# Publications

## by members of

# Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse

Wirtschaftswissenschaftliche Fakultät

Humboldt-Universität Berlin

Berlin, Germany

## (National Research Center on Quantification and Simulation of Economic Processes, Faculty of Economics, Humboldt University Berlin)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis.This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters | Software components |

### Working papers

Undated material is listed at the end#### 2017

- Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & Yarema Okhrin, 2017.
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**Tail event driven networks of SIFIs**," SFB 649 Discussion Papers SFB649DP2017-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl Härdle & Lukas Borke, 2017.
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**GitHub API based QuantNet Mining infrastructure in R**," SFB 649 Discussion Papers SFB649DP2017-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Lining Yu & Wolfgang Karl Härdle & Lukas Borke & Thijs Benschop, 2017.
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**FRM: a Financial Risk Meter based on penalizing tail events occurrence**," SFB 649 Discussion Papers SFB649DP2017-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - CMaria Osipenko & Wolfgang Karl Härdle, 2017.
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**Dynamic Valuation of Weather Derivatives under Default Risk**," SFB 649 Discussion Papers SFB649DP2017-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2016

- Cathy Yi-Hsuan Chen & Thomas C. Chiang & Wolfgang Karl Härdle, 2016.
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**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 SFB649DP2016-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang K. Härdle & Chen Huang & Shih-Kang Chao, 2016.
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**Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions**," SFB 649 Discussion Papers SFB649DP2016-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl Härdle & Sergey Nasekin & Zhiwu Hong, 2016.
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**Leveraged ETF options implied volatility paradox: a statistical study**," SFB 649 Discussion Papers SFB649DP2016-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle, 2016.
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**Academic Ranking Scales in Economics: Prediction and Imputation**," SFB 649 Discussion Papers SFB649DP2016-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ying Chen & Wolfgang K. Härdle & Wee Song Chua, 2016.
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**Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics**," SFB 649 Discussion Papers SFB649DP2016-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong, 2016.
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**A first econometric analysis of the CRIX family**," SFB 649 Discussion Papers SFB649DP2016-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao, 2016.
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**Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors**," SFB 649 Discussion Papers SFB649DP2016-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner, 2016.
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**Functional Principal Component Analysis for Derivatives of Multivariate Curves**," SFB 649 Discussion Papers SFB649DP2016-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl Härdle & Phoon Kok Fai & David Lee Kuo Chuen, 2016.
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**Credit Rating Score Analysis**," SFB 649 Discussion Papers SFB649DP2016-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Marco Linton & Wolfgang K. Härdle & Ernie Gin Swee Teo & Elisabeth Bommes & Cathy Yi-Hsuan Chen, 2016.
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**Dynamic Topic Modelling for Cryptocurrency Community Forums**," SFB 649 Discussion Papers SFB649DP2016-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Maciej Zieba & Wolfgang K. Härdle, 2016.
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**Beta-boosted ensemble for big credit scoring data**," SFB 649 Discussion Papers SFB649DP2016-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Xuening Zhu & Wolfgang K. Härdle & Weining Wang & Hangsheng Wang, 2016.
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**Network Quantile Autoregression**," SFB 649 Discussion Papers SFB649DP2016-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Lukas Borke & Wolfgang K. Härdle, 2016.
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**Q3-D3-Lsa**," SFB 649 Discussion Papers SFB649DP2016-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Lenka Zbonakova & Wolfgang Karl Härdle & Weining Wang, 2016.
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**Time Varying Quantile Lasso**," SFB 649 Discussion Papers SFB649DP2016-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan, 2016.
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**Factorisable Multi-Task Quantile Regression**," SFB 649 Discussion Papers SFB649DP2016-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2015

- Lei Fang & Wolfgang K. HÃ¤rdle, 2015.
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**Stochastic Population Analysis: A Functional Data Approach**," SFB 649 Discussion Papers SFB649DP2015-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wei Cui & Wolfgang K. HÃ¤rdle & Weining Wang, 2015.
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**Estimation of NAIRU with Inflation Expectation Data**," SFB 649 Discussion Papers SFB649DP2015-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Denis Belomestny & Shujie Ma & Wolfgang Karl HÃ¤rdle, 2015.
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**Pricing Kernel Modeling**," SFB 649 Discussion Papers SFB649DP2015-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Junni L. Zhang & Wolfgang K. HÃ¤rdle & Cathy Y. Chen & Elisabeth Bommes, 2015.
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**Distillation of News Flow into Analysis of Stock Reactions**," SFB 649 Discussion Papers SFB649DP2015-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci, 2015.
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**TERES - Tail Event Risk Expectile based Shortfall**," SFB 649 Discussion Papers SFB649DP2015-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong, 2015.
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**Change point and trend analyses of annual expectile curves of tropical storms**," SFB 649 Discussion Papers SFB649DP2015-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017.
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**Change point and trend analyses of annual expectile curves of tropical storms**," Econometrics and Statistics, Elsevier, vol. 1(C), pages 101-117.

- Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017.
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- Ying Chen & Wolfgang K. Härdle & Qiang He & Piotr Majer, 2015.
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**Risk Related Brain Regions Detected with 3D Image FPCA**," SFB 649 Discussion Papers SFB649DP2015-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan, 2015.
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**Factorisable Sparse Tail Event Curves**," SFB 649 Discussion Papers SFB649DP2015-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Simon Trimborn & Wolfgang Karl Härdle, 2015.
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**CRIX or evaluating Blockchain based currencies**," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Simon Trimborn & Wolfgang Karl Härdle, 2016.
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**CRIX or evaluating blockchain based currencies**," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Simon Trimborn & Wolfgang Karl Härdle, 2016.
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#### 2014

- Ngoc Mai Tran & Maria Osipenko & Wolfgang Karl HÃ¤rdle, 2014.
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**Principal Component Analysis in an Asymmetric Norm**," SFB 649 Discussion Papers SFB649DP2014-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Ngoc M. Tran & Petra Burdejová & Maria Osipenko & Wolfgang K. Härdle, 2016.
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**Principal Component Analysis in an Asymmetric Norm**," SFB 649 Discussion Papers SFB649DP2016-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Ngoc M. Tran & Petra Burdejová & Maria Osipenko & Wolfgang K. Härdle, 2016.
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- Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl HÃ¤rdle, 2014.
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**Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models**," SFB 649 Discussion Papers SFB649DP2014-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Lijie Gu & Li Wang & Wolfgang Karl HÃ¤rdle & Lijian Yang, 2014.
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**A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data**," SFB 649 Discussion Papers SFB649DP2014-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014.
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**A simultaneous confidence corridor for varying coefficient regression with sparse functional data**," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.

- Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014.
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- Qihua Wang & Tao Zhang & Wolfgang Karl HÃ¤rdle, 2014.
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**An Extended Single Index Model with Missing Response at Random**," SFB 649 Discussion Papers SFB649DP2014-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016.
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**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, vol. 43(4), pages 1140-1152, December.

- Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016.
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- Wolfgang Karl HÃ¤rdle & Annette B. Vogt, 2014.
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**Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual**," SFB 649 Discussion Papers SFB649DP2014-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang Karl Härdle & Annette B. Vogt, 2015.
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**Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual**," International Statistical Review, International Statistical Institute, vol. 83(1), pages 17-35, 04.

- Wolfgang Karl Härdle & Annette B. Vogt, 2015.
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- Stephan Stahlschmidt & Wolfgang Karl HÃ¤rdle & Helmut Thome, 2014.
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**An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data**," SFB 649 Discussion Papers SFB649DP2014-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Stephan Stahlschmidt & Wolfgang K. Härdle & Helmut Thome, 2015.
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**An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data**," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(2), pages 160-180, June.

- Stephan Stahlschmidt & Wolfgang K. Härdle & Helmut Thome, 2015.
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- Shih-Kang Chao & Wolfgang Karl HÃ¤rdle & Hien Pham-Thu, 2014.
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**Credit Risk Calibration based on CDS Spreads**," SFB 649 Discussion Papers SFB649DP2014-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang HÃ¤rdle, 2014.
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**Confidence Corridors for Multivariate Generalized Quantile Regression**," SFB 649 Discussion Papers SFB649DP2014-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Sergey Nasekin & David Lee Kuo Chuen & Phoon Kok Fai, 2014.
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**TEDAS - Tail Event Driven ASset Allocation**," SFB 649 Discussion Papers SFB649DP2014-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shiyi Chen & Wolfgang K. HÃ¤rdle & Li Wang, 2014.
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**Estimation and Determinants of Chinese Banksâ€™ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk**," SFB 649 Discussion Papers SFB649DP2014-068, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Dedy Dwi Prastyo & Wolfgang Karl HÃ¤rdle, 2014.
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**Localising Forward Intensities for Multiperiod Corporate Default**," SFB 649 Discussion Papers SFB649DP2014-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Cathy Yi-Hsuan Chen & Wolfgang Karl HÃ¤rdle & Hien Pham-Thu, 2014.
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**The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends**," SFB 649 Discussion Papers SFB649DP2014-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Andrija Mihoci & Christopher Hian-Ann Ting, 2014.
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**Adaptive Order Flow Forecasting with Multiplicative Error Models**," SFB 649 Discussion Papers SFB649DP2014-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Karl HÃ¤rdle, 2014.
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**Portfolio Decisions and Brain Reactions via the CEAD method**," SFB 649 Discussion Papers SFB649DP2014-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Piotr Majer & Peter N. C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle, 2016.
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**Portfolio Decisions and Brain Reactions via the CEAD method**," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 881-903, September.

- Piotr Majer & Peter N. C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle, 2016.
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- Shiyi Chen & Dengke Chen & Wolfgang K. HÃ¤rdle, 2014.
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**The Influence of Oil Price Shocks on Chinaâ€™s Macroeconomy : A Perspective of International Trade**," SFB 649 Discussion Papers SFB649DP2014-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Stephan Stahlschmidt & Matthias Eckardt & Wolfgang K. Härdle, 2014.
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**Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects**," SFB 649 Discussion Papers SFB649DP2014-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Natalia Sirotko-Sibirskaya & Weining Wang, 2014.
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**TENET: Tail-Event driven NETwork risk**," SFB 649 Discussion Papers SFB649DP2014-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016.
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**TENET: Tail-Event driven NETwork risk**," Journal of Econometrics, Elsevier, vol. 192(2), pages 499-513.

- Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016.
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#### 2013

- Mengmeng Guo & Lhan Zhou & Jianhua Z. Huang & Wolfgang Karl HÃ¤rdle, 2013.
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**Functional Data Analysis of Generalized Quantile Regressions**," SFB 649 Discussion Papers SFB649DP2013-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Yan Fan & Wolfgang Karl HÃ¤rdle & Weining Wang & Lixing Zhu, 2013.
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**Composite Quantile Regression for the Single-Index Model**," SFB 649 Discussion Papers SFB649DP2013-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Maria Grith & Wolfgang Karl HÃ¤rdle & Volker KrÃ¤tschmer, 2013.
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**Reference Dependent Preferences and the EPK Puzzle**," SFB 649 Discussion Papers SFB649DP2013-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Brenda LÃ³pez-Cabrera & Huei-Wen Teng, 2013.
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**State Price Densities implied from weather derivatives**," SFB 649 Discussion Papers SFB649DP2013-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015.
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**State price densities implied from weather derivatives**," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 106-125.

- Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015.
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- Barbara ChoroÅ›-Tomczyk & Wolfgang Karl HÃ¤rdle & Ostap Okhrin, 2013.
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**CDO Surfaces Dynamics**," SFB 649 Discussion Papers SFB649DP2013-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Dedy Dwi Prastyo, 2013.
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**Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry**," SFB 649 Discussion Papers SFB649DP2013-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Ya'acov Ritov & Weining Wang, 2013.
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**Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators**," SFB 649 Discussion Papers SFB649DP2013-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2012

- Wolfgang Karl HÃ¤rdle & Brenda LÃ³pez-Cabrera & Matthias Ritter, 2012.
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**Forecast based Pricing of Weather Derivatives**," SFB 649 Discussion Papers SFB649DP2012-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shih-Kang Chao & Wolfgang Karl HÃ¤rdle & Weining Wang, 2012.
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**Quantile Regression in Risk Calibration**," SFB 649 Discussion Papers SFB649DP2012-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Yuichi Mori & JÃ¼rgen Symanzik, 2012.
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**Computational Statistics (Journal)**," SFB 649 Discussion Papers SFB649DP2012-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shiyi Chen & Wolfgang Karl HÃ¤rdle, 2012.
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**Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China**," SFB 649 Discussion Papers SFB649DP2012-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Weining Wang, 2012.
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**HMM in dynamic HAC models**," SFB 649 Discussion Papers SFB649DP2012-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Dedy Dwi Prastyo & Christian Hafner, 2012.
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**Support Vector Machines with Evolutionary Feature Selection for Default Prediction**," SFB 649 Discussion Papers SFB649DP2012-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci, 2012.
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**Local Adaptive Multiplicative Error Models for High-Frequency Forecasts**," SFB 649 Discussion Papers SFB649DP2012-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015.
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**Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, 06.

- Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015.
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- Toshio Honda & Wolfgang Karl HÃ¤rdle, 2012.
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**Variable selection in Cox regression models with varying coefficients**," SFB 649 Discussion Papers SFB649DP2012-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012.
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**The relationship between spot and futures CO2 emission allowance prices in the EU-ETS**," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology. - Wolfgang Karl HÃ¤rdle,Piotr Majer & Melanie Schienle, 2012.
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**Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics**," SFB 649 Discussion Papers SFB649DP2012-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Elena Silyakova, 2012.
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**Implied Basket Correlation Dynamics**," SFB 649 Discussion Papers SFB649DP2012-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Härdle Wolfgang Karl & Silyakova Elena, 2016.
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**Implied basket correlation dynamics**," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 1-20, September.

- Härdle Wolfgang Karl & Silyakova Elena, 2016.
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- Yi-Hsuan Chen & Wolfgang Karl HÃ¤rdle, 2012.
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**Common factors in credit defaults swaps markets**," SFB 649 Discussion Papers SFB649DP2012-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Cathy Chen & Wolfgang Härdle, 2015.
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**Common factors in credit defaults swap markets**," Computational Statistics, Springer, vol. 30(3), pages 845-863, September.

- Cathy Chen & Wolfgang Härdle, 2015.
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#### 2011

- Shuzhuan Zheng & Lijian Yang & Wolfgang Karl HÃ¤rdle, 2011.
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**A Confidence Corridor for Sparse Longitudinal Data Curves**," SFB 649 Discussion Papers SFB649DP2011-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Vladimir Spokoiny & Weining Wang, 2011.
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**Local Quantile Regression**," SFB 649 Discussion Papers SFB649DP2011-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl HÃ¤rdle, 2011.
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**A Confidence Corridor for Expectile Functions**," SFB 649 Discussion Papers SFB649DP2011-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2011.
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**Localising temperature risk**," SFB 649 Discussion Papers SFB649DP2011-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Lu Lin & Feng Li & Lixing Zhu & Wolfgang Karl HÃ¤rdle, 2011.
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**Mean Volatility Regressions**," SFB 649 Discussion Papers SFB649DP2011-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Maria Osipenko, 2011.
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**Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity**," SFB 649 Discussion Papers SFB649DP2011-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang Karl Hardle and Maria Osipenko, 2012.
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**Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity**," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).

- Wolfgang Karl Hardle and Maria Osipenko, 2012.
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- Rong Liu & Lijian Yang & Wolfgang Karl HÃ¤rdle, 2011.
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**Oracally Efficient Two-Step Estimation of Generalized Additive Model**," SFB 649 Discussion Papers SFB649DP2011-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Rong Liu & Lijian Yang & Wolfgang K. HÃ¤rdle, 2013.
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**Oracally Efficient Two-Step Estimation of Generalized Additive Model**," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 619-631, June.

- Rong Liu & Lijian Yang & Wolfgang K. HÃ¤rdle, 2013.
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- Esra Akdeniz Duran & Wolfgang Karl HÃ¤rdle & Maria Osipenko, 2011.
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**Difference based Ridge and Liu type Estimators in Semiparametric Regression Models**," SFB 649 Discussion Papers SFB649DP2011-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012.
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**Difference based ridge and Liu type estimators in semiparametric regression models**," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.

- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012.
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- Russ Moro & Wolfgang HÃ¤rdle & Saeideh Aliakbari & Linda Hoffmann, 2011.
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**Forecasting Corporate Distress in the Asian and Pacific Region**," SFB 649 Discussion Papers SFB649DP2011-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - James E. Gentle & Wolfgang Karl HÃ¤rdle & Yuichi Mori, 2011.
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**How Computational Statistics Became the Backbone of Modern Data Science**," SFB 649 Discussion Papers SFB649DP2011-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang HÃ¤rdle & Maria Osipenko, 2011.
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**Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives**," SFB 649 Discussion Papers SFB649DP2011-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ray-Bing Chen & Ying Chen & Wolfgang HÃ¤rdle, 2011.
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**TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data**," SFB 649 Discussion Papers SFB649DP2011-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K., 2014.
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**TVICA—Time varying independent component analysis and its application to financial data**," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 95-109.

- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K., 2014.
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- Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. HÃ¤rdle, 2011.
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**Bayesian Networks and Sex-related Homicides**," SFB 649 Discussion Papers SFB649DP2011-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Weining Wang & Ihtiyor Bobojonov & Wolfgang Karl HÃ¤rdle & Martin Odening, 2011.
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**Increasing Weather Risk: Fact or Fiction?**," SFB 649 Discussion Papers SFB649DP2011-077, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Alena MyÅ¡iÄ kovÃ¡ & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. HÃ¤rdle, 2011.
"
**Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns**," SFB 649 Discussion Papers SFB649DP2011-085, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2010

- Wolfgang Karl HÃ¤rdle & Stefan TrÃ¼ck, 2010.
"
**The dynamics of hourly electricity prices**," SFB 649 Discussion Papers SFB649DP2010-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Elena Silyakova, 2010.
"
**Volatility Investing with Variance Swaps**," SFB 649 Discussion Papers SFB649DP2010-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Yaâ€™acov Ritov & Song Song, 2010.
"
**Partial Linear Quantile Regression and Bootstrap Confidence Bands**," SFB 649 Discussion Papers SFB649DP2010-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Yarema Okhrin & Weining Wang, 2010.
"
**Uniform confidence bands for pricing kernels**," SFB 649 Discussion Papers SFB649DP2010-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Yarema Okhrin, 2010.
"
**Time varying Hierarchical Archimedean Copulae**," SFB 649 Discussion Papers SFB649DP2010-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Maria Grith & Wolfgang Karl HÃ¤rdle & Melanie Schienle, 2010.
"
**Nonparametric Estimation of Risk-Neutral Densities**," SFB 649 Discussion Papers SFB649DP2010-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Rouslan Moro & Linda Hoffmann, 2010.
"
**Learning Machines Supporting Bankruptcy Prediction**," SFB 649 Discussion Papers SFB649DP2010-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Mengmeng Guo & Wolfgang Karl HÃ¤rdle, 2010.
"
**Adaptive Interest Rate Modelling**," SFB 649 Discussion Papers SFB649DP2010-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - James E. Gentle & Wolfgang Karl HÃ¤rdle, 2010.
"
**Modeling Asset Prices**," SFB 649 Discussion Papers SFB649DP2010-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Rainer Schulz & Weining Wang, 2010.
"
**Prognose mit nichtparametrischen Verfahren**," SFB 649 Discussion Papers SFB649DP2010-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer, 2004.
"
**Prognose mit nichtparametrischen Verfahren**," Papers 2004,07, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

- Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer, 2004.
"
- Song Song & Wolfgang K. HÃ¤rdle & Ya'acov Ritov, 2010.
"
**High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model**," SFB 649 Discussion Papers SFB649DP2010-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2009

- Wolfgang Härdle & Brenda López Cabrera, 2009.
"
**Implied Market Price of Weather Risk**," SFB 649 Discussion Papers SFB649DP2009-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ying Chen & Wolfgang HÃ¤rdle & Uta Pigorsch, 2009.
"
**Localized Realized Volatility Modelling**," SFB 649 Discussion Papers SFB649DP2009-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Chen, Ying & HÃ¤rdle, Wolfgang Karl & Pigorsch, Uta, 2010.
"
**Localized Realized Volatility Modeling**," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1376-1393.

- Chen, Ying & HÃ¤rdle, Wolfgang Karl & Pigorsch, Uta, 2010.
"
- Wolfgang HÃ¤rdle & Volker KrÃ¤tschmer & Rouslan Moro, 2009.
"
**A Microeconomic Explanation of the EPK Paradox**," SFB 649 Discussion Papers SFB649DP2009-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang HÃ¤rdle & Alena Mysickova, 2009.
"
**Stochastic Population Forecast for Germany and its Consequence for the German Pension System**," SFB 649 Discussion Papers SFB649DP2009-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Yingcun Xia & Wolfgang HÃ¤rdle & Oliver Linton, 2009.
"
**Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator**," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009.
"
**Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator**," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Wolfgang Hardle & Yingcun Xia & Oliver Linton, 2009.
"
**Optimal smoothing for a computationally and statistically efficient single index estimator**," LSE Research Online Documents on Economics 58173, London School of Economics and Political Science, LSE Library.

- Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009.
"
- Ji Cao & Wolfgang HÃ¤rdle & Julius Mungo, 2009.
"
**A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics**," SFB 649 Discussion Papers SFB649DP2009-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Barbara Choros & Wolfgang HÃ¤rdle & Ostap Okhrin, 2009.
"
**CDO Pricing with Copulae**," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Maria Grith & Wolfgang Härdle & Juhyun Park, 2009.
"
**Shape invariant modelling pricing kernels and risk aversion**," SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci, 2009.
"
**Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics**," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012.
"
**Modelling and forecasting liquidity supply using semiparametric factor dynamics**," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.

- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009.
"
**Modelling and forecasting liquidity supply using semiparametric factor dynamics**," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).

- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012.
"
- Barbara ChoroÅ› & Wolfgang HÃ¤rdle & Ostap Okhrin, 2009.
"
**CDO and HAC**," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Xia Cui & Wolfgang Karl HÃ¤rdle & Lixing Zhu, 2009.
"
**Generalized single-index models: The EFM approach**," SFB 649 Discussion Papers SFB649DP2009-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Fred Benth & Wolfgang Karl HÃ¤rdle & Brenda LÃ³pez Cabrera, 2009.
"
**Pricing of Asian temperature risk**," SFB 649 Discussion Papers SFB649DP2009-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Karl HÃ¤rdle & Christian Friedrich Wolfgang Kirchner, 2009.
"
**Quantifizierbarkeit von Risiken auf FinanzmÃ¤rkten**," SFB 649 Discussion Papers SFB649DP2009-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang HÃ¤rdle & Ostap Okhrin, 2009.
"
**De copulis non est disputandum - Copulae: An Overview**," SFB 649 Discussion Papers SFB649DP2009-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2008

- Kiho Jeong & Wolfgang Härdle, 2008.
"
**A Consistent Nonparametric Test for Causality in Quantile**," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012.
"
**A Consistent Nonparametric Test For Causality In Quantile**," Econometric Theory, Cambridge University Press, vol. 28(04), pages 861-887, August.

- Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012.
"
- Junni L. Zhang & Wolfgang Härdle, 2008.
"
**The Bayesian Additive Classification Tree Applied to Credit Risk Modelling**," SFB 649 Discussion Papers SFB649DP2008-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Zhang, Junni L. & Härdle, Wolfgang K., 2010.
"
**The Bayesian Additive Classification Tree applied to credit risk modelling**," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1197-1205, May.

- Zhang, Junni L. & Härdle, Wolfgang K., 2010.
"
- Yuri Golubev & Wolfgang Härdle & Roman Timonfeev, 2008.
"
**Testing Monotonicity of Pricing Kernels**," SFB 649 Discussion Papers SFB649DP2008-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Yuri Golubev & Wolfgang Härdle & Roman Timofeev, 2014.
"
**Testing monotonicity of pricing kernels**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(4), pages 305-326, October.

- Yuri Golubev & Wolfgang Härdle & Roman Timofeev, 2014.
"
- Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang, 2008.
"
**Independent Component Analysis Via Copula Techniques**," SFB 649 Discussion Papers SFB649DP2008-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Julius Mungo, 2008.
"
**Value-at-Risk and Expected Shortfall when there is long range dependence**," SFB 649 Discussion Papers SFB649DP2008-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Song Song, 2008.
"
**The Stochastic Fluctuation of the Quantile Regression Curve**," SFB 649 Discussion Papers SFB649DP2008-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Anton Andriyashin & Wolfgang Härdle & Roman Timofeev, 2008.
"
**Recursive Portfolio Selection with Decision Trees**," SFB 649 Discussion Papers SFB649DP2008-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2008.
"
**Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns**," SFB 649 Discussion Papers SFB649DP2008-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafeeqah Al Awadhi, 2008.
"
**Using R, LaTeX and Wiki for an Arabic e-learning platform**," SFB 649 Discussion Papers SFB649DP2008-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Alena Mysickova, 2008.
"
**Numerics of Implied Binomial Trees**," SFB 649 Discussion Papers SFB649DP2008-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny, 2008.
"
**Adaptive pointwise estimation in time-inhomogeneous time-series models**," SFB 649 Discussion Papers SFB649DP2008-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Cizek, P. & Haerdle, W. & Spokoiny, V., 2007.
"
**Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models**," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.

- Cizek, P. & Haerdle, W. & Spokoiny, V., 2007.
"
- Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008.
"
**Measuring and Modeling Risk Using High-Frequency Data**," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shiyi Chen & Kiho Jeong & Wolfgang K. HÃ¤rdle, 2008.
"
**Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns**," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015.
"
**Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns**," Computational Statistics, Springer, vol. 30(3), pages 821-843, September.

- Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015.
"
- Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin, 2008.
"
**Modeling Dependencies in Finance using Copulae**," SFB 649 Discussion Papers SFB649DP2008-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2008.
"
**Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation**," SFB 649 Discussion Papers SFB649DP2008-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009.
"
**Dynamic semiparametric factor models in risk neutral density estimation**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(4), pages 387-402, December.

- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009.
"
- Taleb Ahmad & Wolfgang HÃ¤rdle, 2008.
"
**Statistics E-learning Platforms Evaluation: Case Study**," SFB 649 Discussion Papers SFB649DP2008-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Till Dannewald & Lutz Hildebrandt, 2008.
"
**A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model**," SFB 649 Discussion Papers SFB649DP2008-070, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2007

- Kai Detlefsen & Wolfgang Härdle & Rouslan Moro, 2007.
"
**Empirical Pricing Kernels and Investor Preferences**," SFB 649 Discussion Papers SFB649DP2007-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Enzo Giacomini & Wolfgang Härdle, 2007.
"
**Statistics of Risk Aversion**," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ya'acov Ritov & Wolfgang Härdle, 2007.
"
**From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples**," SFB 649 Discussion Papers SFB649DP2007-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wen-Jen Tsay & Wolfgang Härdle, 2007.
"
**A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter**," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Antony Unwin & Chun-houh Chen & Wolfgang Härdle, 2007.
"
**Computational Statistics and Data Visualization**," SFB 649 Discussion Papers SFB649DP2007-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"
**Yxilon – A Client/Server Based Statistical Environment**," SFB 649 Discussion Papers SFB649DP2007-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Anton Andriyashin & Wolfgang Härdle, 2007.
"
**QuantNet – A Database-Driven Online Repository of Scientific Information**," SFB 649 Discussion Papers SFB649DP2007-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Julius Mungo, 2007.
"
**Long Memory Persistence in the Factor of Implied Volatility Dynamics**," SFB 649 Discussion Papers SFB649DP2007-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Brenda López Cabrera, 2007.
"
**Calibrating CAT bonds for Mexican earthquakes**," SFB 649 Discussion Papers SFB649DP2007-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang Karl Härdle & Brenda López Cabrera, 2010.
"
**Calibrating CAT Bonds for Mexican Earthquakes**," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 625-650.

- Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007.
"
**Calibrating CAT bonds for Mexican earthquakes**," 101st Seminar, July 5-6, 2007, Berlin Germany 9265, European Association of Agricultural Economists.

- Wolfgang Karl Härdle & Brenda López Cabrera, 2010.
"
- Taleb Ahmed & Wolfgang Härdle & Sigbert Klinke, 2007.
"
**Using Wiki to Build an E-learning System in Statistics in Arabic Language**," SFB 649 Discussion Papers SFB649DP2007-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park, 2007.
"
**Time Series Modelling with Semiparametric Factor Dynamics**," SFB 649 Discussion Papers SFB649DP2007-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Park, Byeong U. & Mammen, Enno & HÃ¤rdle, Wolfgang & Borak, Szymon, 2009.
"
**Time Series Modelling With Semiparametric Factor Dynamics**," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 284-298.

- Park, Byeong U. & Mammen, Enno & HÃ¤rdle, Wolfgang & Borak, Szymon, 2009.
"
- Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2007.
"
**Estimating Probabilities of Default With Support Vector Machines**," SFB 649 Discussion Papers SFB649DP2007-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007.
"
**Estimating probabilities of default with support vector machines**," Discussion Paper Series 2: Banking and Financial Studies 2007,18, Deutsche Bundesbank, Research Centre.

- Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007.
"
- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"
**On the Utility of E-Learning in Statistics**," SFB 649 Discussion Papers SFB649DP2007-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"
**On the Utility of E-Learning in Statistics**," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.

- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"
- Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007.
"
**The Default Risk of Firms Examined with Smooth Support Vector Machines**," Discussion Papers of DIW Berlin 757, DIW Berlin, German Institute for Economic Research.- Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2008.
"
**The Default Risk of Firms Examined with Smooth Support Vector Machines**," SFB 649 Discussion Papers SFB649DP2008-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2008.
"
- Dirk Temme & Marcel Paulssen & Till Dannewald, 2007.
"
**Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice**," SFB 649 Discussion Papers SFB649DP2007-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Till Dannewald & Henning Kreis & Nadja Silberhorn, 2007.
"
**Das Hybride Wahlmodell und seine Anwendung im Marketing**," SFB 649 Discussion Papers SFB649DP2007-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2006

- Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006.
"
**On the Appropriateness of Inappropriate VaR Models**," SFB 649 Discussion Papers SFB649DP2006-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006.
"
**On the appropriateness of inappropriate VaR models**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(2), pages 273-297, June.

- Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006.
"
- Kai Detlefsen & Wolfgang Härdle, 2006.
"
**Calibration Risk for Exotic Options**," SFB 649 Discussion Papers SFB649DP2006-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Kai Detlefsen & Wolfgang Härdle, 2006.
"
**Calibration Design of Implied Volatility Surfaces**," SFB 649 Discussion Papers SFB649DP2006-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006.
"
**VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings**," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Michal Benko & Wolfgang Härdle & Alois Kneip, 2006.
"
**Common Functional Principal Components**," SFB 649 Discussion Papers SFB649DP2006-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2006.
"
**Graphical Data Representation in Bankruptcy Analysis**," SFB 649 Discussion Papers SFB649DP2006-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006.
"
**Time Dependent Relative Risk Aversion**," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2006.
"
**e-Learning Statistics - A Selective Review**," SFB 649 Discussion Papers SFB649DP2006-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Antony Unwin & Martin Theus & Wolfgang Härdle, 2006.
"
**Exploratory Graphics of a Financial Dataset**," SFB 649 Discussion Papers SFB649DP2006-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Kai Detlefsen & Wolfgang Härdle, 2006.
"
**Forecasting the Term Structure of Variance Swaps**," SFB 649 Discussion Papers SFB649DP2006-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Pavel Cizek & Wolfgang Härdle, 2006.
"
**Robust Econometrics**," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Taleb Ahmad & Wolfgang Härdle & Julius Mungo, 2006.
"
**On the Difficulty to Design Arabic E-learning System in Statistics**," SFB 649 Discussion Papers SFB649DP2006-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen, 2006.
"
**Color Harmonization in Car Manufacturing Process**," SFB 649 Discussion Papers SFB649DP2006-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron, 2006.
"
**Convenience Yields for CO2 Emission Allowance Futures Contracts**," SFB 649 Discussion Papers SFB649DP2006-076, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Shiyi Chen & Wolfgang Härdle & Rouslan Moro, 2006.
"
**Estimation of Default Probabilities with Support Vector Machines**," SFB 649 Discussion Papers SFB649DP2006-077, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006.
"
**GHICA - Risk Analysis with GH Distributions and Independent Components**," SFB 649 Discussion Papers SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir, 2010.
"
**GHICA -- Risk analysis with GH distributions and independent components**," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 255-269, March.

- Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir, 2010.
"
- Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006.
"
**Inhomogeneous Dependency Modelling with Time Varying Copulae**," SFB 649 Discussion Papers SFB649DP2006-075, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Giacomini, Enzo & HÃ¤rdle, Wolfgang & Spokoiny, Vladimir, 2009.
"
**Inhomogeneous Dependence Modeling with Time-Varying Copulae**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234.

- Giacomini, Enzo & HÃ¤rdle, Wolfgang & Spokoiny, Vladimir, 2009.
"

#### 2005

- Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005.
"
**A Bootstrap Test for Single Index Models**," Econometrics 0508007, EconWPA.- Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000.
"
**A bootstrap test for single index models**," SFB 373 Discussion Papers 2000,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993.
"
**A Bootstrap Test for Single Index Models**," CORE Discussion Papers 1993025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000.
"
- Pavel Cizek & Wolfgang Härdle, 2005.
"
**Robust estimation of dimension reduction space**," SFB 649 Discussion Papers SFB649DP2005-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Cizek, P. & Hardle, W., 2006.
"
**Robust estimation of dimension reduction space**," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 545-555, November.

- Cizek, P. & Härdle, W.K., 2005.
"
**Robust Estimation of Dimension Reduction Space**," Discussion Paper 2005-31, Tilburg University, Center for Economic Research.

- Cizek, P. & Hardle, W., 2006.
"
- Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer, 2005.
"
**Predicting Bankruptcy with Support Vector Machines**," SFB 649 Discussion Papers SFB649DP2005-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Szymon Borak & Kai Detlefsen & Wolfgang Härdle, 2005.
"
**FFT Based Option Pricing**," SFB 649 Discussion Papers SFB649DP2005-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005.
"
**A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics**," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Zdenek Hlavka, 2005.
"
**Dynamics of State Price Densities**," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Härdle, Wolfgang & Hlávka, Zdenek, 2009.
"
**Dynamics of state price densities**," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May.

- Härdle, Wolfgang & Hlávka, Zdenek, 2009.
"
- Wolfgang Härdle & Seok-Oh Jeong, 2005.
"
**Nonparametric Productivity Analysis**," SFB 649 Discussion Papers SFB649DP2005-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Heiko Lehmann, 2005.
"
**Working with the XQC**," SFB 649 Discussion Papers SFB649DP2005-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2005.
"
**Portfolio Value at Risk Based on Independent Components Analysis**," SFB 649 Discussion Papers SFB649DP2005-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005.
"
**Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration**," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.- Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006.
"
**Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration**," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.

- Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002.
"
**Estimation and testing for varying coefficients in additive models with marginal integration**," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006.
"
- Enzo Giacomini & Wolfgang Härdle, 2005.
"
**Value-at-Risk Calculations with Time Varying Copulae**," SFB 649 Discussion Papers SFB649DP2005-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Szymon Borak & Matthias Fengler & Wolfgang Härdle, 2005.
"
**DSFM fitting of Implied Volatility Surfaces**," SFB 649 Discussion Papers SFB649DP2005-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2005.
"
**Integrable e-lements for Statistics Education**," SFB 649 Discussion Papers SFB649DP2005-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005.
"
**Stable Distributions**," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Michal Benko & Wolfgang Härdle, 2005.
"
**Common Functional Implied Volatility Analysis**," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

#### 2004

- Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004.
"
**Rating Companies with Support Vector Machines**," Discussion Papers of DIW Berlin 416, DIW Berlin, German Institute for Economic Research. - Ziegenhagen, Uwe & Klinke, Sigbert & Härdle, Wolfgang Karl, 2004.
"
**Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment**," Papers 2004,40, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE). - Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004.
"
**Simulation of risk processes**," Papers 2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).- Burnecki, Krzysztof & Weron, Rafal, 2010.
"
**Simulation of Risk Processes**," MPRA Paper 25444, University Library of Munich, Germany.

- Burnecki, Krzysztof & Weron, Rafal, 2010.
"
- Härdle, Wolfgang Karl & Blaskowitz, Oliver J. & Schmidt, Peter, 2004.
"
**Skewness and Kurtosis Trades**," Papers 2004,09, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

#### 2003

- Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E., 2003.
"
**Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security**," SFB 373 Discussion Papers 2003,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Aydınlı, Gökhan & Härdle, Wolfgang Karl & Rönz, Bernd, 2003.
"
**E-learning, e-teaching of statistics: A new challenge**," SFB 373 Discussion Papers 2003,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003.
"
**Transactions That Did Not Happen and Their Influence on Prices**," Royal Economic Society Annual Conference 2003 123, Royal Economic Society.- Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005.
"
**Transactions that did not happen and their influence on prices**," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 567-591, April.

- Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel, 2002.
"
**Transactions that did not happen and their influence on prices**," SFB 373 Discussion Papers 2002,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005.
"
- Wolfgang Härdle & Oliver Linton & Wang, Qihua, 2003.
"
**Semiparametric regression analysis with missing response at random**," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Wang Q. & Linton O. & Hardle W., 2004.
"
**Semiparametric Regression Analysis With Missing Response at Random**," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.

- Wang Q. & Linton O. & Hardle W., 2004.
"
- Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003.
"
**An introduction to simulation of risk processes**," HSC Research Reports HSC/03/04, Hugo Steinhaus Center, Wroclaw University of Technology. - Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno, 2003.
"
**Implied volatility string dynamics**," SFB 373 Discussion Papers 2003,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Brenner, Steffen & Härdle, Wolfgang Karl & Schulz, Rainer, 2003.
"
**Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie**," SFB 373 Discussion Papers 2003,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Čížek, Pavel & Härdle, Wolfgang, 2003.
"
**Robust adaptive estimation of dimension reduction space**," SFB 373 Discussion Papers 2003,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, G., 2003.
"
**Wann sind falsche VaR-Modelle dennoch adäquat?**," SFB 373 Discussion Papers 2003,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 2002

- Aydinli, Gökhan & Härdle, Wolfgang & Kleinow, Torsten & Sofyan, Hizir, 2002.
"
**MD*ReX: Linking XploRe to standard spread-sheet applications**," SFB 373 Discussion Papers 2002,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Aydinli, Gökhan, 2002.
"
**Net based spreadsheets in quantitative finance**," SFB 373 Discussion Papers 2002,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Zheng, Jun, 2002.
"
**How precise are price distributions predicted by implied binomial trees?**," SFB 373 Discussion Papers 2002,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Tamine, Julien & Härdle, Wolfgang & Yang, Lijian, 2002.
"
**M robustified additive nonparametric regression**," SFB 373 Discussion Papers 2002,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Tamine, Julien & Härdle, Wolfgang & Yang, Lijian, 2002.
"
**R robustified additive nonparametric regression**," SFB 373 Discussion Papers 2002,78, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Tamine, Julien & Härdle, Wolfgang & Yang, Lijian, 2002.
"
- Wang, Qihua & Härdle, Wolfgang, 2002.
"
**Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study**," SFB 373 Discussion Papers 2002,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Müller, Marlene & Härdle, Wolfgang, 2002.
"
**Exploring credit data**," SFB 373 Discussion Papers 2002,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002.
"
**Semiparametric regression analysis under imputation for missing response data**," SFB 373 Discussion Papers 2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003.
"
**Semiparametric Regression Analysis under Imputation for Missing Response Data**," STICERD - Econometrics Paper Series 454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Wolfgang Hardle & Oliver Linton & Qihua Wang, 2003.
"
**Semiparametric regression analysis under imputation for missing response data**," LSE Research Online Documents on Economics 2206, London School of Economics and Political Science, LSE Library.

- Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003.
"
- Slama, Rémy & Werwatz, Axel & Boutou, Odile & Ducot, Béatrice & Spira, Alfred & Härdle, Wolfgang, 2002.
"
**Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression**," SFB 373 Discussion Papers 2002,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Xia, Yingcun & Härdle, Wolfgang, 2002.
"
**Semi-parametric estimation of generalized partially linear single-index models**," SFB 373 Discussion Papers 2002,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Rönz, Bernd, 2002.
"
**E-learning / e-teaching of statistics: Students' and teachers' views**," SFB 373 Discussion Papers 2002,84, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002.
"
**Smoothed L-estimation of regression function**," SFB 373 Discussion Papers 2002,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Cizek, P. & Tamine, J. & Härdle, W., 2008.
"
**Smoothed L-estimation of regression function**," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.

- Cizek, P. & Tamine, J. & Härdle, W.K., 2006.
"
**Smoothed L-estimation of Regression Function**," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.

- Cizek, P. & Tamine, J. & Härdle, W., 2008.
"

#### 2001

- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001.
"
**Bootstrap Inference in Semiparametric Generalized Additive Models**," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.- H rdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004.
"
**Bootstrap Inference In Semiparametric Generalized Additive Models**," Econometric Theory, Cambridge University Press, vol. 20(02), pages 265-300, April.

- Sperlich, Stefan & Mammen, Enno & Huet, Sylvie & Hardle, Wolfgang, 2000.
"
**Bootstrap inference in semiparametric generalized additive models**," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de Estadística.

- H rdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004.
"
- Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001.
"
**Semiparametric Diffusion Estimation and Application to a Stock Market Index**," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney.- Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008.
"
**Semiparametric diffusion estimation and application to a stock market index**," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.

- Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001.
"
**Semiparametric diffusion estimation and application to a stock market index**," SFB 373 Discussion Papers 2001,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008.
"
- Golubev, Georgi & Härdle, Wolfgang, 2001.
"
**On adaptive smoothing in partial linear models**," SFB 373 Discussion Papers 2001,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Lehmann, Heiko & Rönz, Bernd, 2001.
"
**MM*STAT: Eine interaktive Einführung in die Welt der Statistik**," SFB 373 Discussion Papers 2001,4, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Yatchew, Adonis, 2001.
"
**Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap**," SFB 373 Discussion Papers 2002,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Fengler, Matthias R. & Härdle, Wolfgang K. & Villa, Christophe, 2001.
"
**The dynamics of implied volatilities: A common principal components approach**," SFB 373 Discussion Papers 2001,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003.
"
**The Dynamics of Implied Volatilities: A Common Principal Components Approach**," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October.

- Christophe Villa & M.R. Fengler & W.K. Hardle, 2003.
"
**The dynamics of implied volatilities : a common principal components approach**," Post-Print halshs-00069509, HAL.

- Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003.
"
- Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter, 2001.
"
**Bootstrap methods for time series**," SFB 373 Discussion Papers 2001,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter, 2001.
"
**The analysis of implied volatilities**," SFB 373 Discussion Papers 2001,73, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 2000

- Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000.
"
**Time Inhomogeneous Multiple Volatility Modelling**," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society.- Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny, 2003.
"
**Time Inhomogeneous Multiple Volatility Modeling**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 1(1), pages 55-95.

- Härdle, Wolfgang & Herwartz, Helmut & Spokoiny, Vladimir G., 2001.
"
**Time inhomogeneous multiple volatility modelling**," SFB 373 Discussion Papers 2001,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny, 2003.
"
- Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000.
"
**Partially linear models**," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000. - Härdle, Wolfgang & Kim, Woocheol & Tripathi, Gautam, 2000.
"
**Nonparametric estimation of additive models with homogeneous components**," SFB 373 Discussion Papers 2000,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Tschernig, Rolf, 2000.
"
**Flexible time series analysis**," SFB 373 Discussion Papers 2000,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf, 2000.
"
**Web quantlets for time series analysis**," SFB 373 Discussion Papers 2000,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- 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, vol. 53(1), pages 179-188, March.

- Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001.
"
- Härdle, Wolfgang & Spokoiny, Vladimir G. & Teyssière, Gilles, 2000.
"
**Adaptive estimation for a time inhomogeneous stochastic-volatility model**," SFB 373 Discussion Papers 2000,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Schmidt, Peter, 2000.
"
**Common factors governing VDAX movements and the maximum loss**," SFB 373 Discussion Papers 2000,97, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000.
"
**An empirical likelihood goodness-of-fit test for time series**," SFB 373 Discussion Papers 2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Song Xi Chen & Wolfgang Härdle & Ming Li, 2003.
"
**An empirical likelihood goodness-of-fit test for time series**," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678.

- Song Xi Chen & Wolfgang Härdle & Ming Li, 2003.
"
- Hardle, Wolfgang & Sperlich, Stefan & Yang, Lijian, 2000.
"
**Derivative estimation and testing in generalized additive models**," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de Estadística. - Spokoiny, Vladimir & Sperlich, Stefan & Hardle, Wolfgang, 2000.
"
**Structural tests in additive regression**," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de Estadística.- Hardle W. & Sperlich S. & Spokoiny V., 2001.
"
**Structural Tests in Additive Regression**," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.

- Hardle W. & Sperlich S. & Spokoiny V., 2001.
"

#### 1999

- Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno, 1999.
"
**Estimation in an additive model when the components are linked parametrically**," SFB 373 Discussion Papers 1999,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Strohe, Hans Gerhard & Härdle, Wolfgang & Geppert, Frank, 1999.
"
**DPLS in XploRe: A PLS approach to dynamic path models**," SFB 373 Discussion Papers 1999,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Hall, Peter & Härdle, Wolfgang & Kleinow, Torsten & Schmidt, Peter, 1999.
"
**Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient**," SFB 373 Discussion Papers 1999,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt, 2000.
"
**Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient**," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 263-276, October.

- Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt, 2000.
"
- Härdle, Wolfgang & Klinke, Sigbert & Marron, J. S., 1999.
"
**Connected teaching of statistics**," SFB 373 Discussion Papers 1999,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Derby, Nathaniel & Härdle, Wolfgang & Rönz, Bernd, 1999.
"
**The three dimensions of multimedia teaching of statistics**," SFB 373 Discussion Papers 1999,76, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Stahl, Gerhard, 1999.
"
**Backtesting beyond VaR**," SFB 373 Discussion Papers 1999,105, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 1998

- Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998.
"
**Nonparametric autoregression with multiplicative volatility and additive mean**," SFB 373 Discussion Papers 1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- L. YANG & Wolfgang HÄRDLE, 1996.
"
**Nonparametric Autoregression with Multiplicative Volatility and Additive Mean**," SFB 373 Discussion Papers 1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- L. YANG & Wolfgang HÄRDLE, 1996.
"
- Härdle, Wolfgang K. & Horowitz, Joel L., 1998.
"
**Internet based econometric computing**," SFB 373 Discussion Papers 1998,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Hardle, W. & Horowitz, J., 2000.
"
**Internet-based econometric computing**," Journal of Econometrics, Elsevier, vol. 95(2), pages 333-345, April.

- Hardle, W. & Horowitz, J., 2000.
"
- Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B., 1998.
"
**Flexible stochastic volatility structures for high frequency financial data**," SFB 373 Discussion Papers 1998,34, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE, 1998.
"
**Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin**," SFB 373 Discussion Papers 1998,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998.
"
**Semiparametric additive indices for binary response and generalized additive models**," SFB 373 Discussion Papers 1998,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Hardle, Wolfgang & Linton, Oliver B. & Sperlich, Stefan, 1998.
"
**Integration and Backfitting methods in additive models: finite sample properties and comparison**," DES - Working Papers. Statistics and Econometrics. WS 6270, Universidad Carlos III de Madrid. Departamento de Estadística.- 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, vol. 8(2), pages 419-458, December.

- Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999.
"

#### 1997

- HÄRDLE, Wolfgang & HAFNER, Christian, 1997.
"
**Discrete time option pricing with flexible volatility estimation**," CORE Discussion Papers 1997047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Christian M. Hafner & Wolfgang HÄrdle, 2000.
"
**Discrete time option pricing with flexible volatility estimation**," Finance and Stochastics, Springer, vol. 4(2), pages 189-207.

- Härdle, Wolfgang & Hafner, Christian M., 1997.
"
**Discrete time option pricing with flexible volatility estimation**," SFB 373 Discussion Papers 1997,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - HARDLE, Wolfgang & HAFNER, Christian M., "undated".
"
**Discrete time option pricing with flexible volatility estimation**," CORE Discussion Papers RP 1439, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Christian M. Hafner & Wolfgang HÄrdle, 2000.
"
- Härdle, Wolfgang & Müller, Marlene, 1997.
"
**Multivariate and semiparametric kernel regression**," SFB 373 Discussion Papers 1997,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Golubev, Georgi & Härdle, Wolfgang, 1997.
"
**On adaptive estimation in partial linear models**," SFB 373 Discussion Papers 1997,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Golubev, Georgi & Härdle, Wolfgang, 2000.
"
**On adaptive estimation in partial linear models**," SFB 373 Discussion Papers 2000,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Golubev, Georgi & Härdle, Wolfgang, 2000.
"
- Liang, Hua & Härdle, Wolfgang, 1997.
"
**Large sample theory of the estimation of the error distribution for a semiparametric model**," SFB 373 Discussion Papers 1997,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - V. Anderhub & W. Güth & Wolfgang HÄRDLE & W. Müller, 1997.
"
**On Saving, Updating and Dynamic Programming -An Experimental Analysis-**," SFB 373 Discussion Papers 1997,32, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Liang, Hua & Härdle, Wolfgang & Carroll, Raymond J., 1997.
"
**Large sample theory in a semiparametric partially linear errors-in-variables models**," SFB 373 Discussion Papers 1997,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Sperlich, Stefan, 1997.
"
**Financial calculations on the net**," SFB 373 Discussion Papers 1997,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - J. Guerrier & Wolfgang HÄRDLE, 1997.
"
**Wachsende Dispersion und Engel-Kurven**," SFB 373 Discussion Papers 1997,89, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 1997.
"
**Efficient estimation in single-index regression**," SFB 373 Discussion Papers 1997,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel, 1997.
"
**Semiparametric analysis of German East-West migration intentions: Facts and theory**," SFB 373 Discussion Papers 1998,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998.
"
**Semiparametric analysis of German East-West migration intentions: facts and theory**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541.

- Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998.
"
- Klinke, Sigbert & Golubev, Yuri & Härdle, Wolfgang & Neumann, Michael H., 1997.
"
**Teaching wavelets in XploRe**," SFB 373 Discussion Papers 1997,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker, 1997.
"
**Bootstrap approximations in a partially linear regression model**," SFB 373 Discussion Papers 1997,102, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G., 1997.
"
**Component analysis for additive models**," SFB 373 Discussion Papers 1997,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Liang, Hua & Härdle, Wolfgang, 1997.
"
**Asymptotic normality of parametric part in partial linear heteroscedastic regression models**," SFB 373 Discussion Papers 1997,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - S. Sperlich & O. Linton & Wolfgang HÄRDLE, 1997.
"
**A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models**," SFB 373 Discussion Papers 1997,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Liang, Hua & Härdle, Wolfgang & Werwatz, Axel, 1997.
"
**Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models**," SFB 373 Discussion Papers 1997,55, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 1996

- Wolfgang HÄRDLE & L. YANG, 1996.
"
**Nonparametric Time Series Model Selection**," SFB 373 Discussion Papers 1996,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & A. TSYBAKOV & L. YANG, 1996.
"
**Nonparametric Vector Autoregression**," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - P. BOSSAERTS & C. HAFNER & Wolfgang HÄRDLE, 1996.
"
**Foreign Exchange Rates Have Surprising Volatility**," SFB 373 Discussion Papers 1996,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & J. MARRON & L. YANG, 1996.
"
**Discussion**," SFB 373 Discussion Papers 1996,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Maike MÜLLER & B. RÖNZ & Wolfgang HÄRDLE, 1996.
"
**Computerassisted Semiparametric Generalized Linear Models**," SFB 373 Discussion Papers 1996,90, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - J. FAN & Wolfgang HÄRDLE & Enno MAMMEN, 1996.
"
**Direct estimation of low dimensional components in additive models**," SFB 373 Discussion Papers 1996,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & Enno MAMMEN & Maike MÜLLER, 1996.
"
**Testing Parametric versus Semiparametric Modelling in Generalized Linear Models**," SFB 373 Discussion Papers 1996,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Härdle, W.K. & Mammen, E. & Müller, M.D., 1996.
"
**Testing Parametric versus Semiparametric Modelling in Generalized Linear Models**," Discussion Paper 1996-42, Tilburg University, Center for Economic Research.

- Härdle, W.K. & Mammen, E. & Müller, M.D., 1996.
"
- Wolfgang HÄRDLE & Enno MAMMEN & Maike MÜLLER, 1996.
"
**Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay**," SFB 373 Discussion Papers 1996,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & H. LÜTKEPOHL & R. CHEN, 1996.
"
**A Review of Nonparametric Time Series Analysis**," SFB 373 Discussion Papers 1996,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - S. SCHMELZER & T. KÖTTER & S. KLINKE & Wolfgang HÄRDLE, 1996.
"
**A New Generation of a Statistical Computing Environment on the Net**," SFB 373 Discussion Papers 1996,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 1995

- R. CHEN & Wolfgang HÄRDLE & O. B. LINTON & E. SEVERANCE-LOSSIN, 1995.
"
**Nonparametric Estimation of Additive Seperable Regression Models**," SFB 373 Discussion Papers 1995,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & R. CHEN, 1995.
"
**Nonparametric Time Series Analysis, a selectiv review with examples**," SFB 373 Discussion Papers 1995,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & O. LINTON, 1995.
"
**Nonparametric Regression**," SFB 373 Discussion Papers 1995,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & A. TSYBAKOV, 1995.
"
**Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression**," SFB 373 Discussion Papers 1995,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.- Hardle, W. & Tsybakov, A., 1997.
"
**Local polynomial estimators of the volatility function in nonparametric autoregression**," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November.

- Hardle, W. & Tsybakov, A., 1997.
"
- Wolfgang HÄRDLE & R. CHEN, 1995.
"
**Estimation and Variable Selection in Additive Nonparametric Regression Models**," SFB 373 Discussion Papers 1995,16, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - O. B. LINTON & Wolfgang HÄRDLE, 1995.
"
**Estimation of Additive Regression Models with Links**," SFB 373 Discussion Papers 1995,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - J. L. HOROWITZ & Wolfgang HÄRDLE, 1995.
"
**Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates dpsfb950075.ps.tar = Enno MAMMEN J.S. MARRON: Mass Recentered Kernel Smoothers**," SFB 373 Discussion Papers 1995,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & V. SPOKOINY & S. SPERLICH, 1995.
"
**Semiparametric Single Index Versus Fixed Link Function Modelling**," SFB 373 Discussion Papers 1995,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - P. BOSSAERTS & Wolfgang HÄRDLE & C. HAFNER, 1995.
"
**A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series**," SFB 373 Discussion Papers 1995,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - O. B. LINTON & R. CHEN & Wolfgang HÄRDLE, 1995.
"
**An Analysis of Transformations for Additive Nonparanetric Regression**," SFB 373 Discussion Papers 1995,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 1994

- Wolfgang Hardle & Oliver Linton, 1994.
"
**Applied Nonparametric Methods**," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.- Hardle, Wolfgang & Linton, Oliver, 1986.
"
**Applied nonparametric methods**," Handbook of Econometrics,in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339 Elsevier.

- Härdle, W.K., 1992.
"
**Applied Nonparametric Methods**," Discussion Paper 1992-6, Tilburg University, Center for Economic Research. - HÄRDLE, Wolfgang, 1992.
"
**Applied nonparametric methods**," CORE Discussion Papers 1992003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Oliver LINTON, "undated".
"
**Applied nonparametric methods**," Statistic und Oekonometrie 9312, Humboldt Universitaet Berlin. - Hardle, W., 1992.
"
**Applied Nonparametric Methods**," Papers 9204, Catholique de Louvain - Institut de statistique. - Hardle, W., 1992.
"
**Applied Nonparametric Methods**," Papers 9206, Tilburg - Center for Economic Research.

- Hardle, Wolfgang & Linton, Oliver, 1986.
"
- Horowitz, Joel & Hardle, Wolfgang, 1994.
"
**Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates**," Working Papers 94-22, University of Iowa, Department of Economics.- J. L. HOROWITZ & Wolfgang HÄRDLE, 1994.
"
**Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates**," SFB 373 Discussion Papers 1994,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- J. L. HOROWITZ & Wolfgang HÄRDLE, 1994.
"
- Wolfgang HÄRDLE & A. KOROSTELEV, 1994.
"
**Search of Significant Variables in Nonparametric Additive Regression**," SFB 373 Discussion Papers 1994,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & Joel L. HOROWITZ, 1994.
"
**Testing a Parametric Model against a Semiparametric Model**," SFB 373 Discussion Papers 1994,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & A. B. TSYBAKOV, 1994.
"
**Additive Nonparametric Regression on Principal Components**," SFB 373 Discussion Papers 1994,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & S. HUET & E. JOLIVET, 1994.
"
**Better Bootstrap Confidence Intervals for Curve Estimation**," SFB 373 Discussion Papers 1994,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

#### 1992

- Haerdle,Wolfgang & Kneip,Alois, 1992.
"
**Testing aregression model when we have smooth alternatives in mind**," Discussion Paper Serie A 389, University of Bonn, Germany.- Wolfgang Härdle, 1999.
"
**Testing a Regression Model When We Have Smooth Alternatives in Mind**," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(2), pages 221-238.

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

- Wolfgang Härdle, 1999.
"
- Hardle, W. & Tsybakov, A.B., 1992.
"
**How Sensitive are Average Derivatives?**," Papers 9208, Tilburg - Center for Economic Research.- Hardle, Wolfgang & Tsybakov, A. B., 1993.
"
**How sensitive are average derivatives?**," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.

- Hardle, W. & Tsybakov, A., 1991.
"
**How sensitive are average derivates ?**," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Härdle, W.K. & Tsybakov, A.B., 1992.
"
**How sensitive are average derivatives?**," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.

- Hardle, Wolfgang & Tsybakov, A. B., 1993.
"
- Horowitz, J.L. & Hardle, W., 1992.
"
**Testing a Parametric Model Against a Semiparametric Alternative**," Working Papers 92-06, University of Iowa, Department of Economics.- Horowitz, Joel L. & Härdle, Wolfgang, 1994.
"
**Testing a Parametric Model Against a Semiparametric Alternative**," Econometric Theory, Cambridge University Press, vol. 10(05), pages 821-848, December.

- Horowitz, J. & Härdle, W.K., 1992.
"
**Testing a Parametric Model Against a Semiparametric Alternative**," Discussion Paper 1992-19, Tilburg University, Center for Economic Research.

- Horowitz, Joel L. & Härdle, Wolfgang, 1994.
"
- HÄRDLE, Wolfgang & TURLACH, Berwin, 1992.
"
**Nonparametric approaches to generalized linear models**," CORE Discussion Papers 1992037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

#### 1991

- Hardle, W. & Park, B., 1991.
"
**On an efficient smoothing parameter selector proposed by Hall and Johnstone**," CORE Discussion Papers 1991040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Hall, P. & Ichimura, H., 1991.
"
**Optimal smoothing in single index models**," CORE Discussion Papers 1991007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hall, P. & Hardle, W. & Simar, L., 1991.
"
**On teh inconsistency of bootstrap distribution estimators**," CORE Discussion Papers 1991020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993.
"
**On the inconsistency of bootstrap distribution estimators**," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 11-18, June.

- HALL, Peter & HÄRDLE, Wolfgang & SIMAR, Léopold, "undated".
"
**On the inconsistency of bootstrap distribution estimators**," CORE Discussion Papers RP 1062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993.
"
- Grund, B. & Hardle, W., 1991.
"
**On the choice of Kernel regression estimators : a discussion**," CORE Discussion Papers 1991039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Huet, S. & Jolivet, E., 1991.
"
**Better Bootstrap Confidence Intervals for Regression Curve Estimation**," CORE Discussion Papers 1991056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

#### 1990

- Haerdle,Wolfgang & Nussbaum,Michael, 1990.
"
**Bootstrap confidence bands**," Discussion Paper Serie A 314, University of Bonn, Germany.- HARDLE, Wolfgang & NUSSBAUM, Michael, "undated".
"
**Bootstrap confidence bands**," CORE Discussion Papers RP 969, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - HARDLE, Wolfgang & NUSSBAUM, Michael, 1990.
"
**Bootstrap confidence bands**," CORE Discussion Papers 1990038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HARDLE, Wolfgang & NUSSBAUM, Michael, "undated".
"
- Hardle, W. & Tsybakov, A., 1990.
"
**Robust locally adaptive nonparametric regression**," CORE Discussion Papers 1990028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- HÄRDLE, Wolfgang & TSYBAKOV, Alexander, "undated".
"
**Robust locally adaptive non-parametric regression**," CORE Discussion Papers RP 982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & TSYBAKOV, Alexander, "undated".
"
- Hardle, W. & Steiger, W., 1990.
"
**Optimal Median Smoothing**," CORE Discussion Papers 1990070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Wolfgang HÄRDLE & M. STEIGER, 1994.
"
**Optimal Median Smoothing**," SFB 373 Discussion Papers 1994,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Wolfgang HÄRDLE & M. STEIGER, 1994.
"
- Hardle, W. & Tsybakov, A., 1990.
"
**Remarks on sliced inverse regression**," CORE Discussion Papers 1990027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Hall, P. & Marron, J., 1990.
"
**Regression smoothing parameters that are not far from their optimum**," CORE Discussion Papers 1990009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- HÄRDLE, Wolfgang & HALL, Peter & MARRON, Steve, "undated".
"
**Regression smoothing parameters that are not far from their optimum**," CORE Discussion Papers RP 978, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & HALL, Peter & MARRON, Steve, "undated".
"
- HARDLE, Wolfgang & SCOTT, David, 1990.
"
**Smoothing by weighted averaging of rounded points**," CORE Discussion Papers 1990040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Härdle, W.K. & Scott, D.W., "undated".
"
**Smoothing by weighted averaging of rounded points**," CORE Discussion Papers RP 996, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Härdle, W.K. & Scott, D.W., "undated".
"
- Hardle, W. & Mammen, E., 1990.
"
**Bootstarp Methods in Nonparametric Regression**," CORE Discussion Papers 1990049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Härdle, W. & Mammen, E., "undated".
"
**Bootstrap methods in nonparametric regression**," CORE Discussion Papers RP 934, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Härdle, W. & Mammen, E., "undated".
"
- Hardle, W. & Tsybakov, A., 1990.
"
**How many terms should be added into an additive model ?**," CORE Discussion Papers 1990068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Vieu, P., 1990.
"
**Kernel regression smoothing of time series**," CORE Discussion Papers 1990031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- HÄRDLE, Wolfgang & VIEU, Philippe, "undated".
"
**Kernel regression smoothing of time series**," CORE Discussion Papers RP 981, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & VIEU, Philippe, "undated".
"
- Hardle, W. & Mammen, E., 1990.
"
**Comparing nonparametric versus parametric regression fits**," CORE Discussion Papers 1990065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Enno Mammen, "undated".
"
**Comparing nonparametric versus parametric regression fits**," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.

- Enno Mammen, "undated".
"

#### 1989

- Haerdle,Wolfgang, 1989.
"
**The interplay between statistics and computing in data ana- lysis**," Discussion Paper Serie A 238, University of Bonn, Germany. - Wolfgang Härdle & Werner Hildenbrand & Michael Jerison, 1989.
"
**Empirical Evidence on the Law of Demand**," Discussion Paper Serie A 264a, University of Bonn, Germany.- Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991.
"
**Empirical Evidence on the Law of Demand**," Econometrica, Econometric Society, vol. 59(6), pages 1525-1549, November.

- Haerdle,W. Hildenbrand,W. Jerison,M., 1988.
"
**Empirical evidence on the law of demand**," Discussion Paper Serie A 193, University of Bonn, Germany. - HARDLE, Wolfgang & HILDENBRAND, Werner & JERISON, Michael, "undated".
"
**Empirical evidence on the law of demand**," CORE Discussion Papers RP 968, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991.
"
- Haerdle,W., 1989.
"
**Resampling for inference from curves**," Discussion Paper Serie A 225, University of Bonn, Germany. - Haerdle,Wolfgang & Nussbaum,Michael, 1989.
"
**Kernel estimation: The equivalent spline smoothing method**," Discussion Paper Serie A 239, University of Bonn, Germany.- Hardle, W. & Nussbaum, M., 1990.
"
**Kernel estimation: the equivalent spline smoothing method**," CORE Discussion Papers 1990013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Wolfgang HÄRDLE & M. NUSSBAUM, 1994.
"
**Kernel Estimation: the Equivalent Spline-Smoothing Method**," SFB 373 Discussion Papers 1994,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Hardle, W. & Nussbaum, M., 1990.
"
- Haerdle,W. & Hart,J.D., 1989.
"
**A bootstrap test forpositive definiteness of income effect matrices**," Discussion Paper Serie A 199, University of Bonn, Germany.- Härdle, Wolfgang & Hart, Jeffrey D., 1992.
"
**A Bootstrap Test for Positive Definiteness of Income Effect Matrices**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 276-292, June.

