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Ngoc MT, Osipenko M, Härdle WK, Burdejova P (2018) Principal Components in an Asymmetric Norm, Journal of Multivariate Analysis, accepted 20180808
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Trimborn S, Härdle WK (2018) CRIX an Index for Cryptocurrencies, Journal of Empirical Finance, accepted 20180801
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Chao SK, Härdle WK, Sheen J, Trück S, Wang BZ (2018) A note on the impact of news on US household inflation expectations, Journal of Macroeconomic Dynamics, accepted 20180625
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Chen CYH, Chiang CT, Härdle WK (2018) Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries, Journal of Banking and Finance, DOI: https://doi.org/10.1016/j.jbankfin.2018.05.012
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Li YX, Huang C, Härdle WK (2018) Spatial Functional Principal Component Analysis with Applications to Brain Image Data, Journal of Multivariate Analysis, accepted 20180502
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Zhu X, Wang W, Wang H, Härdle WK (2018) Network Quantile Autoregression, Journal of Econometrics, accepted 20180409
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Chen CYH, Härdle WK, Okhrin Y (2018) Tail event driven networks of SIFIs, Journal of Econometrics, accepted 20180109
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Grith M, Härdle WK, Kneip, Wagner H (2018) Functional Principal Component Analysis for Derivatives of Multivariate Curves, Statistica Sinica, DOI: 10.5705/ss.202017.0199
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Belomestny D, Härdle WK, Krymova E (2017) Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation, International Journal of Theoretical and Applied Finance, DOI: https://doi.org/10.1142/S0219024917500418
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Liu R, Härdle WK, Zhang G (2017) Statistical Inference for Generalized Additive Partially Linear Model, Journal of Multivariate Analysis, DOI: 10.1016/j.jmva.2017.07.011
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Fan Y, Härdle WK, Wang W, Zhu L (2017) Single-Index-Based CoVaR With Very High-Dimensional Covariates, Journal of Business and Economic Statistics, DOI: 10.1080/07350015.2016.1180990
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Härdle WK, Lee DK, Nasekin S, Petukhina A (2017) Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets, Journal of Asset Management , DOI: 10.1057/s41260-017-0060-9
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Guo MM, Härdle WK (2017) Adaptive Interest Rate Modeling, Journal of Forecasting, DOI: 10.1002/for.2431
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Härdle WK, Huang LS (2017) Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models, Journal of Business and Economic Statistics, DOI: 10.1080/07350015.2017.1330693
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Lu MJ, Härdle WK, Chen CYH (2016) Copula-Based Factor Model for Credit Risk Analysis, Review of Quantitative Finance and Accounting, DOI: 10.1007/s11156-016-0613-x
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Härdle WK, López Cabrera B, Okhrin O, Wang W (2016) Localizing temperature risk, Journal of the American Statistical Association, DOI: 10.1080/01621459.2016.1180985
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Wang Q, Zhang T, Härdle WK (2016) An Extended Single-index Model with Missing Response at Random, Scandinavian Journal of Statistics, DOI: 10.1111/sjos.12233
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Dai X, Härdle WK, Yu K (2016) Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study, Journal of Applied Statistics, DOI: 10.1080/02664763.2016.1155203
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Härdle WK, Huang C (2016) Discussion on "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings" by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger, Journal of the Royal Statistical Society: Series B Statistical Methodology 78(3): 545, DOI: 10.1111/rssb.12154
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Härdle WK, Silyakova E (2016) Implied basket Correlation Dynamics, Statistics and Risk Modelling, DOI: 10.1515/strm-2014-1176
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Chen S, Jeong K, Härdle WK (2015) Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns, Computational Statistics, DOI: 10.1007/s00180-014-0543-9
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Härdle WK, Vogt A (2015) Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual, International Statistical Review, DOI: 10.1111/insr.12083
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Chen YC, Härdle WK (2015) Common factors in credit defaults swap markets, Computational Statistics, DOI: 10.1007/s00180-015-0578-6
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Choros B, Härdle WK, Okhrin O (2015) A semiparametric factor model for CDO Surfaces Dynamics, Journal of Multivariate Analysis, DOI: 10.1016/j.jmva.2015.09.002
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Grith M, Härdle WK, Krätschmer V (2015) Reference Dependent Preferences and the EPK Puzzle, Review of Finance, DOI: 10.1093/rof/rfv062
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Zheng S, Liu R, Yang L, Härdle WK (2015) Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection, TEST, DOI: 10.1007/s11749-016-0480-8
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Chao SK, Proksch K, Dette H, Härdle WK (2015) Confidence Corridors for Multivariate Generalized Quantile Regression, Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2015.1054493
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Härdle WK, Hautsch N, Mihoci A (2015) Local Adaptive Multiplicative Error Models for High-Frequency Forecasts, Journal of Applied Econometrics, 30(4), 529-550, DOI: 10.1002/jae.2376
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Härdle WK, López Cabrera B, Teng HW (2015) State Price Densities implied from weather derivatives, Insurance: Mathematics and Economics, DOI: 10.1016/j.insmatheco.2015.05.001
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Zhang JZ, Härdle WK, Chen YC, Bommes E (2015) Distillation of News Flow into Analysis of Stock Reactions, Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2015.1110525
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Chen YC, Härdle WK (2015) Common Factors in credit default swap markets, Computational Statistics, 30(3), 845-863, DOI: 10.1007/s00180-015-0578-6
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Stahlschmidt S, Härdle WK, Thome H (2015) An Application of Principal Component Analysis on Multivariate Time Stationary Spatio Temporal Data, Spatial Economic Analysis, 10(2), 160-180, DOI: 10.1080/17421772.2015.1023339
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Majer P, Mohr PNC, Heekeren HR, Härdle WK (2015) Portfolio Decisions and Brain Reactions via the CEAD method, Psychometrika, DOI: 10.1007/s11336-015-9441-5
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Chen RB, Guo MH, Härdle WK, Huang SF (2015) COPICA - Independent Component Analysis Via Copula Techniques, