.22004/ag.econ.114375.
  13. Huettel, Silke & Narayana, Rashmi & Odening, Martin, 2011, "Measuring dynamic efficiency under uncertainty," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers, Humboldt University Berlin, Department of Agricultural Economics, number 129062, Jun, DOI: 10.22004/ag.econ.129062.
  14. Maart, Syster Christin & Mußhoff, Oliver & Odening, Martin & Sandri, Serena & Schade, Christian, 2011, "PR - Disinvestment Behaviour Of Agricultural Entrepreneurs: Experimental Results (p380-387)," 18th Congress, Methven, New Zealand, 2011, International Farm Management Association, number 345580, DOI: 10.22004/ag.econ.345580.
  15. Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2011, "Can crop yield risk be globally diversified?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-018.
  16. Reiß, Markus, 2011, "Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-028.
  17. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011, "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-029.
  18. Bibinger, Markus & Reiß, Markus, 2011, "Spectral estimation of covolatility from noisy observations using local weights," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-086.

2010

  1. Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010, "Models for heavy-tailed asset returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-049.
  2. Cascino, Stefano & Gassen, Joachim, 2010, "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-046.
  3. Wiebach, Nicole & Hildebrandt, Lutz, 2010, "Context effects as customer reaction on delisting of brands," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-056.
  4. Härdle, Wolfgang Karl & Silyakova, Elena, 2010, "Volatility investing with variance swaps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-001.
  5. Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song, 2010, "Partial linear quantile regression and bootstrap confidence bands," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-002.
  6. Härdle, Wolfgang Karl & Okhrin, Yarema & Wang, Weining, 2010, "Uniform confidence bands for pricing kernels," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-003.
  7. Härdle, Wolfgang Karl & Trück, Stefan, 2010, "The dynamics of hourly electricity prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-013.
  8. Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2010, "Time varying hierarchical archimedean copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-018.
  9. Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie, 2010, "Nonparametric estimation of risk-neutral densities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-021.
  10. Guo, Mengmeng & Härdle, Wolfgang Karl, 2010, "Adaptive interest rate modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-029.
  11. Gentle, James E. & Härdle, Wolfgang Karl, 2010, "Modeling asset prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-031.
  12. Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda, 2010, "Learning machines supporting bankruptcy prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-032.
  13. Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov, 2010, "High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-039.
  14. Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining, 2010, "Localising temperature risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-001.
  15. Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl, 2010, "A confidence corridor for sparse longitudinal data curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-002.
  16. Lin, Lu & Li, Feng & Zhu, Lixing & Härdle, Wolfgang Karl, 2010, "Mean volatility regressions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-003.
  17. Duran, Esra Akdeniz & Guo, Mengmeng & Härdle, Wolfgang Karl, 2010, "A confidence corridor for expectile functions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-004.
  18. Härdle, Wolfgang Karl & Spokoiny, Vladimir & Wang, Weining, 2010, "Local quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-005.
  19. Maart, Syster Christin & Musshoff, Oliver & Odening, Martin & Schade, Christian, 2010, "Zum Desinvestitionsverhalten Landwirtschaftlicher Unternehmer: Ergebnisse Einer Experimentellen Untersuchung," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010, German Association of Agricultural Economists (GEWISOLA), number 93943, Sep, DOI: 10.22004/ag.econ.93943.
  20. Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2010, "Lassen Sich Ertragsrisiken In Der Landwirtschaft Global Diversifizieren?," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010, German Association of Agricultural Economists (GEWISOLA), number 93955, Sep, DOI: 10.22004/ag.econ.93955.
  21. Artavia, Marco & Deppermann, Andre & Filler, Gunther & Grethe, Harald & Haeger, Astrid & Kirschke, Dieter & Odening, Martin, 2010, "Ertrags- Und Preisinstabilität Auf Agrarmärkten In Deutschland Und Der Eu," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010, German Association of Agricultural Economists (GEWISOLA), number 93956, Sep, DOI: 10.22004/ag.econ.93956.
  22. Sandri, Serena & Schade, Christian & Musshoff, Oliver & Odening, Martin, 2010, "Holding on for too long? An experimental study on inertia in entrepreneurs’ and non-entrepreneurs’ disinvestment choices," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers, Humboldt University Berlin, Department of Agricultural Economics, number 59518, Jan, DOI: 10.22004/ag.econ.59518.
  23. Ritter, Matthias & Mußhoff, Oliver & Odening, Martin, 2010, "Meteorological forecasts and the pricing of weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-043.
  24. Xu, Wei & Okhrin, Ostap & Odening, Martin & Cao, Ji, 2010, "Systemic weather risk and crop insurance: The case of China," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-053.
  25. Kappus, Johanna & Reiß, Markus, 2010, "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-015.

2009

  1. Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "CDO pricing with copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-013.
  2. Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "CDO and HAC," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-038.
  3. Silberhorn, Nadja & Hildebrandt, Lutz, 2009, "Is cross-category brand loyalty determined by risk aversion?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-061.
  4. Härdle, Wolfgang Karl & López Cabrera, Brenda, 2009, "Implied market price of weather risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-001.
  5. Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2009, "Localized realized volatility modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-003.
  6. Härdle, Wolfgang Karl & Myšičková, Alena, 2009, "Stochastic population forecast for Germany and its consequence for the German pension system," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-009.
  7. Härdle, Wolfgang Karl & Krätschmer, Volker & Moro, Rouslan A., 2009, "A microeconomic explanation of the EPK paradox," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-010.
  8. Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius, 2009, "A joint analysis of the KOSPI 200 option and ODAX option markets dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-019.
  9. Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009, "Optimal smoothing for a computationally and statistically efficient single index estimator," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-028.
  10. Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-031.
  11. Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009, "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-041.
  12. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-044.
  13. Härdle, Wolfgang Karl & Kirchner, Christian F. W., 2009, "Quantifizierbarkeit von Risiken auf Finanzmärkten," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-045.
  14. Benth, Fred & Härdle, Wolfgang Karl & López Cabrera, Brenda, 2009, "Pricing of Asian temperature risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-046.
  15. Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009, "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-050.
  16. Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009, "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49131, DOI: 10.22004/ag.econ.49131.
  17. Rommel, Jens & Neuenfeldt, Sebastian & Odening, Martin, 2009, "Markteffekte medienwirksamer Lebensmittelskandale: Eine Ereignisstudie," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009, German Association of Agricultural Economists (GEWISOLA), number 53261, Oct, DOI: 10.22004/ag.econ.53261.
  18. Zinych, Nataliya & Odening, Martin, 2009, "How Costly are (Agricultural) Investments during Economic Transition? A Critical Literature Appraisal," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50319, DOI: 10.22004/ag.econ.50319.
  19. Ho, Joanne & Odening, Martin, 2009, "Weather-based estimation of wildfire risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-032.

2008

  1. Andriyashin, Anton & Härdle, Wolfgang Karl & Timofeev, Roman, 2008, "Recursive portfolio selection with decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-009.
  2. Andriyashin, Anton, 2008, "Stock picking via nonsymmetrically pruned binary decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-035.
  3. Borak, Szymon & Weron, Rafał, 2008, "A semiparametric factor model for electricity forward curve dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-050.
  4. Gassen, Joachim, 2008, "Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-028.
  5. Temme, Dirk & Hildebrandt, Lutz, 2008, "Gruppenvergleiche bei hypothetischen Konstrukten: Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-042.
  6. Hildebrandt, Lutz & Kalweit, Lea, 2008, "Measuring changes in preferences and perception due to the entry of a new brand with choice data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-057.
  7. Hildebrandt, Lutz & Kreis, Henning & Schwalbach, Joachim, 2008, "Eine Analyse der Dimensionen des Fortune-Reputationsindex," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-061.
  8. Dannewald, Till & Hildebrandt, Lutz, 2008, "A brand specific investigation of international cost shock threats on price and margin with a manufacturer-wholesaler-retailer model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-070.
  9. Golubev, Yuri & Härdle, Wolfgang Karl & Timofeev, Roman, 2008, "Testing monotonicity of pricing Kernels," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-001.
  10. Zhang, Junni L. & Härdle, Wolfgang Karl, 2008, "The bayesian additive classification tree applied to credit risk modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-003.
  11. Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008, "Independent component analysis via copula techniques," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-004.
  12. Härdle, Wolfgang Karl & Mungo, Julius, 2008, "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-006.
  13. Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "A consistent nonparametric test for causality in quantile," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-007.
  14. Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "Support vector regression based GARCH model with application to forecasting volatility of financial returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-014.
  15. Härdle, Wolfgang Karl & Song, Song, 2008, "The stochastic fluctuation of the quantile regression curve," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-027.
  16. Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert & Awadhi, Shafeeqah Al, 2008, "Using R, LaTeX and Wiki for an Arabic e-learning platform," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-030.
  17. Giacomini, Enzo & Härdle, Wolfgang Karl & Krätschmer, Volker, 2008, "Dynamic semiparametric factor models in risk neutral density estimation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-038.
  18. Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2008, "Modeling dependencies in finance using copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-043.
  19. Härdle, Wolfgang Karl & Myšičková, Alena, 2008, "Numerics of implied binomial trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-044.
  20. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
  21. Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-051.
  22. Ahmad, Taleb & Härdle, Wolfgang Karl, 2008, "Statistics e-learning platforms evaluation: Case study," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-058.
  23. Xu, Wei & Odening, Martin & Musshoff, Oliver, 2008, "Optimal Design of Weather Bonds," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6781, DOI: 10.22004/ag.econ.6781.
  24. Hüttel, Silke & Mußhoff, Oliver & Odening, Martin & Zinych, Nataliya, 2008, "Estimating investment equations in imperfect capital markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-016.

2007

  1. Andriyashin, Anton & Härdle, Wolfgang Karl, 2007, "QuantNet: A database-driven online repository of scientific information," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-041.
  2. Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U., 2007, "Time series modelling with semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-023.
  3. 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, DIW Berlin, German Institute for Economic Research, number 757.
  4. Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-35.
  5. Detlefsen, Kai & Härdle, Wolfgang Karl & Moro, Rouslan A., 2007, "Empirical pricing kernels and investor preferences," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-017.
  6. Unwin, Antony & Chen, Chun-houh & Härdle, Wolfgang Karl, 2007, "Computational statistics and data visualization," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-020.
  7. Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007, "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-022.
  8. Ritov, Ya'acov & Härdle, Wolfgang Karl, 2007, "From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-024.
  9. Giacomini, Enzo & Härdle, Wolfgang Karl, 2007, "Statistics of risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-025.
  10. Härdle, Wolfgang Karl & Mungo, Julius, 2007, "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-027.
  11. Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert, 2007, "Using Wiki to build an e-learning system in statistics in Arabic language," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-031.
  12. Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-035.
  13. Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007, "Yxilon: A client-server based statistical environment," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-036.
  14. Härdle, Wolfgang Karl & Cabrera, Brenda López, 2007, "Calibrating CAT bonds for Mexican earthquakes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-037.
  15. Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007, "On the utility of e-learning in statistics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-050.
  16. Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007, "Calibrating CAT bonds for Mexican earthquakes," 101st Seminar, July 5-6, 2007, Berlin Germany, European Association of Agricultural Economists, number 9265, DOI: 10.22004/ag.econ.9265.
  17. Huettel, Silke & Musshoff, Oliver & Odening, Martin, 2007, "Investment Reluctance: Irreversibility or Imperfect Capital Markets? Evidence from German Farm Panel Data," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9826, DOI: 10.22004/ag.econ.9826.
  18. Xu, Wei & Odening, Martin & Musshoff, Oliver, 2007, "Indifference Pricing of Weather Insurance," 101st Seminar, July 5-6, 2007, Berlin Germany, European Association of Agricultural Economists, number 9267, DOI: 10.22004/ag.econ.9267.
  19. Zinych, Nataliya & Odening, Martin & Huettel, Silke, 2007, "Financial constraints in economic transition: Empirical evidence from Ukrainian large farms," 104th Seminar, September 5-8, 2007, Budapest, Hungary, European Association of Agricultural Economists, number 7834, DOI: 10.22004/ag.econ.7834.
  20. Odening, Martin & Filler, Gunther, 2007, "Effizienz Und Rentabilität Von Biogasanlagen," 47th Annual Conference, Weihenstephan, Germany, September 26-28, 2007, German Association of Agricultural Economists (GEWISOLA), number 7571, DOI: 10.22004/ag.econ.7571.
  21. Xiaohong Chen & Markus Reiss, 2007, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1626, Sep.

2006

  1. Andriyashin, Anton & Benko, Michal & Härdle, Wolfgang Karl & Timofeev, Roman & Ziegenhagen, Uwe, 2006, "Color harmonization in car manufacturing process," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-071.
  2. Borak, Szymon & Härdle, Wolfgang Karl & Trück, Stefan & Weron, Rafał, 2006, "Convenience yields for CO₂ emission allowance futures contracts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-076.
  3. Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2006, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-017.
  4. Hildebrandt, Lutz & Temme, Dirk, 2006, "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-082.
  5. Hildebrandt, Lutz & Temme, Dirk, 2006, "Formative measurement models in covariance structure analysis: Specification and identification," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-083.
  6. Temme, Dirk & Kreis, Henning & Hildebrandt, Lutz, 2006, "PLS path modeling: A software review," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-084.
  7. Cizek, P. & Tamine, J. & Härdle, W.K., 2006, "Smoothed L-estimation of Regression Function," Other publications TiSEM, Tilburg University, School of Economics and Management, number 51a09fbd-293b-4386-bfe9-b.
  8. Detlefsen, Kai & Härdle, Wolfgang Karl, 2006, "Calibration risk for exotic options," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-001.
  9. Detlefsen, Kai & Härdle, Wolfgang Karl, 2006, "Calibration design of implied volatility surfaces," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-002.
  10. Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, Gerhard, 2006, "On the appropriateness of inappropriate VaR models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-003.
  11. Benko, Michal & Härdle, Wolfgang Karl & Kneip, Alois, 2006, "Common functional principal components," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-010.
  12. Brüggemann, Ralf & Härdle, Wolfgang Karl & Mungo, Julius & Trenkler, Carsten, 2006, "VAR modeling for dynamic semiparametric factors of volatility strings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-011.
  13. Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2006, "Graphical data representation in bankruptcy analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-015.
  14. Giacomini, Enzo & Handel, Michael & Härdle, Wolfgang Karl, 2006, "Time dependent relative risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-020.
  15. Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2006, "E-learning statistics: A selective review," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-024.
  16. Unwin, Antony & Theus, Martin & Härdle, Wolfgang Karl, 2006, "Exploratory graphics of a financial dataset," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-031.
  17. Čίžek, Pavel & Härdle, Wolfgang Karl, 2006, "Robust econometrics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-050.
  18. Detlefsen, Kai & Härdle, Wolfgang Karl, 2006, "Forecasting the term structure of variance swaps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-052.
  19. Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius, 2006, "On the difficulty to design Arabic e-learning system in statistics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-062.
  20. Giacomini, Enzo & Härdle, Wolfgang Karl & Ignatieva, Ekaterina & Spokoiny, Vladimir, 2006, "Inhomogeneous dependency modelling with time varying copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-075.
  21. Chen, Shiyi & Härdle, Wolfgang Karl & Moro, Rouslan A., 2006, "Estimation of default probabilities with Support Vector Machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-077.
  22. Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2006, "GHICA: Risk analysis with GH distributions and independent components," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-078.
  23. Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006, "Modeling and Hedging Rain Risk," 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21050, DOI: 10.22004/ag.econ.21050.
  24. Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006, "Zur Quantifizierung Des Basisrisikos Von Wetterderivaten," 46th Annual Conference, Giessen, Germany, October 4-6, 2006, German Association of Agricultural Economists (GEWISOLA), number 14947, DOI: 10.22004/ag.econ.14947.
  25. Musshoff, Oliver & Odening, Martin & Xu, Wei, 2006, "Modeling and Pricing Rain Risk," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25386, DOI: 10.22004/ag.econ.25386.
  26. Belomestny, Denis & Reiß, Markus, 2006, "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-034.
  27. Belomestny, Denis & Reiß, Markus, 2006, "Spectral calibration of exponential Lévy Models [2]," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-035.

2005

  1. Borak, Szymon & Härdle, Wolfgang Karl & Weron, Rafał, 2005, "Stable distributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-008.
    • Szymon Borak & Wolfgang Härdle & Rafał Weron, 2005, "Stable Distributions," Springer Books, Springer, chapter 1, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_1.
  2. Borak, Szymon & Detlefsen, Kai & Härdle, Wolfgang Karl, 2005, "FFT based option pricing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-011.
  3. Borak, Szymon & Fengler, Matthias R. & Härdle, Wolfgang Karl, 2005, "DSFM fitting of implied volatility surfaces," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-022.
  4. Boztuğ, Yasemin & Hildebrandt, Lutz, 2005, "A market basket analysis conducted with a multivariate logit model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-028.
  5. Boztuğ, Yasemin & Hildebrandt, Lutz, 2005, "An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-057.
  6. Cizek, P. & Härdle, W.K., 2005, "Robust Estimation of Dimension Reduction Space," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-31.
  7. Chen, Ying & Härdle, Wolfgang Karl & Jeong, Seok-Oh, 2005, "Nonparametric risk management with generalized hyperbolic distributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-001.
  8. Giacomini, Enzo & Härdle, Wolfgang Karl, 2005, "Value-at-risk calculations with time varying copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-004.
  9. Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2005, "Predicting bankruptcy with support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-009.
  10. Härdle, Wolfgang Karl & Lehmann, Heiko, 2005, "Working with the XQC," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-010.
  11. Detlefsen, Kai & Härdle, Wolfgang Karl, 2005, "Common functional implied volatility analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-012.
  12. Härdle, Wolfgang Karl & Jeong, Seok-Oh, 2005, "Nonparametric productivity analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-013.
  13. Fengler, Matthias R. & Härdle, Wolfgang Karl & Mammen, Enno, 2005, "A dynamic semiparametric factor model for implied volatility string dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-020.
  14. Härdle, Wolfgang Karl & Hlávka, Zdeněk, 2005, "Dynamics of state price densities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-021.
  15. Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2005, "Integrable e-lements for statistics education," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-058.
  16. Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2005, "Portfolio value at risk based on independent components analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-060.
  17. Musshoff, Oliver & Odening, Martin, 2005, "Switching from Conventional to Organic Farming – a Real Options Perspective," 89th Seminar, February 2-5, 2005, Parma, Italy, European Association of Agricultural Economists, number 234633, Feb, DOI: 10.22004/ag.econ.234633.
  18. Hinrichs, Jan & Musshoff, Oliver & Odening, Martin, 2005, "Okonomische Hysterese in der Veredlungsproduktion," Structural Change and Transition in the Agricultural Sector/ Strukturwandel und Transformation im Agrarbereich (SUTRA) Working Papers, Humboldt University Berlin, Department of Agricultural Economics, number 18813, DOI: 10.22004/ag.econ.18813.
  19. Musshoff, Oliver & Odening, Martin & Xu, Wei, 2005, "Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 18822, DOI: 10.22004/ag.econ.18822.
  20. Gapeev, Pavel V. & Reiß, Markus, 2005, "An optimal stopping problem in a diffusion-type model with delay," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-005.
  21. Fischer, Markus & Reiß, Markus, 2005, "Discretisation of stochastic control problems for continuous time dynamics with delay," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-038.
  22. Klinke, Sigbert & Ziegenhagen, Uwe & Guri, Yuval, 2005, "Yxilon: A modular open-source statistical programming language," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-018.

2004

  1. Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004, "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 416.
  2. Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004, "Simulation of risk processes," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,01.
  3. Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer, 2004, "Prognose mit nichtparametrischen Verfahren," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,07.
  4. Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter, 2004, "Skewness and Kurtosis Trades," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,09.
  5. Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl, 2004, "Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,40.

2003

  1. Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2003, "Investigating the Competitive Assumption of Multinomial Logit Models of Brand Choice by Nonparametric Modeling," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-193, Feb.
  2. Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003, "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 454, May.
  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, Royal Economic Society, number 123, Jun.
  4. Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003, "An introduction to simulation of risk processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/04.
  5. Čížek, Pavel & Härdle, Wolfgang, 2003, "Robust adaptive estimation of dimension reduction space," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,1.
  6. Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, G., 2003, "Wann sind falsche VaR-Modelle dennoch adäquat?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,14.
  7. Brenner, Steffen & Härdle, Wolfgang Karl & Schulz, Rainer, 2003, "Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,19.
  8. Aydınlı, Gökhan & Härdle, Wolfgang Karl & Rönz, Bernd, 2003, "E-learning, e-teaching of statistics: A new challenge," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,20.
  9. Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E., 2003, "Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,26.
  10. Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno, 2003, "Implied volatility string dynamics," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,54.
  11. Odening, Martin & Musshoff, Oliver & Huettel, Silke, 2003, "Empirische Validierung von Realoptionsmodellen," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 18825, DOI: 10.22004/ag.econ.18825.
  12. Lissitsa, Alexej & Odening, Martin & Babycheva, Tamara, 2003, "10 years of transition in Ukraine agriculture: An analysis of productivity and efficiency of enterprises," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 92168, DOI: 10.22004/ag.econ.92168.
  13. Oliver Musshoff & Martin Odening & Alfons Balmann & Norbert Hirschauer, 2003, "Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options," Computing in Economics and Finance 2003, Society for Computational Economics, number 305, Aug.