- HÄRDLE, Wolfgang & HART, Jeffrey D., "undated".
"
**A bootstrap test for positive definiteness of income effect matrices**," CORE Discussion Papers RP 999, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Hart, J., 1990.
"
**A bootstrap test for positive definiteness of income effect matrices**," CORE Discussion Papers 1990053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Härdle, Wolfgang & Hart, Jeffrey D., 1992.
"
- Haerdle,W. & Marron,J.S., 1989.
"
**Bootstrap simultaneous error bars for nonparametric regression**," Discussion Paper Serie A 227, University of Bonn, Germany.- Hardle, W. & Marron, J., 1989.
"
**Bootstrap Simultaneous Error Bars For Nonparametric Regression**," CORE Discussion Papers 1989023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hardle, W. & Marron, J., 1989.
"
- Carroll,R.J. & Haerdle,W., 1989.
"
**Biased Crossvalidation for a Kernel regression estimator and its derivatives**," Discussion Paper Serie A 235, University of Bonn, Germany.- HÄRDLE, Wolfgang & CARROLL, Raymond J., "undated".
"
**Biased crossvalidation for a kernel regression estimator and its derivatives**," CORE Discussion Papers RP 936, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & CARROLL, Raymond J., "undated".
"
- Haerdle,W. & Hart,J.D. & Marron,J.S. & Tsybakov,A.B., 1989.
"
**Bandwidth choice for average derivative estimation**," Discussion Paper Serie A 200, University of Bonn, Germany.- Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991.
"
**Bandwidth choice for average derivative estimation**," CORE Discussion Papers 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, "undated".
"
**Bandwith choice for average derivative estimation**," CORE Discussion Papers RP 977, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991.
"
- Hardle, W. & Hall, P., 1989.
"
**Simple Formulae For Steps And Limits In The Backfitting Algorithm**," CORE Discussion Papers 1989038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

#### 1988

- Haerdle,Wolfgang, 1988.
"
**Efficient nonparametric smoothing in high dimensions using interactive graphicaL techniques**," Discussion Paper Serie A 176, University of Bonn, Germany. - Haerdle,Wolfgang Jerison,Michael, 1988.
"
**Cross section Engel curves over time**," Discussion Paper Serie A 160, University of Bonn, Germany.- HÄRDLE, Wolfgang & JERISON, Michael, "undated".
"
**Cross section Engel curves over time**," CORE Discussion Papers RP 991, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Wolfgang HÄRDLE & Michael JERISON, 1991.
"
**Cross section Engel Curves over Time**," Discussion Papers (REL - Recherches Economiques de Louvain) 1991045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). - Hardle, W. & Jerison, M., 1990.
"
**Cross section Engel curves over time**," CORE Discussion Papers 1990016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & JERISON, Michael, "undated".
"
- Azzalini,A. & Bowman,A.W. & Haerdle,W., 1988.
"
**On the use of nonparametric regression for model checking**," Discussion Paper Serie A 195, University of Bonn, Germany. - Haerdle,W. & Marron,J. & Wand,M., 1988.
"
**Bandwidth choice for density derivatives**," Discussion Paper Serie A 182, University of Bonn, Germany.- Haerdle,W. & Marron,J., 1988.
"
**Bandwidth choice for density derivatives**," Discussion Paper Serie A 157, University of Bonn, Germany. - Hardle, W. & Marron, J.S. & Wand, Mp., "undated".
"
**Bandwith choice for density derivatives**," CORE Discussion Papers RP 945, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Haerdle,W. & Marron,J., 1988.
"
- Carroll,R. & Haerdle,W., 1988.
"
**Second order effects in semiparametric weighted least squares regression**," Discussion Paper Serie A 170, University of Bonn, Germany. - Haerdle,W. & Mammen,E., 1988.
"
**Comparing nonparametric versus regression fits**," Discussion Paper Serie A 177, University of Bonn, Germany.

#### 1987

- Haerdle,Wolfgang, 1987.
"
**XploRe,a computing environment for exploatory regression**," Discussion Paper Serie A 113, University of Bonn, Germany. - Haerdle,Wolfgang & Marron,J., 1987.
"
**Semiparametric comparision of regression curve**," Discussion Paper Serie A 93, University of Bonn, Germany.- Härdle, W. & Marron, S.J., "undated".
"
**Semiparametric comparison of regression curves**," CORE Discussion Papers RP 890, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Härdle, W. & Marron, S.J., "undated".
"
- Haerdle,Wolfgang, 1987.
"
**Sequential Kernelsmoothing for estimation of zeros and location of extrema of regression functions**," Discussion Paper Serie A 112, University of Bonn, Germany. - Haerdle,Wolfgang & Stoker,Thomas, 1987.
"
**Investigations smooth multiple regression by the method of average derivatives**," Discussion Paper Serie A 107, University of Bonn, Germany. - Franke,J. & Haerdle,W., 1987.
"
**On bootstrapping Kernel spectral estimates**," Discussion Paper Serie A 121, University of Bonn, Germany.- Franke, J. & Hardle, W., 1990.
"
**On bootstrapping kernel spectralestimates**," CORE Discussion Papers 1990058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Franke, J. & Hardle, W., 1990.
"
- Carrol,R.J. & Haerdle,W., 1987.
"
**Symmetrized nearest neighbour regression estimates**," Discussion Paper Serie A 144, University of Bonn, Germany.- Carroll, R. J. & Härdle, W., 1989.
"
**Symmetrized nearest neighbor regression estimates**," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 315-318, February.

- Carroll, R. J. & Härdle, W., 1989.
"

#### 1986

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

#### Undated

- Wolfgang HAERDLE & Marlene MUELLER, "undated".
"
**Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis**," Statistic und Oekonometrie 9208, Humboldt Universitaet Berlin. - Wolfgang HAERDLE & Marlene MUELLER, "undated".
"
**Applied nonparametric smoothing techniques**," Statistic und Oekonometrie 9303, Humboldt Universitaet Berlin. - B.U.PARK & Wolfgang HAERDLE, "undated".
"
**Testing increasing dispersion**," Statistic und Oekonometrie 9314, Humboldt Universitaet Berlin.- Hardle, W. & Park, B. U., 1995.
"
**Testing increasing dispersion**," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 641-653, June.

- Wolfgang HÄRDLE & Byeong PARK, 1994.
"
**Testing increasing dispersion**," SFB 373 Discussion Papers 1994,2, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - HÄRDLE, Wolfgang & PARK, Byeong, 1992.
"
**Testing increasing dispersion**," CORE Discussion Papers 1992024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hardle, W. & Park, B. U., 1995.
"
- Leopold SIMAR & Wolfgang HAERDLE, "undated".
"
**Iterated bootstrap with applications to frontier models**," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin.- Hall, P. & Hardle, W. & Simar, L., 1991.
"
**Iterated bootstrap with applications to frontier models**," CORE Discussion Papers 1991021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hall, P. & Härdle, W. & Simar, L., "undated".
"
**Iterated bootstrap with applications to frontier models**," CORE Discussion Papers RP 1145, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hall, P. & Hardle, W. & Simar, L., 1991.
"
- James Stephen MARRON & Wolfgang HAERDLE, "undated".
"
**Fast and simple scatterplot smoothing**," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin.- Hardle, W. & Marron, J. S., 1995.
"
**Fast and simple scatterplot smoothing**," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July.

- Hardle, W. & Marron, A., 1991.
"
**Fast and simple scatterplot smoothing**," CORE Discussion Papers 1991043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Wolfgang HÄRDLE & James S. MARRON, 1994.
"
**Fast and Simple Scatterplot Smoothing**," SFB 373 Discussion Papers 1994,8, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Hardle, W. & Marron, J. S., 1995.
"
- Shi Chen & Wolfgang Karl Härdle & Weining Wang, "undated".
"
**Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach**," SFB 649 Discussion Papers SFB649DP2015-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Xiu Xu & Andrija Mihoci & Wolfgang Karl Härdle, "undated".
"
**lCARE – localizing Conditional AutoRegressive Expectiles**," SFB 649 Discussion Papers SFB649DP2015-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Ibragimov, I. A. & Härdle, W. & Tsybakov, A.B., "undated".
"
**On efficient estimation of an averaged derivative**," CORE Discussion Papers RP 1127, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - GRUND, Birgit & HÄRDLE, Wolfgang, "undated".
"
**COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron**," CORE Discussion Papers RP 974, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Härdle, W. & Marron, J.S., "undated".
"
**Bootstrap simultaneous error for nonparametric regression**," CORE Discussion Papers RP 951, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

### Journal articles

Undated material is listed at the end#### 2017

- 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, vol. 1(C), pages 101-117.- P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong, 2015.
"
**Change point and trend analyses of annual expectile curves of tropical storms**," SFB 649 Discussion Papers SFB649DP2015-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong, 2015.
"

#### 2016

- Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016.
"
**TENET: Tail-Event driven NETwork risk**," Journal of Econometrics, Elsevier, vol. 192(2), pages 499-513.- Wolfgang Karl HÃ¤rdle & Natalia Sirotko-Sibirskaya & Weining Wang, 2014.
"
**TENET: Tail-Event driven NETwork risk**," SFB 649 Discussion Papers SFB649DP2014-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Karl HÃ¤rdle & Natalia Sirotko-Sibirskaya & Weining Wang, 2014.
"
- Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016.
"
**A semiparametric factor model for CDO surfaces dynamics**," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 151-163. - 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, vol. 25(4), pages 607-626, December. - Härdle Wolfgang Karl & Silyakova Elena, 2016.
"
**Implied basket correlation dynamics**," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 1-20, September.- Wolfgang Karl HÃ¤rdle & Elena Silyakova, 2012.
"
**Implied Basket Correlation Dynamics**," SFB 649 Discussion Papers SFB649DP2012-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Karl HÃ¤rdle & Elena Silyakova, 2012.
"
- Piotr Majer & Peter N. C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle, 2016.
"
**Portfolio Decisions and Brain Reactions via the CEAD method**," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 881-903, September.- Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Karl HÃ¤rdle, 2014.
"
**Portfolio Decisions and Brain Reactions via the CEAD method**," SFB 649 Discussion Papers SFB649DP2014-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Karl HÃ¤rdle, 2014.
"
- 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, vol. 43(4), pages 1140-1152, December.- Qihua Wang & Tao Zhang & Wolfgang Karl HÃ¤rdle, 2014.
"
**An Extended Single Index Model with Missing Response at Random**," SFB 649 Discussion Papers SFB649DP2014-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Qihua Wang & Tao Zhang & Wolfgang Karl HÃ¤rdle, 2014.
"

#### 2015

- 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, vol. 134(C), pages 129-145. - Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015.
"
**Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns**," Computational Statistics, Springer, vol. 30(3), pages 821-843, September.- Shiyi Chen & Kiho Jeong & Wolfgang K. HÃ¤rdle, 2008.
"
**Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns**," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Shiyi Chen & Kiho Jeong & Wolfgang K. HÃ¤rdle, 2008.
"
- Wolfgang Karl Härdle & Annette B. Vogt, 2015.
"
**Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual**," International Statistical Review, International Statistical Institute, vol. 83(1), pages 17-35, 04.- Wolfgang Karl HÃ¤rdle & Annette B. Vogt, 2014.
"
**Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual**," SFB 649 Discussion Papers SFB649DP2014-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Karl HÃ¤rdle & Annette B. Vogt, 2014.
"
- 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., vol. 30(4), pages 529-550, 06.- Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci, 2012.
"
**Local Adaptive Multiplicative Error Models for High-Frequency Forecasts**," SFB 649 Discussion Papers SFB649DP2012-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci, 2012.
"
- Cathy Chen & Wolfgang Härdle, 2015.
"
**Common factors in credit defaults swap markets**," Computational Statistics, Springer, vol. 30(3), pages 845-863, September.- Yi-Hsuan Chen & Wolfgang Karl HÃ¤rdle, 2012.
"
**Common factors in credit defaults swaps markets**," SFB 649 Discussion Papers SFB649DP2012-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Yi-Hsuan Chen & Wolfgang Karl HÃ¤rdle, 2012.
"
- Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2015.
"
**Hidden Markov Structures For Dynamic Copulae**," Econometric Theory, Cambridge University Press, vol. 31(05), pages 981-1015, October. - Shiyi Chen & Wolfgang Härdle, 2015.
"
**Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China**," Computational Statistics, Springer, vol. 30(4), pages 1279-1279, December. - Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang, 2015.
"
**Uniform Confidence Bands for Pricing Kernels**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(2), pages 376-413. - Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015.
"
**State price densities implied from weather derivatives**," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 106-125.- Wolfgang Karl HÃ¤rdle & Brenda LÃ³pez-Cabrera & Huei-Wen Teng, 2013.
"
**State Price Densities implied from weather derivatives**," SFB 649 Discussion Papers SFB649DP2013-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Karl HÃ¤rdle & Brenda LÃ³pez-Cabrera & Huei-Wen Teng, 2013.
"
- Stephan Stahlschmidt & Wolfgang K. Härdle & Helmut Thome, 2015.
"
**An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data**," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(2), pages 160-180, June.- Stephan Stahlschmidt & Wolfgang Karl HÃ¤rdle & Helmut Thome, 2014.
"
**An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data**," SFB 649 Discussion Papers SFB649DP2014-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Stephan Stahlschmidt & Wolfgang Karl HÃ¤rdle & Helmut Thome, 2014.
"

#### 2014

- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K., 2014.
"
**TVICA—Time varying independent component analysis and its application to financial data**," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 95-109.- Ray-Bing Chen & Ying Chen & Wolfgang HÃ¤rdle, 2011.
"
**TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data**," SFB 649 Discussion Papers SFB649DP2011-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Ray-Bing Chen & Ying Chen & Wolfgang HÃ¤rdle, 2011.
"
- Yuri Golubev & Wolfgang Härdle & Roman Timofeev, 2014.
"
**Testing monotonicity of pricing kernels**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(4), pages 305-326, October.- Yuri Golubev & Wolfgang Härdle & Roman Timonfeev, 2008.
"
**Testing Monotonicity of Pricing Kernels**," SFB 649 Discussion Papers SFB649DP2008-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Yuri Golubev & Wolfgang Härdle & Roman Timonfeev, 2008.
"
- Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014.
"
**Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study**," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 489-514, July. - Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck, 2014.
"
**Copula dynamics in CDOs**," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.- Barbara Choros-Tomczyk & Wolfgang Karl HÃ¤rdle & Ludger Overbeck, 2012.
"
**Copula Dynamics in CDOs**," SFB 649 Discussion Papers SFB649DP2012-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Barbara Choros-Tomczyk & Wolfgang Karl HÃ¤rdle & Ludger Overbeck, 2012.
"
- 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, vol. 17(2), pages 101-131, 06. - Shiyi Chen & Wolfgang Härdle, 2014.
"
**Dynamic activity analysis model-based win-win development forecasting under environment regulations in China**," Computational Statistics, Springer, vol. 29(6), pages 1543-1570, December. - Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014.
"
**A simultaneous confidence corridor for varying coefficient regression with sparse functional data**," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.- Lijie Gu & Li Wang & Wolfgang Karl HÃ¤rdle & Lijian Yang, 2014.
"
**A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data**," SFB 649 Discussion Papers SFB649DP2014-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Lijie Gu & Li Wang & Wolfgang Karl HÃ¤rdle & Lijian Yang, 2014.
"

#### 2013

- Maria Grith & Wolfgang Härdle & Juhyun Park, 2013.
"
**Shape Invariant Modeling of Pricing Kernels and Risk Aversion**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(2), pages 370-399, March. - Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013.
"
**Using wiki to build an e-learning system in statistics in the Arabic language**," Computational Statistics, Springer, vol. 28(2), pages 481-491, April. - Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013.
"
**Valuation of collateralized debt obligations with hierarchical Archimedean copulae**," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 42-62. - Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema, 2013.
"
**Dynamic structured copula models**," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 361-388, December. - Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2013.
"
**Bayesian networks for sex-related homicides: structure learning and prediction**," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(6), pages 1155-1171, June.

#### 2012

- Härdle, Wolfgang K. & Song, Song, 2012.
"
**CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum**," Econometric Theory, Cambridge University Press, vol. 28(02), pages 483-484, April. - Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012.
"
**A Consistent Nonparametric Test For Causality In Quantile**," Econometric Theory, Cambridge University Press, vol. 28(04), pages 861-887, August.- Kiho Jeong & Wolfgang Härdle, 2008.
"
**A Consistent Nonparametric Test for Causality in Quantile**," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Kiho Jeong & Wolfgang Härdle, 2008.
"
- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012.
"
**Difference based ridge and Liu type estimators in semiparametric regression models**," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.- Esra Akdeniz Duran & Wolfgang Karl HÃ¤rdle & Maria Osipenko, 2011.
"
**Difference based Ridge and Liu type Estimators in Semiparametric Regression Models**," SFB 649 Discussion Papers SFB649DP2011-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Esra Akdeniz Duran & Wolfgang Karl HÃ¤rdle & Maria Osipenko, 2011.
"
- Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K., 2012.
"
**Bootstrap confidence bands and partial linear quantile regression**," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 244-262. - Mengmeng Guo & Wolfgang Härdle, 2012.
"
**Simultaneous confidence bands for expectile functions**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 517-541, October. - Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012.
"
**Modelling and forecasting liquidity supply using semiparametric factor dynamics**," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009.
"
**Modelling and forecasting liquidity supply using semiparametric factor dynamics**," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS). - Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci, 2009.
"
**Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics**," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009.
"
- K. Detlefsen & W. K. Härdle, 2012.
"
**Variance swap dynamics**," Quantitative Finance, Taylor & Francis Journals, vol. 13(5), pages 675-685, November. - Wolfgang Karl Härdle & Brenda López Cabrera, 2012.
"
**The Implied Market Price of Weather Risk**," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(1), pages 59-95, February.

#### 2010

- Wolfgang Härdle & Ostap Okhrin, 2010.
"
**De copulis non est disputandum**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(1), pages 1-31, March. - Zhang, Junni L. & Härdle, Wolfgang K., 2010.
"
**The Bayesian Additive Classification Tree applied to credit risk modelling**," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1197-1205, May.- Junni L. Zhang & Wolfgang Härdle, 2008.
"
**The Bayesian Additive Classification Tree Applied to Credit Risk Modelling**," SFB 649 Discussion Papers SFB649DP2008-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Junni L. Zhang & Wolfgang Härdle, 2008.
"
- Härdle, Wolfgang K. & Song, Song, 2010.
"
**Confidence Bands In Quantile Regression**," Econometric Theory, Cambridge University Press, vol. 26(04), pages 1180-1200, August. - Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir, 2010.
"
**GHICA -- Risk analysis with GH distributions and independent components**," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 255-269, March.- Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006.
"
**GHICA - Risk Analysis with GH Distributions and Independent Components**," SFB 649 Discussion Papers SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006.
"
- Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong, 2010.
"
**Forecasting volatility with support vector machine-based GARCH model**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 406-433. - Chen, Ying & HÃ¤rdle, Wolfgang Karl & Pigorsch, Uta, 2010.
"
**Localized Realized Volatility Modeling**," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1376-1393.- Ying Chen & Wolfgang HÃ¤rdle & Uta Pigorsch, 2009.
"
**Localized Realized Volatility Modelling**," SFB 649 Discussion Papers SFB649DP2009-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Ying Chen & Wolfgang HÃ¤rdle & Uta Pigorsch, 2009.
"
- Wolfgang Karl Härdle & Brenda López Cabrera, 2010.
"
**Calibrating CAT Bonds for Mexican Earthquakes**," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 625-650.- Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007.
"
**Calibrating CAT bonds for Mexican earthquakes**," 101st Seminar, July 5-6, 2007, Berlin Germany 9265, European Association of Agricultural Economists. - Wolfgang Härdle & Brenda López Cabrera, 2007.
"
**Calibrating CAT bonds for Mexican earthquakes**," SFB 649 Discussion Papers SFB649DP2007-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007.
"

#### 2009

- Härdle, Wolfgang & Hlávka, Zdenek, 2009.
"
**Dynamics of state price densities**," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May.- Wolfgang Härdle & Zdenek Hlavka, 2005.
"
**Dynamics of State Price Densities**," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Härdle & Zdenek Hlavka, 2005.
"
- Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2009.
"
**Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(6), pages 512-534. - Giacomini, Enzo & HÃ¤rdle, Wolfgang & Spokoiny, Vladimir, 2009.
"
**Inhomogeneous Dependence Modeling with Time-Varying Copulae**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234.- Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006.
"
**Inhomogeneous Dependency Modelling with Time Varying Copulae**," SFB 649 Discussion Papers SFB649DP2006-075, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006.
"
- Park, Byeong U. & Mammen, Enno & HÃ¤rdle, Wolfgang & Borak, Szymon, 2009.
"
**Time Series Modelling With Semiparametric Factor Dynamics**," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 284-298.- Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park, 2007.
"
**Time Series Modelling with Semiparametric Factor Dynamics**," SFB 649 Discussion Papers SFB649DP2007-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park, 2007.
"
- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009.
"
**Dynamic semiparametric factor models in risk neutral density estimation**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(4), pages 387-402, December.- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2008.
"
**Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation**," SFB 649 Discussion Papers SFB649DP2008-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2008.
"
- P. Čížek & W. Härdle & V. Spokoiny, 2009.
"
**Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models**," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 248-271, 07.

#### 2008

- Cizek, P. & Tamine, J. & Härdle, W., 2008.
"
**Smoothed L-estimation of regression function**," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.- Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002.
"
**Smoothed L-estimation of regression function**," SFB 373 Discussion Papers 2002,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Cizek, P. & Tamine, J. & Härdle, W.K., 2006.
"
**Smoothed L-estimation of Regression Function**," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.

- Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002.
"
- Wolfgang Karl Härdle & Brenda López Cabrera, 2008.
"
**Calibration of Parametric CAT bonds. A case study of Mexican earthquakes**," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 128(4), pages 615-630. - Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008.
"
**VAR Modeling for Dynamic Loadings Driving Volatility Strings**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 361-381, Summer. - Chen, Ying & HÃ¤rdle, Wolfgang & Jeong, Seok-Oh, 2008.
"
**Nonparametric Risk Management With Generalized Hyperbolic Distributions**," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 910-923. - Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008.
"
**Semiparametric diffusion estimation and application to a stock market index**," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.- Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001.
"
**Semiparametric diffusion estimation and application to a stock market index**," SFB 373 Discussion Papers 2001,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001.
"
**Semiparametric Diffusion Estimation and Application to a Stock Market Index**," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney.

- Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001.
"

#### 2007

- M. Benko & M. Fengler & W. Härdle & M. Kopa, 2007.
"
**On extracting information implied in options**," Computational Statistics, Springer, vol. 22(4), pages 543-553, December. - Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"
**On the Utility of E-Learning in Statistics**," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"
**On the Utility of E-Learning in Statistics**," SFB 649 Discussion Papers SFB649DP2007-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007.
"

#### 2006

- Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006.
"
**On the appropriateness of inappropriate VaR models**," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(2), pages 273-297, June.- Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006.
"
**On the Appropriateness of Inappropriate VaR Models**," SFB 649 Discussion Papers SFB649DP2006-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006.
"
- Yatchew, Adonis & Hardle, Wolfgang, 2006.
"
**Nonparametric state price density estimation using constrained least squares and the bootstrap**," Journal of Econometrics, Elsevier, vol. 133(2), pages 579-599, August. - Cizek, P. & Hardle, W., 2006.
"
**Robust estimation of dimension reduction space**," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 545-555, November.- Cizek, P. & Härdle, W.K., 2005.
"
**Robust Estimation of Dimension Reduction Space**," Discussion Paper 2005-31, Tilburg University, Center for Economic Research. - Pavel Cizek & Wolfgang Härdle, 2005.
"
**Robust estimation of dimension reduction space**," SFB 649 Discussion Papers SFB649DP2005-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

- Cizek, P. & Härdle, W.K., 2005.
"
- Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006.
"
**Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration**," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.- Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005.
"
**Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration**," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002.
"
**Estimation and testing for varying coefficients in additive models with marginal integration**," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005.
"
- Xia, Yingcun & Härdle, Wolfgang, 2006.
"
**Semi-parametric estimation of partially linear single-index models**," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May.

#### 2005

- Kirman, Alan & Schulz, Rainer & Hardle, Wolfgang & Werwatz, Axel, 2005.
"
**Transactions that did not happen and their influence on prices**," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 567-591, April.- Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003.
"
**Transactions That Did Not Happen and Their Influence on Prices**," Royal Economic Society Annual Conference 2003 123, Royal Economic Society. - Kirman, Alan P. & Härdle, Wolfgang & Schulz, Rainer & Werwatz, Axel, 2002.
"
**Transactions that did not happen and their influence on prices**," SFB 373 Discussion Papers 2002,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Kirman, Alan & Wolfgang Hardle & Rainer Schulz & Axel Werwatz, 2003.
"

#### 2004

- Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004.
"
**Support Vector Machines: eine neue Methode zum Rating von Unternehmen**," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 71(49), pages 759-765. - Wang Q. & Linton O. & Hardle W., 2004.
"
**Semiparametric Regression Analysis With Missing Response at Random**," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.- Wolfgang Härdle & Oliver Linton & Wang, Qihua, 2003.
"
**Semiparametric regression analysis with missing response at random**," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Wolfgang Härdle & Oliver Linton & Wang, Qihua, 2003.
"

#### 2003

- Wolfgang Hardle & Helmut Herwartz & Vladimir Spokoiny, 2003.
"
**Time Inhomogeneous Multiple Volatility Modeling**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 1(1), pages 55-95.- Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000.
"
**Time Inhomogeneous Multiple Volatility Modelling**," Econometric Society World Congress 2000 Contributed Papers 1429, Econometric Society. - Härdle, Wolfgang & Herwartz, Helmut & Spokoiny, Vladimir G., 2001.
"
**Time inhomogeneous multiple volatility modelling**," SFB 373 Discussion Papers 2001,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Wolfgang Haerdle & Helmut Herwartz & Volodia Spokoiny, 2000.
"
- Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003.
"
**The Dynamics of Implied Volatilities: A Common Principal Components Approach**," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October.- Christophe Villa & M.R. Fengler & W.K. Hardle, 2003.
"
**The dynamics of implied volatilities : a common principal components approach**," Post-Print halshs-00069509, HAL. - Fengler, Matthias R. & Härdle, Wolfgang K. & Villa, Christophe, 2001.
"
**The dynamics of implied volatilities: A common principal components approach**," SFB 373 Discussion Papers 2001,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Christophe Villa & M.R. Fengler & W.K. Hardle, 2003.
"
- Song Xi Chen & Wolfgang Härdle & Ming Li, 2003.
"
**An empirical likelihood goodness-of-fit test for time series**," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678.- Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000.
"
**An empirical likelihood goodness-of-fit test for time series**," SFB 373 Discussion Papers 2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000.
"
- Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003.
"
**Efficient estimation in conditional single-index regression**," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 213-226, August.

