IDEAS home Printed from https://ideas.repec.org/d/ishubde.html

Publications

by members of

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

Humboldt University Berlin → Faculty of Economics → Institute for Statistics and Econometrics

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

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

| Working papers | Journal articles | Software components |

Working papers

2022

  1. Danial Saef & Yuanrong Wang & Tomaso Aste, 2022, "Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing," Papers, arXiv.org, number 2208.12614, Aug, revised Sep 2022.

2021

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

2020

  1. Ren, Rui & Althof, Michael & Härdle, Wolfgang Karl, 2020, "Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-028.
  2. Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020, "An AI approach to measuring financial risk," Papers, arXiv.org, number 2009.13222, Sep.
  3. 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.

2019

  1. 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.

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. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.

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. 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.

2015

  1. 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.
  2. 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.

2014

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl, 2014, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-001.
  6. 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.
  7. 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.
  8. 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.

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. 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.
  3. 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.
  4. 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.
  5. 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. Hautsch, Nikolaus & Huang, Ruihong, 2012, "On the dark side of the market: Identifying and analyzing hidden order placements," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-014.
  3. 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.
  4. 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.
  5. 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.

2011

  1. Hautsch, Nikolaus & Huang, Ruihong, 2011, "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-056.
  2. Klinke, Sigbert, 2011, "Developing web-based tools for the teaching of statistics: Our wikis and the German Wikipedia," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-030.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  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.

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. 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.

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. Hautsch, Nikolaus & Huang, Ruihong, 2009, "The market impact of a limit order," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-051.
  4. Klinke, Sigbert & Kuhlee, Dina & Theel, Christian & Wagner, Cornelia & Westermeier, Christian, 2009, "MM-Stat - MultiMedia-Statistik: Statistische Datenanalyse - webbasiert, interaktiv und multimedial," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-047.
  5. 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.
  6. 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.
  7. 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.

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. Klinke, Sigbert & Wagner, Cornelia, 2008, "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-012.
  5. 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.
  6. 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.

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. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Klinke, Sigbert & Zlatkin-Troitschanskaia, Olga, 2007, "Embedding R in the Mediawiki," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-061.
  8. 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.

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. 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.
  4. 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.
  5. 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.

2005

  1. Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005, "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-04.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Lee, Eun-Kyung & Cook, Dianne & Klinke, Sigbert & Lumley, Thomas, 2005, "Projection pursuit for exploratory supervised classification," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-026.
  8. 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.

2004

  1. 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.
  2. Klinke, Sigbert, 2004, "Statistical user interfaces," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,35.
  3. 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. 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.
  2. 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.
  3. Klinke, Sigbert & Lehmann, Heiko, 2003, "MD*Book and XQC/XQS - an Architecture for Reproducible Research," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,35.

2002

  1. 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.
  2. Aydinli, Gökhan, 2002, "Net based spreadsheets in quantitative finance," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,42.
  3. Klinke, Sigbert & Witzel, Rodrigo, 2002, "MD*Book online: A tool for creating interactive documents," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,21.

2000

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

1999

  1. 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.

1998

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

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. Symanzik, J. & Kötter, T. & Schmelzer, S. & Klinke, S., 1997, "Spatial Data Analysis in the Dynamically Linked ArcView/XGobi/XploRe Environment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,49.
  3. Symanzik, J. & Klinke, S. & Schmelzer, S. & Cook, D., 1997, "The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,87.

1996

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

1995

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

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. Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2024, "Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, volume 6, issue 4, pages 605-638, December, DOI: 10.1007/s42521-024-00116-1.
  2. Khowaja Kainat & Saef Danial & Sizov Sergej & Härdle Wolfgang Karl, 2024, "Scenario based merger & acquisition forecasting," Management & Marketing, Paradigm, volume 19, issue 4, pages 579-600, DOI: 10.2478/mmcks-2024-0026.

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.

2022

  1. Konstantin Häusler & Hongyu Xia, 2022, "Indices on cryptocurrencies: an evaluation," Digital Finance, Springer, volume 4, issue 2, pages 149-167, September, DOI: 10.1007/s42521-022-00048-8.

2019

  1. 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.

2017

  1. Brenda López Cabrera & Franziska Schulz, 2017, "Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 127-136, January, DOI: 10.1080/01621459.2016.1219259.

2016

  1. 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.
  2. 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.
  3. 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.

2015

  1. 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.
  2. 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.

2014

  1. Blaskowitz, Oliver & Herwartz, Helmut, 2014, "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 30-42, DOI: 10.1016/j.ijforecast.2013.06.001.
  2. 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.
  3. Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014, "Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study," Psychometrika, Springer;The Psychometric Society, volume 79, issue 3, pages 489-514, July, DOI: 10.1007/s11336-013-9352-2.

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. Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013, "Using wiki to build an e-learning system in statistics in the Arabic language," Computational Statistics, Springer, volume 28, issue 2, pages 481-491, April, DOI: 10.1007/s00180-012-0312-6.
  3. 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.
  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.

2012

  1. 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.
  2. Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012, "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, volume 105, issue 1, pages 164-175, DOI: 10.1016/j.jmva.2011.08.018.

2011

  1. Blaskowitz, Oliver & Herwartz, Helmut, 2011, "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1058-1065, October.
  2. Love Michael I. & Myšičková Alena & Sun Ruping & Kalscheuer Vera & Vingron Martin & Haas Stefan A., 2011, "Modeling Read Counts for CNV Detection in Exome Sequencing Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, volume 10, issue 1, pages 1-30, November, DOI: 10.2202/1544-6115.1732.

2010

  1. Wolfgang Karl Härdle & Brenda López Cabrera, 2010, "Calibrating CAT Bonds for Mexican Earthquakes," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 3, pages 625-650, September, DOI: 10.1111/j.1539-6975.2010.01355.x.

2009

  1. Oliver Blaskowitz & Helmut Herwartz, 2009, "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 7, pages 575-594, DOI: 10.1002/for.1121.
  2. Oliver Blaskowitz & Helmut Herwartz, 2009, "Pca-Based Ex-Ante Forecasting Of Swap Term Structures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 465-489, DOI: 10.1142/S021902490900535X.
  3. Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir, 2009, "Inhomogeneous Dependence Modeling with Time-Varying Copulae," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 224-234.
  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.

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.

2007

  1. 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.
  2. Sigbert Klinke, 2007, "Special issue: workshop data and information visualisation 2006," Computational Statistics, Springer, volume 22, issue 4, pages 497-497, December, DOI: 10.1007/s00180-007-0056-x.

1997

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

Software components

2010

  1. Szymon Borak & Rafal Weron, 2010, "STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis," Statistical Software Components, 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 .

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