2002

  1. Härdle, Wolfgang & Zheng, Jun, 2002, "How precise are price distributions predicted by implied binomial trees?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,1.
  2. Aydinli, Gökhan & Härdle, Wolfgang & Kleinow, Torsten & Sofyan, Hizir, 2002, "MD*ReX: Linking XploRe to standard spread-sheet applications," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,10.
  3. 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,31.
  4. Xia, Yingcun & Härdle, Wolfgang, 2002, "Semi-parametric estimation of generalized partially linear single-index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,56.
  5. Tamine, Julien & Härdle, Wolfgang & Yang, Lijian, 2002, "M robustified additive nonparametric regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,69.
  6. Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,75.
  7. Müller, Marlene & Härdle, Wolfgang, 2002, "Exploring credit data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,79.
  8. Wang, Qihua & Härdle, Wolfgang, 2002, "Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,82.
  9. Härdle, Wolfgang & Rönz, Bernd, 2002, "E-learning / e-teaching of statistics: Students' and teachers' views," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,84.
  10. Odening, Martin & Hinrichs, Jan, 2002, "Assessment Of Market Risk In Hog Production Using Value-At-Risk And Extreme Value Theory," 2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 19907, DOI: 10.22004/ag.econ.19907.
  11. Odening, Martin & Hinrichs, Jan, 2002, "Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 18826, DOI: 10.22004/ag.econ.18826.

2001

  1. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001, "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 01-3, Mar.
  2. Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001, "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 51, Mar.
  3. Härdle, Wolfgang & Lehmann, Heiko & Rönz, Bernd, 2001, "MM*STAT: Eine interaktive Einführung in die Welt der Statistik," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,4.
  4. Golubev, Georgi & Härdle, Wolfgang, 2001, "On adaptive smoothing in partial linear models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,48.
  5. Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter, 2001, "The analysis of implied volatilities," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,73.
  6. Härdle, Wolfgang & Yatchew, Adonis, 2001, "Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,16.
  7. Lissitsa, Alexej & Odening, Martin, 2001, "Effizienz und totale Faktor-produktivitat in der ukrainischen Landwirtschaft im Transformationsprozess," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 7391, DOI: 10.22004/ag.econ.7391.

2000

  1. Yang, Lijian & Sperlich, Stefan & Hardle, Wolfgang, 2000, "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10084, Oct.
  2. Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000, "Time Inhomogeneous Multiple Volatility Modelling," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1429, Aug.
  3. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000, "Partially linear models," MPRA Paper, University Library of Munich, Germany, number 39562, Sep, revised 01 Sep 2000.
  4. Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000, "A bootstrap test for single index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,20.
  5. Härdle, Wolfgang & Kim, Woocheol & Tripathi, Gautam, 2000, "Nonparametric estimation of additive models with homogeneous components," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,48.
  6. Härdle, Wolfgang & Tschernig, Rolf, 2000, "Flexible time series analysis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,51.
  7. Härdle, Wolfgang & Spokoiny, Vladimir G. & Teyssière, Gilles, 2000, "Adaptive estimation for a time inhomogeneous stochastic-volatility model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,6.
  8. Härdle, Wolfgang & Schmidt, Peter, 2000, "Common factors governing VDAX movements and the maximum loss," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,97.
  9. Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000, "An empirical likelihood goodness-of-fit test for time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,1.
  10. Odening, Martin, 2000, "Der Optionswert von Sachinvestitionen - Theoretischer Hintergrund und Bewertungsmethoden," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 18828, DOI: 10.22004/ag.econ.18828.
  11. Balmann, Alfons & Czasch, Britta & Odening, Martin, 2000, "Employment and Efficiency of Farms in Transition: an Empirical Analysis for Brandenburg," 2000 Conference, August 13-18, 2000, Berlin, Germany, International Association of Agricultural Economists, number 197229, Aug, DOI: 10.22004/ag.econ.197229.
  12. Odening, Martin & Wesseler, Justus & Weikard, Hans-Peter, 2000, "New Investment Theory in Agricultural Economics: Its Implications for Farm Management, Environmental Policy and Development," 2000 Conference, August 13-18, 2000, Berlin, Germany, International Association of Agricultural Economists, number 197253, Aug, DOI: 10.22004/ag.econ.197253.

1999

  1. Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno, 1999, "Estimation in an additive model when the components are linked parametrically," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,1.
  2. Härdle, Wolfgang & Stahl, Gerhard, 1999, "Backtesting beyond VaR," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,105.
  3. Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S., 1999, "Connected teaching of statistics," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,24.
  4. Derby, Nathaniel & Härdle, Wolfgang & Rönz, Bernd, 1999, "The three dimensions of multimedia teaching of statistics," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,76.
  5. Strohe, Hans Gerhard & Härdle, Wolfgang & Geppert, Frank, 1999, "DPLS in XploRe: A PLS approach to dynamic path models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,80.
  6. Britta Czasch & Alfons Balmann & Martin Odening, 1999, "Organisation und Effizienz landwirtschaftlicher Unternehmen während der Umstrukturierung des Agrarsektors : eine empirische Analyse für Brandenburg," Finanzwissenschaftliche Diskussionsbeiträge : Specials series: Industrial and social policies in countries in transition, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number S-11, May.

1998

  1. Feldmann, David & Härdle, Wolfgang Karl & 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,34.
  2. Härdle, Wolfgang Karl & Horowitz, Joel L., 1998, "Internet based econometric computing," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,37.
  3. Härdle, Wolfgang, 1998, "Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,60.
  4. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998, "Semiparametric additive indices for binary response and generalized additive models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,95.
  5. Britta Czasch & Alfons Balmann & Martin Odening & Tomasz Sobczak & Michael Switlyk, 1998, "Die Umstrukturierung landwirtschaftlicher Unternehmen beim Übergang zur Marktwirtschaft unter besonderer Berücksichtigung des Faktors Arbeit," Finanzwissenschaftliche Diskussionsbeiträge : Specials series: Industrial and social policies in countries in transition, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number S-03, Jun.

1997

  1. Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H., 1997, "Teaching wavelets in XploRe," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,1.
  2. Golubev, Georgi & Härdle, Wolfgang, 1997, "On adaptive estimation in partial linear models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,100.
  3. Liang, Hua & Härdle, Wolfgang, 1997, "Large sample theory of the estimation of the error distribution for a semiparametric model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,101.
  4. Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker, 1997, "Bootstrap approximations in a partially linear regression model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,102.
  5. Härdle, Wolfgang & Müller, Marlene, 1997, "Multivariate and semiparametric kernel regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,26.
  6. Liang, Hua & Härdle, Wolfgang & Carroll, Raymond J., 1997, "Large sample theory in a semiparametric partially linear errors-in-variables models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,27.
  7. Anderhub, V. & Güth, W. & Härdle, Wolfgang & Müller, W., 1997, "On Saving, Updating and Dynamic Programming -An Experimental Analysis-," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,32.
  8. Liang, Hua & Härdle, Wolfgang, 1997, "Asymptotic normality of parametric part in partial linear heteroscedastic regression models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,33.
  9. Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 1997, "Efficient estimation in single-index regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,37.
  10. Härdle, Wolfgang & Sperlich, Stefan, 1997, "Financial calculations on the net," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,42.
  11. Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G., 1997, "Component analysis for additive models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,52.
  12. Liang, Hua & Härdle, Wolfgang & Werwatz, Axel, 1997, "Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,55.
  13. Sperlich, S. & Linton, O. & Härdle, Wolfgang, 1997, "A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,66.
  14. Guerrier, J. & Härdle, Wolfgang, 1997, "Wachsende Dispersion und Engel-Kurven," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,89.
  15. 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,3.

1996

  1. Fan, J. & Härdle, Wolfgang & Mammen, Enno, 1996, "Direct estimation of low dimensional components in additive models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,17.
  2. Härdle, Wolfgang & Mammen, Enno & Müller, Maike, 1996, "Testing Parametric versus Semiparametric Modelling in Generalized Linear Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,28.
  3. Härdle, Wolfgang & Mammen, Enno & Müller, Maike, 1996, "Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,29.
  4. Schmelzer, S. & Kötter, T. & Klinke, S. & Härdle, Wolfgang, 1996, "A New Generation of a Statistical Computing Environment on the Net," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,52.
  5. Härdle, Wolfgang & Yang, L., 1996, "Nonparametric Time Series Model Selection," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,53.
  6. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996, "Nonparametric Vector Autoregression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,61.
  7. Yang, L. & Härdle, Wolfgang, 1996, "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,62.
  8. Härdle, Wolfgang & Marron, J. & Yang, L., 1996, "Discussion," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,65.
  9. Bossaerts, P. & Hafner, C. & Härdle, Wolfgang, 1996, "Foreign Exchange Rates Have Surprising Volatility," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,68.
  10. Müller, Maike & Rönz, B. & Härdle, Wolfgang, 1996, "Computerassisted Semiparametric Generalized Linear Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,90.

1995

  1. Härdle, Wolfgang & Chen, R., 1995, "Nonparametric Time Series Analysis, a selectiv review with examples," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,14.
  2. Härdle, Wolfgang & Chen, R., 1995, "Estimation and Variable Selection in Additive Nonparametric Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,16.
  3. Härdle, Wolfgang & Spokoiny, V. & Sperlich, S., 1995, "Semiparametric Single Index Versus Fixed Link Function Modelling," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,21.
  4. Härdle, Wolfgang & Linton, O., 1995, "Nonparametric Regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,29.
  5. Härdle, Wolfgang & Tsybakov, A., 1995, "Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,42.
  6. Bossaerts, P. & Härdle, Wolfgang & Hafner, C., 1995, "A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,45.
  7. Linton, O. B. & Härdle, Wolfgang, 1995, "Estimation of Additive Regression Models with Links," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,48.
  8. Chen, R. & Härdle, Wolfgang & Linton, O. B. & Severance-Lossin, E., 1995, "Nonparametric Estimation of Additive Seperable Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,50.
  9. Linton, O. B. & Chen, R. & Härdle, Wolfgang, 1995, "An Analysis of Transformations for Additive Nonparanetric Regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,68.