#### 2001

- Hardle W. & Sperlich S. & Spokoiny V., 2001.
"
**Structural Tests in Additive Regression**," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.- Spokoiny, Vladimir & Sperlich, Stefan & Hardle, Wolfgang, 2000.
"
**Structural tests in additive regression**," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de Estadística.

- Spokoiny, Vladimir & Sperlich, Stefan & Hardle, Wolfgang, 2000.
"
- 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, vol. 53(1), pages 179-188, March.- Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf, 2000.
"
**Web quantlets for time series analysis**," SFB 373 Discussion Papers 2000,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf, 2000.
"

#### 2000

- Christian M. Hafner & Wolfgang HÄrdle, 2000.
"
**Discrete time option pricing with flexible volatility estimation**," Finance and Stochastics, Springer, vol. 4(2), pages 189-207.- HÄRDLE, Wolfgang & HAFNER, Christian, 1997.
"
**Discrete time option pricing with flexible volatility estimation**," CORE Discussion Papers 1997047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Härdle, Wolfgang & Hafner, Christian M., 1997.
"
**Discrete time option pricing with flexible volatility estimation**," SFB 373 Discussion Papers 1997,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - HARDLE, Wolfgang & HAFNER, Christian M., "undated".
"
**Discrete time option pricing with flexible volatility estimation**," CORE Discussion Papers RP 1439, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & HAFNER, Christian, 1997.
"
- Hardle, W. & Horowitz, J., 2000.
"
**Internet-based econometric computing**," Journal of Econometrics, Elsevier, vol. 95(2), pages 333-345, April.- Härdle, Wolfgang K. & Horowitz, Joel L., 1998.
"
**Internet based econometric computing**," SFB 373 Discussion Papers 1998,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Härdle, Wolfgang K. & Horowitz, Joel L., 1998.
"
- Peter Hall & Wolfgang Härdle & Torsten Kleinow & Peter Schmidt, 2000.
"
**Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient**," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 263-276, October.- Hall, Peter & Härdle, Wolfgang & Kleinow, Torsten & Schmidt, Peter, 1999.
"
**Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient**," SFB 373 Discussion Papers 1999,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Hall, Peter & Härdle, Wolfgang & Kleinow, Torsten & Schmidt, Peter, 1999.
"

#### 1999

- Wolfgang Härdle, 1999.
"
**Testing a Regression Model When We Have Smooth Alternatives in Mind**," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(2), pages 221-238.- Haerdle,Wolfgang & Kneip,Alois, 1992.
"
**Testing aregression model when we have smooth alternatives in mind**," Discussion Paper Serie A 389, University of Bonn, Germany. - Hardle, W. & Kneip, A., 1998.
"
**Testing a Regression Model when we Have Smooth Alternatives in Mind**," Papers 9808, Catholique de Louvain - Institut de statistique.

- Haerdle,Wolfgang & Kneip,Alois, 1992.
"
- 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, vol. 8(2), pages 419-458, December.- Hardle, Wolfgang & Linton, Oliver B. & Sperlich, Stefan, 1998.
"
**Integration and Backfitting methods in additive models: finite sample properties and comparison**," DES - Working Papers. Statistics and Econometrics. WS 6270, Universidad Carlos III de Madrid. Departamento de Estadística.

- Hardle, Wolfgang & Linton, Oliver B. & Sperlich, Stefan, 1998.
"

#### 1998

- Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998.
"
**Semiparametric analysis of German East-West migration intentions: facts and theory**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541.- Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel, 1997.
"
**Semiparametric analysis of German East-West migration intentions: Facts and theory**," SFB 373 Discussion Papers 1998,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Burda, Michael C. & Härdle, Wolfgang & Müller, Marlene & Werwatz, Axel, 1997.
"

#### 1997

- Hardle, W. & Tsybakov, A., 1997.
"
**Local polynomial estimators of the volatility function in nonparametric autoregression**," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November.- Wolfgang HÄRDLE & A. TSYBAKOV, 1995.
"
**Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression**," SFB 373 Discussion Papers 1995,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- Wolfgang HÄRDLE & A. TSYBAKOV, 1995.
"

#### 1995

- Hardle, Wolfgang & Kirman, Alan, 1995.
"
**Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market**," Journal of Econometrics, Elsevier, vol. 67(1), pages 227-257, May. - Hardle, W. & Marron, J. S., 1995.
"
**Fast and simple scatterplot smoothing**," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July.- James Stephen MARRON & Wolfgang HAERDLE, "undated".
"
**Fast and simple scatterplot smoothing**," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin. - Hardle, W. & Marron, A., 1991.
"
**Fast and simple scatterplot smoothing**," CORE Discussion Papers 1991043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Wolfgang HÄRDLE & James S. MARRON, 1994.
"
**Fast and Simple Scatterplot Smoothing**," SFB 373 Discussion Papers 1994,8, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

- James Stephen MARRON & Wolfgang HAERDLE, "undated".
"
- Hardle, W. & Park, B. U., 1995.
"
**Testing increasing dispersion**," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 641-653, June.- B.U.PARK & Wolfgang HAERDLE, "undated".
"
**Testing increasing dispersion**," Statistic und Oekonometrie 9314, Humboldt Universitaet Berlin. - Wolfgang HÄRDLE & Byeong PARK, 1994.
"
**Testing increasing dispersion**," SFB 373 Discussion Papers 1994,2, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - HÄRDLE, Wolfgang & PARK, Byeong, 1992.
"
**Testing increasing dispersion**," CORE Discussion Papers 1992024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- B.U.PARK & Wolfgang HAERDLE, "undated".
"
- 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, vol. 42(1), pages 265-278, December. - Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995.
"
**Estimation of Non-sharp Support Boundaries**," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 205-218, November.

#### 1994

- Horowitz, Joel L. & Härdle, Wolfgang, 1994.
"
**Testing a Parametric Model Against a Semiparametric Alternative**," Econometric Theory, Cambridge University Press, vol. 10(05), pages 821-848, December.- Horowitz, J. & Härdle, W.K., 1992.
"
**Testing a Parametric Model Against a Semiparametric Alternative**," Discussion Paper 1992-19, Tilburg University, Center for Economic Research. - Horowitz, J.L. & Hardle, W., 1992.
"
**Testing a Parametric Model Against a Semiparametric Alternative**," Working Papers 92-06, University of Iowa, Department of Economics.

- Horowitz, J. & Härdle, W.K., 1992.
"

#### 1993

- Hardle, Wolfgang & Manski, Charles F., 1993.
"
**Nonparametric and semiparametric approaches to discrete response analysis**," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 1-2, July. - Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993.
"
**On the inconsistency of bootstrap distribution estimators**," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 11-18, June.- Hall, P. & Hardle, W. & Simar, L., 1991.
"
**On teh inconsistency of bootstrap distribution estimators**," CORE Discussion Papers 1991020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - HALL, Peter & HÄRDLE, Wolfgang & SIMAR, Léopold, "undated".
"
**On the inconsistency of bootstrap distribution estimators**," CORE Discussion Papers RP 1062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hall, P. & Hardle, W. & Simar, L., 1991.
"
- Hardle, Wolfgang & Tsybakov, A. B., 1993.
"
**How sensitive are average derivatives?**," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.- Hardle, W. & Tsybakov, A.B., 1992.
"
**How Sensitive are Average Derivatives?**," Papers 9208, Tilburg - Center for Economic Research. - Hardle, W. & Tsybakov, A., 1991.
"
**How sensitive are average derivates ?**," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Härdle, W.K. & Tsybakov, A.B., 1992.
"
**How sensitive are average derivatives?**," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.

- Hardle, W. & Tsybakov, A.B., 1992.
"

#### 1992

- Härdle, Wolfgang & Hart, Jeffrey D., 1992.
"
**A Bootstrap Test for Positive Definiteness of Income Effect Matrices**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 276-292, June.- HÄRDLE, Wolfgang & HART, Jeffrey D., "undated".
"
**A bootstrap test for positive definiteness of income effect matrices**," CORE Discussion Papers RP 999, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Haerdle,W. & Hart,J.D., 1989.
"
**A bootstrap test forpositive definiteness of income effect matrices**," Discussion Paper Serie A 199, University of Bonn, Germany. - Hardle, W. & Hart, J., 1990.
"
**A bootstrap test for positive definiteness of income effect matrices**," CORE Discussion Papers 1990053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & HART, Jeffrey D., "undated".
"

#### 1991

- Hardle, Wolfgang & Hildenbrand, Werner & Jerison, Michael, 1991.
"
**Empirical Evidence on the Law of Demand**," Econometrica, Econometric Society, vol. 59(6), pages 1525-1549, November.- Haerdle,W. Hildenbrand,W. Jerison,M., 1988.
"
**Empirical evidence on the law of demand**," Discussion Paper Serie A 193, University of Bonn, Germany. - HARDLE, Wolfgang & HILDENBRAND, Werner & JERISON, Michael, "undated".
"
**Empirical evidence on the law of demand**," CORE Discussion Papers RP 968, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Wolfgang Härdle & Werner Hildenbrand & Michael Jerison, 1989.
"
**Empirical Evidence on the Law of Demand**," Discussion Paper Serie A 264a, University of Bonn, Germany.

- Haerdle,W. Hildenbrand,W. Jerison,M., 1988.
"

#### 1990

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

#### 1989

- L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle, 1989.
"
**Book reviews**," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 310-316, December. - Carroll, R. J. & Härdle, W., 1989.
"
**Symmetrized nearest neighbor regression estimates**," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 315-318, February.- Carrol,R.J. & Haerdle,W., 1987.
"
**Symmetrized nearest neighbour regression estimates**," Discussion Paper Serie A 144, University of Bonn, Germany.

- Carrol,R.J. & Haerdle,W., 1987.
"
- Härdle, Wolfgang, 1989.
"
**Asymptotic maximal deviation of M-smoothers**," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May.

#### 1986

- Härdle, Wolfgang, 1986.
"
**Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators**," Journal of Multivariate Analysis, Elsevier, vol. 18(1), pages 150-168, February. - Marron, James Stephen & Härdle, Wolfgang, 1986.
"
**Random approximations to some measures of accuracy in nonparametric curve estimation**," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 91-113, October. - Collomb, Gérard & Härdle, Wolfgang, 1986.
"
**Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations**," Stochastic Processes and their Applications, Elsevier, vol. 23(1), pages 77-89, October.

#### 1984

- Härdle, Wolfgang, 1984.
"
**Robust regression function estimation**," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 169-180, April.

#### Undated

- Matthias R. Fengler & Wolfgang K. Härdle & Enno Mammen, 0.
"
**A semiparametric factor model for implied volatility surface dynamics**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(2), pages 189-218.

### Books

#### 2011

- Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2011.
"
**Statistical Tools for Finance and Insurance (2nd edition)**," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook1101, December.

#### 2005

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

### Chapters

#### 1986

- Hardle, Wolfgang & Linton, Oliver, 1986.
"
**Applied nonparametric methods**," Handbook of Econometrics,in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339 Elsevier.- Härdle, W.K., 1992.
"
**Applied Nonparametric Methods**," Discussion Paper 1992-6, Tilburg University, Center for Economic Research. - HÄRDLE, Wolfgang, 1992.
"
**Applied nonparametric methods**," CORE Discussion Papers 1992003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Oliver LINTON, "undated".
"
**Applied nonparametric methods**," Statistic und Oekonometrie 9312, Humboldt Universitaet Berlin. - Hardle, W., 1992.
"
**Applied Nonparametric Methods**," Papers 9204, Catholique de Louvain - Institut de statistique. - Wolfgang Hardle & Oliver Linton, 1994.
"
**Applied Nonparametric Methods**," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University. - Hardle, W., 1992.
"
**Applied Nonparametric Methods**," Papers 9206, Tilburg - Center for Economic Research.

- Härdle, W.K., 1992.
"

### Software components

Undated material is listed at the end#### Undated

- Wolfgang Haerdle, "undated".
"
**XploRe**," DOS and Windows codes xplore, .