1994

  1. Ibragimov, I. A. & Härdle, W. & Tsybakov, A.B., 1994, "On efficient estimation of an averaged derivative," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1127, Jan.
  2. Wolfgang Hardle & Oliver Linton, 1994, "Applied Nonparametric Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1069, Mar.
  3. Horowitz, Joel & Hardle, Wolfgang, 1994, "Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates," Working Papers, University of Iowa, Department of Economics, number 94-22.
  4. Härdle, Wolfgang & Steiger, M., 1994, "Optimal Median Smoothing," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,15.
  5. Härdle, Wolfgang & Huet, S. & Jolivet, E., 1994, "Better Bootstrap Confidence Intervals for Curve Estimation," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,27.
  6. Härdle, Wolfgang & Tsybakov, A. B., 1994, "Additive Nonparametric Regression on Principal Components," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,39.
  7. Härdle, Wolfgang & Korostelev, A., 1994, "Search of Significant Variables in Nonparametric Additive Regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,42.
  8. Härdle, Wolfgang & Marron, James S., 1994, "Fast and Simple Scatterplot Smoothing," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,8.

1993

  1. Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1993, "Path-Dependence Without Increasing Returns To Scale And Network Externalities," Staff Papers, University of Minnesota, Department of Applied Economics, number 13402, DOI: 10.22004/ag.econ.13402.

1992

  1. HÄRDLE, Wolfgang & TURLACH, Berwin, 1992, "Nonparametric approaches to generalized linear models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1992037, Jul.
  2. HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, 1992, "Bandwith choice for average derivative estimation," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 977, Jan, DOI: 10.1080/01621459.1992.10475195.
  3. HÄRDLE, Wolfgang & HALL, Peter & MARRON, Steve, 1992, "Regression smoothing parameters that are not far from their optimum," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 978, Jan, DOI: 10.1080/01621459.1992.10475196.
  4. HÄRDLE, Wolfgang & VIEU, Philippe, 1992, "Kernel regression smoothing of time series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 981, Jan, DOI: 10.1111/j.1467-9892.1992.tb00103.x.
  5. Härdle, W.K. & Scott, D.W., 1992, "Smoothing by weighted averaging of rounded points," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 996, Jan.
  6. HÄRDLE, Wolfgang & HART, Jeffrey D., 1992, "A bootstrap test for positive definiteness of income effect matrices," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 999, Jan, DOI: 10.1017/S0266466600012809.
  7. Hardle, W. & Tsybakov, A.B., 1992, "How Sensitive are Average Derivatives?," Papers, Tilburg - Center for Economic Research, number 9208.

1991

  1. Hardle, W. & Hall, P. & Ichimura, H., 1991, "Optimal smoothing in single index models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1991007, Jan.
  2. Hall, P. & Hardle, W. & Simar, L., 1991, "On teh inconsistency of bootstrap distribution estimators," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1991020, Jan.
  3. Grund, B. & Hardle, W., 1991, "On the choice of Kernel regression estimators : a discussion," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1991039, Jan.
  4. Hardle, W. & Park, B., 1991, "On an efficient smoothing parameter selector proposed by Hall and Johnstone," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1991040, Jan.
  5. Hardle, W. & Huet, S. & Jolivet, E., 1991, "Better Bootstrap Confidence Intervals for Regression Curve Estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1991056, Jan.
  6. HÄRDLE, Wolfgang & CARROLL, Raymond J., 1991, "Biased crossvalidation for a kernel regression estimator and its derivatives," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 936, Jan.
  7. Härdle, W. & Marron, J.S., 1991, "Bootstrap simultaneous error for nonparametric regression," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 951, Jan, DOI: 10.1214/aos/1176348120.
  8. GRUND, Birgit & HÄRDLE, Wolfgang, 1991, "COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 974, Jan.
  9. Wolfgang HÄRDLE & Michael JERISON, 1991, "Cross section Engel Curves over Time," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1991045, Dec.

1990

  1. Hardle, W. & Tsybakov, A., 1990, "Remarks on sliced inverse regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990027, Jan.
  2. Hardle, W. & Tsybakov, A., 1990, "Robust locally adaptive nonparametric regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990028, Jan.
  3. Hardle, W. & Mammen, E., 1990, "Bootstarp Methods in Nonparametric Regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990049, Jan.
  4. Franke, J. & Hardle, W., 1990, "On bootstrapping kernel spectralestimates," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990058, Jan.
  5. Hardle, W. & Mammen, E., 1990, "Comparing nonparametric versus parametric regression fits," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990065, Jan.
  6. Hardle, W. & Tsybakov, A., 1990, "How many terms should be added into an additive model ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990068, Jan.
  7. Härdle, W. & Marron, S.J., 1990, "Semiparametric comparison of regression curves," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 890, Jan, DOI: 10.1214/aos/1176349403.
  8. Hardle, W. & Marron, J.S. & Wand, Mp., 1990, "Bandwith choice for density derivatives," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 945, Jan.
  9. HARDLE, Wolfgang & NUSSBAUM, Michael, 1990, "Bootstrap confidence bands," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 969, Jan, DOI: 10.1007/978-3-642-48850-4_8.

1989

  1. Hardle, W. & Marron, J., 1989, "Bootstrap Simultaneous Error Bars For Nonparametric Regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1989023, Jan.
  2. Hardle, W. & Hall, P., 1989, "Simple Formulae For Steps And Limits In The Backfitting Algorithm," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1989038, Jan.

Undated

  1. Wolfgang HAERDLE & Marlene MUELLER, undated, "Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis," Statistic und Oekonometrie, Humboldt Universitaet Berlin, number 9208.
  2. Leopold SIMAR & Wolfgang HAERDLE, undated, "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie, Humboldt Universitaet Berlin, number 9302.
  3. Wolfgang HAERDLE & Marlene MUELLER, undated, "Applied nonparametric smoothing techniques," Statistic und Oekonometrie, Humboldt Universitaet Berlin, number 9303.
  4. Ritter, Matthias & Yang, Xinyue & Odening, Martin, undated, "Spatial Integration of Agricultural Land Markets," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258133, DOI: 10.22004/ag.econ.258133.
  5. Odening, Martin & Huettel, Silke & Croonenbroeck, Carsten, undated, "Farmland values and bidder behavior in first-price land auctions," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 274114, DOI: 10.22004/ag.econ.274114.
  6. Yang, Xinyue & Odening, Martin & Ritter, Matthias, undated, "The Spatial and Temporal Diffusion of Agricultural Land Prices," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 275485, DOI: 10.22004/ag.econ.275485.
  7. Grau, Aaron & Odening, Martin & Ritter, Matthias, undated, "Land price diffusion across borders: The case of Germany," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 275487, DOI: 10.22004/ag.econ.275487.
  8. Odening, Martin & Hüttel, Silke, undated, "Müssen landwirtschaftliche Bodenmärkte vor Investoren geschützt werden? Eine ökonomische Perspektive," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 276288, DOI: 10.22004/ag.econ.276288.
  9. Balmann, Alfons & Odening, Martin, undated, "Lassen sich regulatorische Eingriffe in Bodenmärkte mit Marktmacht und Flächenkonzentration empirisch begründen?," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 310860, DOI: 10.22004/ag.econ.310860.
  10. Appel, Franziska & Balmann, Alfons & Filler, Günther & Jänicke, Clemens & Odening, Martin & Schmidt, Lorenz, undated, "Stellungnahme zum Entwurf des Gesetzes zum Erhalt und zur Verbesserung der brandenburgischen Agrarstruktur," FORLand Project Publications, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences, number 334725, DOI: 10.22004/ag.econ.334725.
  11. Ritter, Matthias & Musshoff, Oliver & Odening, Martin, undated, "Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122527, DOI: 10.22004/ag.econ.122527.
  12. Liu, Xiaoliang & Filler, Gunther & Odening, Martin, undated, "Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122554, DOI: 10.22004/ag.econ.122554.
  13. Shen, Zhiwei & Odening, Martin, undated, "Coping with Systemic Risk in Index-based Crop Insurance," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122555, DOI: 10.22004/ag.econ.122555.
  14. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, undated, "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," 165th Seminar, April 4-5, 2019, Berlin, Germany, European Association of Agricultural Economists, number 288444, DOI: 10.22004/ag.econ.288444.
  15. Ritter, Matthias & Helbing, Georg & Shen, Zhiwei & Odening, Martin, undated, "Estimating Location Values of Agricultural Land," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017, German Association of Agricultural Economists (GEWISOLA), number 261985, DOI: 10.22004/ag.econ.261985.
  16. Schmidt, Lorenz & Odening, Martin & Schlanstein, Johann & Ritter, Matthias, undated, "Estimation of the Farm-Level Yield-Weather-Relation Using Machine Learning," 61st Annual Conference, Berlin, Germany, September 22-24, 2021, German Association of Agricultural Economists (GEWISOLA), number 317075, DOI: 10.22004/ag.econ.317075.
  17. Schmidt, Lorenz & Odening, Martin & Ritter, Matthias, undated, "Estimation of the weather-yield nexus with Artificial Neural Networks," Agri-Tech Economics Papers, Harper Adams University, Land, Farm & Agribusiness Management Department, number 316598, DOI: 10.22004/ag.econ.316598.
  18. Heckelei, Thomas & Huettel, Silke & Odening, Martin & Rommel, Jens, undated, "The replicability crisis and the p-value debate – what are the consequences for the agricultural and food economics community?," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 316369, DOI: 10.22004/ag.econ.316369.

Journal articles

2026

  1. Jesús Mur & Ana Angulo, 2026, "Model selection strategies in a spatial setting: Some additional results," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, volume 65, issue 65, pages 15-38, June, DOI: 10.1016/j.regsciurbeco.2008.05.018.

2024

  1. Jing Zou & Martin Odening & Ostap Okhrin, 2024, "Data-driven determination of plant growth stages for improved weather index insurance design," Agricultural Finance Review, Emerald Group Publishing Limited, volume 84, issue 4/5, pages 297-319, August, DOI: 10.1108/AFR-01-2024-0015.
  2. Marlene Kionka & Oliver Mußhoff & Matthias Ritter & Jan-Philip Rado Uhlemann & Martin Odening, 2024, "Optimal reserve prices for land auctions in Eastern Germany," Applied Economics Letters, Taylor & Francis Journals, volume 31, issue 6, pages 574-578, March, DOI: 10.1080/13504851.2022.2140752.

2023

  1. Lining Yu & Wolfgang Karl Hã„Rdle & Lukas Borke & Thijs Benschop, 2023, "An Ai Approach To Measuring Financial Risk," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1529-1549, September, DOI: 10.1142/S0217590819500668.
  2. Heckelei, Thomas & Hüttel, Silke & Odening, Martin & Rommel, Jens, 2023, "The p-Value Debate and Statistical (Mal)practice – Implications for the Agricultural and Food Economics Community," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 72, issue 01, January, DOI: 10.22004/ag.econ.343346.
  3. Zou, Jing & Odening, Martin & Okhrin, Ostap, 2023, "Plant growth stages and weather index insurance design," Annals of Actuarial Science, Cambridge University Press, volume 17, issue 3, pages 438-458, November.
  4. Filiptseva, Anna & Filler, Günther & Odening, Martin, 2023, "Compensation schemes for plant quarantine pest costs: A case study for Germany," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1381-1395, DOI: 10.1016/j.eap.2023.10.005.

2022

  1. Zhen Yu & Keming Yu & Wolfgang K. Härdle & Xueliang Zhang & Kai Wang & Maozai Tian, 2022, "Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue S2, pages 644-667, December, DOI: 10.1111/rssa.12963.
  2. Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2022, "Media-expressed tone, option characteristics, and stock return predictability," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104290.
  3. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022, "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 177-220, DOI: 10.1016/j.jeconom.2021.02.008.
  4. Wang, Bingling & Li, Yingxing & Härdle, Wolfgang Karl, 2022, "K-expectiles clustering," Journal of Multivariate Analysis, Elsevier, volume 189, issue C, DOI: 10.1016/j.jmva.2021.104869.
  5. Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl, 2022, "Financial Risk Meter FRM based on Expectiles," Journal of Multivariate Analysis, Elsevier, volume 189, issue C, DOI: 10.1016/j.jmva.2021.104881.
  6. Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022, "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101594.
  7. Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022, "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, volume 62, issue 2, pages 553-580, February, DOI: 10.1007/s00181-021-02027-1.
  8. Odening, Martin & Hüttel, Silke, 2022, "The Russia-Ukraine Conflict – Implications for Farms and Agricultural Markets," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 71, issue 03, January, DOI: 10.22004/ag.econ.343316.
  9. Schmidt, Lorenz & Odening, Martin & Schlanstein, Johann & Ritter, Matthias, 2022, "Exploring the weather-yield nexus with artificial neural networks," Agricultural Systems, Elsevier, volume 196, issue C, DOI: 10.1016/j.agsy.2021.103345.
  10. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022, "Farmland sales under returns and price uncertainty," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106044.
  11. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022, "Farm growth and land concentration," Land Use Policy, Elsevier, volume 115, issue C, DOI: 10.1016/j.landusepol.2022.106036.

2021

  1. Wolfgang Karl Härdle & Brenda López Cabrera & Awdesch Melzer, 2021, "Pricing wind power futures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 70, issue 4, pages 1083-1102, August, DOI: 10.1111/rssc.12499.
  2. Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021, "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 794-816, August.
  3. Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021, "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101915.
  4. Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021, "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 8-30, January, DOI: 10.1080/1351847X.2020.1789684.
  5. Alla Petukhina & Simon Trimborn & Wolfgang Karl Härdle & Hermann Elendner, 2021, "Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 11, pages 1825-1853, November, DOI: 10.1080/14697688.2021.1880023.
  6. Andrija Mihoci & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen, 2021, "TERES: Tail Event Risk Expectile Shortfall," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 3, pages 449-460, March, DOI: 10.1080/14697688.2020.1786151.
  7. Georg Keilbar & Yanfen Zhang, 2021, "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, volume 3, issue 1, pages 1-23, March, DOI: 10.1007/s42521-021-00027-5.
  8. Balmann, Alfons & Graubner, Marten & Müller, Daniel & Hüttel, Silke & Seifert, Stefan & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021, "Market Power in Agricultural Land Markets: Concepts and Empirical Challenges," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 70, issue 04, January, DOI: 10.22004/ag.econ.343304.
  9. Marlene Kionka & Martin Odening & Jana Plogmann & Matthias Ritter, 2021, "Measuring liquidity in agricultural land markets," Agricultural Finance Review, Emerald Group Publishing Limited, volume 82, issue 4, pages 690-713, September, DOI: 10.1108/AFR-03-2021-0037.
  10. Martin Odening & Silke Hüttel, 2021, "Introduction to the special issue ‘agricultural land markets – recent developments, efficiency and regulation’," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 48, issue 1, pages 4-7.

2020

  1. Wang, Ben Zhe & Sheen, Jeffrey & Trück, Stefan & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020, "A Note On The Impact Of News On Us Household Inflation Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 4, pages 995-1015, June.
  2. Niels Wesselhöfft & Wolfgang K. Härdle, 2020, "Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 801-826, March, DOI: 10.1007/s10614-019-09913-y.
  3. Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020, "Understanding Cryptocurrencies," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 181-208.
  4. Ai Jun Hou & Weining Wang & Cathy Y H Chen & Wolfgang Karl Härdle, 2020, "Pricing Cryptocurrency Options," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 250-279.
  5. Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle, 2020, "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 280-306.
  6. Shiyi Chen & Wolfgang K. Härdle & Li Wang, 2020, "Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk," Computational Statistics, Springer, volume 35, issue 2, pages 427-468, June, DOI: 10.1007/s00180-019-00951-6.
  7. Desheng Dash Wu & Wolfgang Karl Härdle, 2020, "Service data analytics and business intelligence 2017," Computational Statistics, Springer, volume 35, issue 2, pages 423-426, June, DOI: 10.1007/s00180-020-00968-2.
  8. Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann, 2020, "Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid," Computational Statistics, Springer, volume 35, issue 3, pages 947-981, September, DOI: 10.1007/s00180-019-00934-7.
  9. Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," Digital Finance, Springer, volume 2, issue 1, pages 69-96, September, DOI: 10.1007/s42521-020-00019-x.
  10. Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020, "Adaptive weights clustering of research papers," Digital Finance, Springer, volume 2, issue 3, pages 169-187, December, DOI: 10.1007/s42521-020-00017-z.
  11. Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020, "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 69, issue 01, DOI: 10.22004/ag.econ.334161.
  12. Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2020, "Revisiting the relationship between land price and parcel size in agriculture," Land Use Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.landusepol.2020.104771.
  13. Steffen Volkenand & Günther Filler & Martin Odening, 2020, "Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities," Risks, MDPI, volume 8, issue 3, pages 1-17, July.
  14. Carsten Croonenbroeck & Martin Odening & Silke Hüttel, 2020, "Farmland values and bidder behaviour in first-price land auctions
    [Identification of standard auction models]    ," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 47, issue 2, pages 558-590.
  15. Steffen Volkenand & Guenther Filler & Marlene Kionka & Martin Odening, 2020, "Duration dependence among agricultural futures with different maturities," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 2, pages 150-155, January, DOI: 10.1080/13504851.2019.1610703.
  16. Aaron Grau & Martin Odening & Matthias Ritter, 2020, "Land price diffusion across borders – the case of Germany," Applied Economics, Taylor & Francis Journals, volume 52, issue 50, pages 5446-5463, October, DOI: 10.1080/00036846.2019.1673299.

2019

  1. Souhir, Ben Amor & Heni, Boubaker & Lotfi, Belkacem, 2019, "Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes," Energy Economics, Elsevier, volume 80, issue C, pages 635-655, DOI: 10.1016/j.eneco.2019.02.001.
  2. Tran, Ngoc M. & Burdejová, Petra & Ospienko, Maria & Härdle, Wolfgang K., 2019, "Principal component analysis in an asymmetric norm," Journal of Multivariate Analysis, Elsevier, volume 171, issue C, pages 1-21, DOI: 10.1016/j.jmva.2018.10.004.
  3. Petra Burdejová & Wolfgang K. Härdle, 2019, "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, volume 34, issue 2, pages 489-502, June, DOI: 10.1007/s00180-019-00883-1.
  4. Chen, Shi & Karl Härdle, Wolfgang & López Cabrera, Brenda, 2019, "Regularization approach for network modeling of German power derivative market," Energy Economics, Elsevier, volume 83, issue C, pages 180-196, DOI: 10.1016/j.eneco.2019.06.021.
  5. Ya Qian & Wolfgang Härdle & Cathy Yi-Hsuan Chen, 2019, "Modelling industry interdependency dynamics in a network context," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 50-70, December, DOI: 10.1108/SEF-07-2019-0272.
  6. Michael Kostmann & Wolfgang K. Härdle, 2019, "Forecasting in Blockchain-Based Local Energy Markets," Energies, MDPI, volume 12, issue 14, pages 1-27, July.
  7. Wolfgang Karl Härdle & Li-Shan Huang, 2019, "Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 322-333, April, DOI: 10.1080/07350015.2017.1330693.
  8. Xiu Xu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2019, "Dynamic credit default swap curves in a network topology," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 10, pages 1705-1726, October, DOI: 10.1080/14697688.2019.1585560.
  9. S. Nasekin & W. K. Härdle, 2019, "Model-driven statistical arbitrage on LETF option markets," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 11, pages 1817-1837, November, DOI: 10.1080/14697688.2019.1605186.
  10. Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019, "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 9, pages 1473-1489, September, DOI: 10.1080/14697688.2019.1622290.
  11. Olena Myrna & Martin Odening & Matthias Ritter, 2019, "The Influence of Wind Energy and Biogas on Farmland Prices," Land, MDPI, volume 8, issue 1, pages 1-14, January.
  12. Xinyue Yang & Martin Odening & Matthias Ritter, 2019, "The Spatial and Temporal Diffusion of Agricultural Land Prices," Land Economics, University of Wisconsin Press, volume 95, issue 1, pages 108-123.

2018

  1. Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem, 2018, "Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 8, pages 832-851, December, DOI: 10.1002/for.2544.
  2. Chen Ying & Härdle Wolfgang K. & He Qiang & Majer Piotr, 2018, "Risk related brain regions detection and individual risk classification with 3D image FPCA," Statistics & Risk Modeling, De Gruyter, volume 35, issue 3-4, pages 89-110, July, DOI: 10.1515/strm-2017-0011.
  3. Chao, Shih-Kang & Härdle, Wolfgang K. & Huang, Chen, 2018, "Multivariate factorizable expectile regression with application to fMRI data," Computational Statistics & Data Analysis, Elsevier, volume 121, issue C, pages 1-19, DOI: 10.1016/j.csda.2017.12.001.
  4. Trimborn, Simon & Härdle, Wolfgang Karl, 2018, "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 107-122, DOI: 10.1016/j.jempfin.2018.08.004.
  5. Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2018, "Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 21-32, DOI: 10.1016/j.jbankfin.2018.05.012.
  6. Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina, 2018, "Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 1, pages 49-63, January, DOI: 10.1057/s41260-017-0060-9.
  7. Alona Zharova & Janine Tellinger-Rice & Wolfgang Karl Härdle, 2018, "How to measure the performance of a Collaborative Research Center," Scientometrics, Springer;Akadémiai Kiadó, volume 117, issue 2, pages 1023-1040, November, DOI: 10.1007/s11192-018-2910-8.
  8. Yan Fan & Wolfgang Karl Härdle & Weining Wang & Lixing Zhu, 2018, "Single-Index-Based CoVaR With Very High-Dimensional Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 212-226, April, DOI: 10.1080/07350015.2016.1180990.
  9. Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2018, "lCARE - localizing conditional autoregressive expectiles," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 198-220, DOI: 10.1016/j.jempfin.2018.06.006.
  10. Martin Odening & Carsten Croonenbroeck & Rainer Kühl & Jörg Müller & Norbert Hirschauer & Oliver Mußhoff & Frank Offermann, 2018, "Extremwetterlage und Dürreschäden: Sind staatliche Hilfen für die Landwirtschaft erforderlich?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 71, issue 20, pages 03-15, October.
  11. Steffen Volkenand & Guenther Filler & Martin Odening, 2018, "The impact of order imbalance on returns, liquidity, and volatility in agricultural commodity markets," Agricultural Finance Review, Emerald Group Publishing Limited, volume 78, issue 5, pages 571-591, July, DOI: 10.1108/AFR-10-2017-0099.
  12. Zhiwei Shen & Martin Odening & Ostap Okhrin, 2018, "Adaptive local parametric estimation of crop yields: implications for crop insurance rate making," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 45, issue 2, pages 173-203.

2017

  1. Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017, "Change point and trend analyses of annual expectile curves of tropical storms," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 101-117, DOI: 10.1016/j.ecosta.2016.09.002.
  2. Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017, "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 70-85, January, DOI: 10.1080/07350015.2015.1054493.
  3. Moro Russ A. & Härdle Wolfgang K. & Schäfer Dorothea, 2017, "Company rating with support vector machines," Statistics & Risk Modeling, De Gruyter, volume 34, issue 1-2, pages 55-67, June, DOI: 10.1515/strm-2012-1141.
  4. Wolfgang Karl Härdle & Maria Osipenko, 2017, "A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk," IJFS, MDPI, volume 5, issue 4, pages 1-18, October.
  5. Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2017, "Copula-based factor model for credit risk analysis," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 949-971, November, DOI: 10.1007/s11156-016-0613-x.
  6. Maria Grith & Wolfgang K. Härdle & Volker Krätschmer, 2017, "Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle," Review of Finance, European Finance Association, volume 21, issue 1, pages 269-298.
  7. Mengmeng Guo & Wolfgang Karl Härdle, 2017, "Adaptive Interest Rate Modelling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 3, pages 241-256, April.
  8. Denis Belomestny & Wolfgang Karl Härdle & Ekaterina Krymova, 2017, "Sieve Estimation Of The Minimal Entropy Martingale Marginal Density With Application To Pricing Kernel Estimation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 06, pages 1-21, September, DOI: 10.1142/S0219024917500418.
  9. Brenda López Cabrera & Franziska Schulz, 2017, "Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 127-136, January, DOI: 10.1080/01621459.2016.1219259.
  10. Matthias Ritter & Simone Pieralli & Martin Odening, 2017, "Neighborhood Effects in Wind Farm Performance: A Regression Approach," Energies, MDPI, volume 10, issue 3, pages 1-16, March.
  11. Silke Hüttel & Rashmi Narayana & Christina Wagner & Martin Odening, 2017, "Dynamic efficiency of German dairy farms under uncertainty," International Journal of Business Performance Management, Inderscience Enterprises Ltd, volume 18, issue 4, pages 427-458.
  12. Simone Pieralli & Silke Hüttel & Martin Odening, 2017, "Abandonment of milk production under uncertainty and inefficiency: the case of western German Farms," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 44, issue 3, pages 425-454.

2016

  1. Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016, "An Extended Single-index Model with Missing Response at Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 43, issue 4, pages 1140-1152, December.
  2. Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016, "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 151-163, DOI: 10.1016/j.jmva.2015.09.002.
  3. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016, "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 25, issue 4, pages 607-626, December, DOI: 10.1007/s11749-016-0480-8.
  4. Xianhua Dai & Wolfgang Karl Härdle & Keming Yu, 2016, "Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 16, pages 2941-2955, December, DOI: 10.1080/02664763.2016.1155203.
  5. Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2016, "Localizing Temperature Risk," Journal of the American Statistical Association, Taylor & Francis Journals, volume 111, issue 516, pages 1491-1508, October, DOI: 10.1080/01621459.2016.1180985.
  6. López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.
  7. Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2016, "A consistent two-factor model for pricing temperature derivatives," Energy Economics, Elsevier, volume 55, issue C, pages 112-126, DOI: 10.1016/j.eneco.2015.12.020.
  8. Kersting, Stefan & Hüttel, Silke & Odening, Martin, 2016, "Industry dynamics under production constraints — The case of the EU dairy sector," Economic Modelling, Elsevier, volume 55, issue C, pages 135-151, DOI: 10.1016/j.econmod.2016.02.006.
  9. Silke Hüttel & Matthias Ritter & Viacheslav Esaulov & Martin Odening, 2016, "Is there a term structure in land lease rates?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 43, issue 1, pages 165-187.
  10. Zhiwei Shen & Martin Odening & Ostap Okhrin, 2016, "Can expert knowledge compensate for data scarcity in crop insurance pricing?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 43, issue 2, pages 237-269.

2015

  1. Wolfgang Karl Härdle & Annette B. Vogt, 2015, "Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual," International Statistical Review, International Statistical Institute, volume 83, issue 1, pages 17-35, April.
  2. Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2015, "Hidden Markov Structures For Dynamic Copulae," Econometric Theory, Cambridge University Press, volume 31, issue 5, pages 981-1015, October.
  3. Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015, "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 106-125, DOI: 10.1016/j.insmatheco.2015.05.001.
  4. Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining, 2015, "Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models," Journal of Multivariate Analysis, Elsevier, volume 134, issue C, pages 129-145, DOI: 10.1016/j.jmva.2014.11.003.
  5. Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang, 2015, "Uniform Confidence Bands for Pricing Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 376-413.
  6. Cathy Chen & Wolfgang Härdle, 2015, "Common factors in credit defaults swap markets," Computational Statistics, Springer, volume 30, issue 3, pages 845-863, September, DOI: 10.1007/s00180-015-0578-6.
  7. Shiyi Chen & Wolfgang Härdle, 2015, "Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China," Computational Statistics, Springer, volume 30, issue 4, pages 1279-1279, December, DOI: 10.1007/s00180-015-0592-8.
  8. Stephan Stahlschmidt & Wolfgang K. H�rdle & Helmut Thome, 2015, "An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data," Spatial Economic Analysis, Taylor & Francis Journals, volume 10, issue 2, pages 160-180, June, DOI: 10.1080/17421772.2015.1023339.
  9. Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars, 2015, "Designing an index for assessing wind energy potential," Renewable Energy, Elsevier, volume 83, issue C, pages 416-424, DOI: 10.1016/j.renene.2015.04.038.
  10. Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015, "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 529-550, June.
  11. Silke Hüttel & Martin Odening & Vanessa von Schlippenbach, 2015, "Steigende landwirtschaftliche Bodenpreise: Anzeichen für eine Spekulationsblase?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 3, pages 37-43.
  12. Pieralli, Simone & Ritter, Matthias & Odening, Martin, 2015, "Efficiency of wind power production and its determinants," Energy, Elsevier, volume 90, issue P1, pages 429-438, DOI: 10.1016/j.energy.2015.07.055.
  13. Maria Osipenko & Zhiwei Shen & Martin Odening, 2015, "Is there a demand for multi-year crop insurance?," Agricultural Finance Review, Emerald Group Publishing Limited, volume 75, issue 1, pages 92-102, May, DOI: 10.1108/AFR-12-2014-0043.
  14. Martin Odening, 2015, "The Oxford Handbook of Land Economics," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 42, issue 2, pages 367-369.
  15. Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015, "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, volume 30, issue 3, pages 745-766, September, DOI: 10.1007/s00180-015-0561-2.

2014

  1. Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014, "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1573-1585, September, DOI: 10.1080/14697688.2013.847280.
  2. Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014, "Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study," Psychometrika, Springer;The Psychometric Society, volume 79, issue 3, pages 489-514, July, DOI: 10.1007/s11336-013-9352-2.
  3. Shuzhuan Zheng & Lijian Yang & Wolfgang K. Härdle, 2014, "A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 109, issue 506, pages 661-673, June, DOI: 10.1080/01621459.2013.866899.
  4. Wolfgang Karl Härdle & Weining Wang, 2014, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 2, pages 173-174, April, DOI: 10.1080/07350015.2014.898585.
  5. Song Song & Wolfgang K. Härdle & Ya'acov Ritov, 2014, "Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 101-131, June.
  6. Martin Odening & Zhiwei Shen, 2014, "Challenges of insuring weather risk in agriculture," Agricultural Finance Review, Emerald Group Publishing Limited, volume 74, issue 2, pages 188-199, July, DOI: 10.1108/AFR-11-2013-0039.
  7. M. Ritter & O. Mußhoff & M. Odening, 2014, "Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 1, pages 67-86, June, DOI: 10.1007/s10614-013-9410-y.
  8. Silke Hüttel & Simon Jetzinger & Martin Odening, 2014, "Forced Sales and Farmland Prices," Land Economics, University of Wisconsin Press, volume 90, issue 3, pages 395-410.

2013

  1. Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013, "Valuation of collateralized debt obligations with hierarchical Archimedean copulae," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 42-62, DOI: 10.1016/j.jempfin.2013.08.001.
  2. Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema, 2013, "Dynamic structured copula models," Statistics & Risk Modeling, De Gruyter, volume 30, issue 4, pages 361-388, December, DOI: 10.1524/strm.2013.2004.
  3. Maria Grith & Wolfgang Härdle & Juhyun Park, 2013, "Shape Invariant Modeling of Pricing Kernels and Risk Aversion," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 2, pages 370-399, March.
  4. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2013, "Bayesian networks for sex-related homicides: structure learning and prediction," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 6, pages 1155-1171, June, DOI: 10.1080/02664763.2013.780235.
  5. Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013, "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 502, pages 619-631, June, DOI: 10.1080/01621459.2013.763726.
  6. López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013, "Pricing rainfall futures at the CME," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4286-4298, DOI: 10.1016/j.jbankfin.2013.07.042.
  7. Huettel, Silke & Odening, Martin & Kataria, Karin & Balmann, Alfons, 2013, "Price Formation on Land Market Auctions in East Germany – An Empirical Analysis," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 62, issue 02, pages 1-17, May, DOI: 10.22004/ag.econ.232335.
  8. Zhiwei Shen & Martin Odening, 2013, "Coping with systemic risk in index-based crop insurance," Agricultural Economics, International Association of Agricultural Economists, volume 44, issue 1, pages 1-13, January, DOI: j.1574-0862.2012.00625.x.
  9. Ostap Okhrin & Martin Odening & Wei Xu, 2013, "Systemic Weather Risk and Crop Insurance: The Case of China," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 2, pages 351-372, June.
  10. Xiaoliang Liu & Guenther Filler & Martin Odening, 2013, "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing Limited, volume 73, issue 1, pages 179-200, May, DOI: 10.1108/00021461311321384.
  11. Oliver Musshoff & Martin Odening & Christian Schade & Syster Christin Maart-Noelck & Serena Sandri, 2013, "Inertia in disinvestment decisions: experimental evidence," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 40, issue 3, pages 463-485, July.

2012

  1. Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K., 2012, "Bootstrap confidence bands and partial linear quantile regression," Journal of Multivariate Analysis, Elsevier, volume 107, issue C, pages 244-262, DOI: 10.1016/j.jmva.2012.01.020.
  2. Mengmeng Guo & Wolfgang Härdle, 2012, "Simultaneous confidence bands for expectile functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 96, issue 4, pages 517-541, October, DOI: 10.1007/s10182-011-0182-1.
  3. Wolfgang Karl Härdle & Brenda López Cabrera, 2012, "The Implied Market Price of Weather Risk," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 1, pages 59-95, February, DOI: 10.1080/1350486X.2011.591170.
  4. K. Detlefsen & W. K. Härdle, 2012, "Variance swap dynamics," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 5, pages 675-685, November, DOI: 10.1080/14697688.2012.749420.
  5. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 610-625, DOI: 10.1016/j.jempfin.2012.04.002.
  6. Günther Filler & Christian Franke & Martin Odening & Kay Schweppe & Xiaoliang Liu, 2012, "Spekulation mit Agrarrohstoffen: zuviel des Guten?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 81, issue 4, pages 9-28, DOI: 10.3790/vjh.81.4.9.
  7. Martin Odening & Harald Grethe, 2012, "Introduction," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 39, issue 1, pages 1-4, February.
  8. 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, volume 105, issue 1, pages 164-175, DOI: 10.1016/j.jmva.2011.08.018.

2011

  1. Chen, Xiaohong & Reiss, Markus, 2011, "On Rate Optimality For Ill-Posed Inverse Problems In Econometrics," Econometric Theory, Cambridge University Press, volume 27, issue 3, pages 497-521, June.

2010

  1. Joachim Gassen & Kristina Schwedler, 2010, "The Decision Usefulness of Financial Accounting Measurement Concepts: Evidence from an Online Survey of Professional Investors and their Advisors," European Accounting Review, Taylor & Francis Journals, volume 19, issue 3, pages 495-509, DOI: 10.1080/09638180.2010.496548.
  2. Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2010, "Localized Realized Volatility Modeling," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 492, pages 1376-1393.
  3. Wolfgang Karl Härdle & Brenda López Cabrera, 2010, "Calibrating CAT Bonds for Mexican Earthquakes," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 3, pages 625-650, September, DOI: 10.1111/j.1539-6975.2010.01355.x.
  4. Härdle, Wolfgang K. & Song, Song, 2010, "Confidence Bands In Quantile Regression," Econometric Theory, Cambridge University Press, volume 26, issue 4, pages 1180-1200, August.
  5. Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong, 2010, "Forecasting volatility with support vector machine-based GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 4, pages 406-433, DOI: 10.1002/for.1134.
  6. Günther Filler & Martin Odening & Harald Grethe & Dieter Kirschke, 2010, "Preis- und Ertragsrisiken auf Agrarmärkten in Deutschland," Journal of Socio-Economics in Agriculture (Until 2015: Yearbook of Socioeconomics in Agriculture), Swiss Society for Agricultural Economics and Rural Sociology, volume 3, issue 1, pages 77-108.
  7. Sandri, Serena & Schade, Christian & Mußhoff, Oliver & Odening, Martin, 2010, "Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 1, pages 30-44, October.
  8. Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010, "On the systemic nature of weather risk," Agricultural Finance Review, Emerald Group Publishing Limited, volume 70, issue 2, pages 267-284, August, DOI: 10.1108/00021461011065283.
  9. Silke Hüttel & Oliver Mußhoff & Martin Odening, 2010, "Investment reluctance: irreversibility or imperfect capital markets?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 37, issue 1, pages 51-76, March.

2009

  1. Joachim Gassen, 2009, "Finanzkrise: die Rolle der Rechnungslegung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 83-95, DOI: 10.3790/vjh.78.1.83.
  2. P. Čížek & W. Härdle & V. Spokoiny, 2009, "Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models," Econometrics Journal, Royal Economic Society, volume 12, issue 2, pages 248-271, July.
  3. 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., volume 28, issue 6, pages 512-534, DOI: 10.1002/for.1109.
  4. Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009, "Dynamic semiparametric factor models in risk neutral density estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 93, issue 4, pages 387-402, December, DOI: 10.1007/s10182-009-0115-4.
  5. Nataliya Zinych & Martin Odening, 2009, "Capital market imperfections in economic transition: empirical evidence from Ukrainian agriculture," Agricultural Economics, International Association of Agricultural Economists, volume 40, issue 6, pages 677-689, November, DOI: 10.1111/j.1574-0862.2009.00407.x.
  6. Oliver Musshoff & Martin Odening & Wei Xu, 2009, "Management of climate risks in agriculture-will weather derivatives permeate?," Applied Economics, Taylor & Francis Journals, volume 43, issue 9, pages 1067-1077, DOI: 10.1080/00036840802600210.

2008

  1. Wolfgang Karl Härdle & Brenda López Cabrera, 2008, "Calibration of Parametric CAT bonds. A case study of Mexican earthquakes," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 128, issue 4, pages 615-630.
  2. Chen, Ying & Härdle, Wolfgang & Jeong, Seok-Oh, 2008, "Nonparametric Risk Management With Generalized Hyperbolic Distributions," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 483, pages 910-923.
  3. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008, "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 361-381, Summer.
  4. Hanisch Markus & Filler Günther & Odening Martin, 2008, "Zur Ableitung von Entwicklungsstrategien für Warengenossenschaften," Zeitschrift für das gesamte Genossenschaftswesen, De Gruyter, volume 58, issue 1, pages 24-39, March, DOI: 10.1515/zfgg-2008-0104.
  5. Oliver Musshoff & Norbert Hirschauer & Martin Odening, 2008, "Portfolio effects and the willingness to pay for weather insurances," Agricultural Finance Review, Emerald Group Publishing Limited, volume 68, issue 1, pages 83-97, May, DOI: 10.1108/00214660880001220.
  6. Oliver Musshoff, 2008, "Indifference Pricing of Weather Derivatives," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 90, issue 4, pages 979-993.
  7. Jan Hinrichs & Oliver Musshoff & Martin Odening, 2008, "Economic hysteresis in hog production," Applied Economics, Taylor & Francis Journals, volume 40, issue 3, pages 333-340, DOI: 10.1080/00036840500447880.

2007

  1. M. Benko & M. Fengler & W. Härdle & M. Kopa, 2007, "On extracting information implied in options," Computational Statistics, Springer, volume 22, issue 4, pages 543-553, December, DOI: 10.1007/s00180-007-0061-0.
  2. Odening, Martin & Mu[ss]hoff, Oliver & Hirschauer, Norbert & Balmann, Alfons, 2007, "Investment under uncertainty--Does competition matter?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 3, pages 994-1014, March.
  3. Martin Odening & Oliver Musshoff & Wei Xu, 2007, "Analysis of rainfall derivatives using daily precipitation models: opportunities and pitfalls," Agricultural Finance Review, Emerald Group Publishing Limited, volume 67, issue 1, pages 135-156, May, DOI: 10.1108/00214660780001202.
  4. Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007, "On the Utility of E‐Learning in Statistics," International Statistical Review, International Statistical Institute, volume 75, issue 3, pages 355-364, December, DOI: 10.1111/j.1751-5823.2007.00026.x.

2006

  1. Joachim Gassen & Rolf Uwe Fulbier & Thorsten Sellhorn, 2006, "International Differences in Conditional Conservatism - The Role of Unconditional Conservatism and Income Smoothing," European Accounting Review, Taylor & Francis Journals, volume 15, issue 4, pages 527-564, DOI: 10.1080/09638180601102107.
  2. Yatchew, Adonis & Hardle, Wolfgang, 2006, "Nonparametric state price density estimation using constrained least squares and the bootstrap," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 579-599, August.
  3. Xia, Yingcun & Härdle, Wolfgang, 2006, "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, volume 97, issue 5, pages 1162-1184, May.
  4. Reiß, M. & Riedle, M. & van Gaans, O., 2006, "Delay differential equations driven by Lévy processes: Stationarity and Feller properties," Stochastic Processes and their Applications, Elsevier, volume 116, issue 10, pages 1409-1432, October.
  5. Gapeev, Pavel V. & Reiß, Markus, 2006, "An optimal stopping problem in a diffusion-type model with delay," Statistics & Probability Letters, Elsevier, volume 76, issue 6, pages 601-608, March.
  6. Denis Belomestny & Markus Reiß, 2006, "Spectral calibration of exponential Lévy models," Finance and Stochastics, Springer, volume 10, issue 4, pages 449-474, December, DOI: 10.1007/s00780-006-0021-5.

2005

  1. Musshoff, Oliver & Odening, Martin & Xu, Wei, 2005, "Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 54, issue 04, pages 1-13, DOI: 10.22004/ag.econ.97216.
  2. Martin Odening & Oliver Mußhoff & Alfons Balmann, 2005, "Investment decisions in hog finishing: an application of the real options approach," Agricultural Economics, International Association of Agricultural Economists, volume 32, issue 1, pages 47-60, January, DOI: 10.1111/j.0169-5150.2005.00004.x.

2004

  1. Grunert, Klaus G. & Hildebrandt, Lutz, 2004, "Success factors, competitive advantage and competence development," Journal of Business Research, Elsevier, volume 57, issue 5, pages 459-461, May.
  2. Annacker, Dirk & Hildebrandt, Lutz, 2004, "Unobservable effects in structural models of business performance," Journal of Business Research, Elsevier, volume 57, issue 5, pages 507-517, May.
  3. Wang Q. & Linton O. & Hardle W., 2004, "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, volume 99, pages 334-345, January.
  4. 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, volume 71, issue 49, pages 759-765.
  5. Odening, Martin & Musshoff, Oliver & Utesch, Volker, 2004, "Der Wechsel vom konventionellen zum ökologischen Landbau: Eine investitionstheoretische Betrachtung," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 53, issue 06, pages 1-10, DOI: 10.22004/ag.econ.97451.

2003

  1. Wolfgang Härdle & Joel Horowitz & Jens‐Peter Kreiss, 2003, "Bootstrap Methods for Time Series," International Statistical Review, International Statistical Institute, volume 71, issue 2, pages 435-459, August, DOI: 10.1111/j.1751-5823.2003.tb00485.x.
  2. Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003, "Efficient estimation in conditional single-index regression," Journal of Multivariate Analysis, Elsevier, volume 86, issue 2, pages 213-226, August.
  3. Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003, "The Dynamics of Implied Volatilities: A Common Principal Components Approach," Review of Derivatives Research, Springer, volume 6, issue 3, pages 179-202, October, DOI: 10.1023/B:REDR.0000004823.77464.2d.
  4. Odening, Martin & Hinrichs, Jan, 2003, "Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 52, issue 02, pages 1-11, DOI: 10.22004/ag.econ.98092.

2002

  1. Martin Odening & Jan Hinrichs, 2002, "Using extreme value theory to estimate value‐at‐risk," Agricultural Finance Review, Emerald Group Publishing Limited, volume 63, issue 1, pages 55-73, December, DOI: 10.1108/00215000380001141.
  2. Markus Reiß, 2002, "Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations," Statistical Inference for Stochastic Processes, Springer, volume 5, issue 2, pages 131-152, May, DOI: 10.1023/A:1016356826470.

2001

  1. Hardle W. & Sperlich S. & Spokoiny V., 2001, "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, volume 96, pages 1333-1347, December.
  2. Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001, "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 53, issue 1, pages 179-188, March, DOI: 10.1023/A:1017980807689.
  3. Odening, M. & Mußhoff, O., 2001, "Value at Risk – ein nützliches Instrument des Risikomanagement in Agrarbetrieben?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 37, DOI: 10.22004/ag.econ.208808.
  4. Odening, Martin & Musshoff, Oliver, 2001, "Reale Optionen und Landwirtschaftliche Betriebslehre – oder: Kann man mit der Optionspreistheorie arbitrieren?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 50, issue 08, pages 1-10, DOI: 10.22004/ag.econ.99004.

2000

  1. Christian M. Hafner & Wolfgang HÄrdle, 2000, "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, volume 4, issue 2, pages 189-207.
  2. 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, volume 3, issue 3, pages 263-276, October, DOI: 10.1023/A:1009921413616.
  3. Hirschauer, Norbert & Forstner, Bernhard & Odening, Martin, 2000, "Die Wirkungen der Besserungsscheinregelung auf die Kapitalkosten der Altkredite - Eine modelltheoretische Analyse," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 49, issue 02, DOI: 10.22004/ag.econ.302529.

1999

  1. Wolfgang Härdle & Alois Kneip, 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, volume 26, issue 2, pages 221-238, June, DOI: 10.1111/1467-9469.00146.
  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;Sociedad de Estadística e Investigación Operativa, volume 8, issue 2, pages 419-458, December, DOI: 10.1007/BF02595879.

1998

  1. Odening, Martin, 1998, "Rainer Doluschitz - Unternehmensführung in der Landwirtschaft," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 47, issue 03-04, DOI: 10.22004/ag.econ.301691.

1997

  1. Wolfgang Härdle & Helmut Lütkepohl & Rong Chen, 1997, "A Review of Nonparametric Time Series Analysis," International Statistical Review, International Statistical Institute, volume 65, issue 1, pages 49-72, April, DOI: 10.1111/j.1751-5823.1997.tb00367.x.
  2. Odening, M. & Balmann, A., 1997, "Probleme einer Politikoptimierung – Konsequenzen für die Konstruktion von Agrarsektormodellen," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 33, DOI: 10.22004/ag.econ.210219.

1996

  1. Balmann, Alfons & Odening, Martin & Weikard, Hans-Peter & Brandes, Wilhelm, 1996, "Path-dependence without increasing returns to scale and network externalities," Journal of Economic Behavior & Organization, Elsevier, volume 29, issue 1, pages 159-172, January.

1995

  1. Hardle, W. & Park, B. U., 1995, "Testing increasing dispersion," Computational Statistics & Data Analysis, Elsevier, volume 19, issue 6, pages 641-653, June.
  2. Hardle, Wolfgang & Kirman, Alan, 1995, "Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market," Journal of Econometrics, Elsevier, volume 67, issue 1, pages 227-257, May.
  3. Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995, "Estimation of Non-sharp Support Boundaries," Journal of Multivariate Analysis, Elsevier, volume 55, issue 2, pages 205-218, November.
  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: International Journal for Theoretical and Applied Statistics, Springer, volume 42, issue 1, pages 265-278, December, DOI: 10.1007/BF01894326.

1994

  1. Horowitz, Joel L. & Härdle, Wolfgang, 1994, "Testing a Parametric Model Against a Semiparametric Alternative," Econometric Theory, Cambridge University Press, volume 10, issue 5, pages 821-848, December.
  2. Odening, Martin, 1994, "Zur Bedeutung von Prinzipal-Agenten-Modellen in der agrarökonomischen Forschung," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 43, issue 07, DOI: 10.22004/ag.econ.301471.

1993

  1. W. Härdle & P. Hall, 1993, "On the backfitting algorithm for additive regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 47, issue 1, pages 43-57, March, DOI: 10.1111/j.1467-9574.1993.tb01405.x.
  2. Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993, "On the inconsistency of bootstrap distribution estimators," Computational Statistics & Data Analysis, Elsevier, volume 16, issue 1, pages 11-18, June.
  3. Hardle, Wolfgang & Manski, Charles F., 1993, "Nonparametric and semiparametric approaches to discrete response analysis," Journal of Econometrics, Elsevier, volume 58, issue 1-2, pages 1-2, July.
  4. Odening, M. & Balmann, A. & Peter, G., 1993, "Modellrechnung zur landwirtschaftlichen Betriebsstruktur in den neuen Bundesländern unter besonderer Berücksichtigung administrativer Rahmenbedingungen," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 29, DOI: 10.22004/ag.econ.210492.

1991

  1. Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991, "Empirical Evidence on the Law of Demand," Econometrica, Econometric Society, volume 59, issue 6, pages 1525-1549, November.
  2. Odening, Martin, 1991, "Zur Bestimmung des optimalen Verschuldungsgrades," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 40, issue 05, DOI: 10.22004/ag.econ.300852.

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, volume 51, issue 3, pages 307-327, October, DOI: 10.1007/BF01227427.
  2. Odening, Martin & Brandes, Wilhelm, 1990, "Zum Problem von Abschreibung und Wertentwicklung von Anlagegütern," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 39, issue 04, DOI: 10.22004/ag.econ.300762.

1989

  1. Härdle, Wolfgang, 1989, "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, volume 29, issue 2, pages 163-179, May.
  2. Carroll, R. J. & Härdle, W., 1989, "Symmetrized nearest neighbor regression estimates," Statistics & Probability Letters, Elsevier, volume 7, issue 4, pages 315-318, February.
  3. L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle, 1989, "Book reviews," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 36, issue 1, pages 310-316, December, DOI: 10.1007/BF02614104.

1988

  1. Hildebrandt, Lutz, 1988, "Store image and the prediction of performance in retailing," Journal of Business Research, Elsevier, volume 17, issue 1, pages 91-100, August.

1987

  1. Hildebrandt, Lutz, 1987, "Consumer retail satisfaction in rural areas: A reanalysis of survey data," Journal of Economic Psychology, Elsevier, volume 8, issue 1, pages 19-42, March.
  2. W. Härdle, 1987, "Resistant Smoothing Using the Fast Fourier Transform," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 36, issue 1, pages 104-111, March, DOI: 10.2307/2347850.

1986

  1. Wolfgang Härdle & Pham‐Dinh Tuan, 1986, "Some Theory On M‐Smoothing Of Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 7, issue 3, pages 191-204, May, DOI: 10.1111/j.1467-9892.1986.tb00502.x.
  2. 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, volume 18, issue 1, pages 150-168, February.
  3. Marron, James Stephen & Härdle, Wolfgang, 1986, "Random approximations to some measures of accuracy in nonparametric curve estimation," Journal of Multivariate Analysis, Elsevier, volume 20, issue 1, pages 91-113, October.
  4. 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, volume 23, issue 1, pages 77-89, October.

1984

  1. Härdle, Wolfgang, 1984, "Robust regression function estimation," Journal of Multivariate Analysis, Elsevier, volume 14, issue 2, pages 169-180, April.

Undated

  1. Matthias R. Fengler & Wolfgang K. Härdle & Enno Mammen, 0, "A semiparametric factor model for implied volatility surface dynamics," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 2, pages 189-218.
  2. Hinrichs, J. & Mußhoff, O. & Odening, M., undated, "Ökonomische Hysterese in der deutschen Veredlungsproduktion," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 41, DOI: 10.22004/ag.econ.259061.
  3. Rommel, J. & Neuenfeldt, S. & Odening, M., undated, "Markteffekte medienwirksamer Lebensmittelskandale – eine Ergebnisstudie," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 45, DOI: 10.22004/ag.econ.260129.
  4. Liu, X. & Xu, W. & Odening, M., undated, "Lassen sich Ertragsrisiken in der Landwirtschaft global diversifizieren?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 46, DOI: 10.22004/ag.econ.260267.
  5. Artavia, M. & Deppermann, A. & Filler, G. & Grethe, H. & Häger, A. & Kirschke, D. & Odening, M., undated, "Ertrags- und Preisinstabilität auf Agrarmärkten in Deutschland und der EU," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 46, DOI: 10.22004/ag.econ.260268.
  6. Maart, S.C. & Mußhoff, O. & Odening, M. & Schade, C., undated, "Zum Desinvestitionsverhalten landwirtschaftlicher Unternehmer: Ergebnisse einer experimentellen Unternehmung," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 46, DOI: 10.22004/ag.econ.260285.
  7. Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, undated, "Estimating Location Values of Agricultural Land," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 66, issue 3, DOI: 10.22004/ag.econ.303548.

Books

2011

  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 Science and Technology, number hsbook1101.

2005

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005, "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0501.

1992

  1. Härdle,Wolfgang, 1992, "Applied Nonparametric Regression," Cambridge Books, Cambridge University Press, number 9780521429504.

Chapters

2022

  1. Bruno Spilak & Wolfgang Karl Härdle, 2022, "Tail-Risk Protection: Machine Learning Meets Modern Econometrics," Springer Books, Springer, chapter 92, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_94.

2017

  1. Andrija Mihoci, 2017, "Modelling Limit Order Book Volume Covariance Structures," Chapters, IntechOpen, in: Tsukasa Hokimoto, "Advances in Statistical Methodologies and Their Application to Real Problems", DOI: 10.5772/66152.

2009

  1. Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009, "Time Dependent Relative Risk Aversion," Contributions to Economics, Springer, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth, "Risk Assessment", DOI: 10.1007/978-3-7908-2050-8_3.

Software components

2010

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

Undated

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

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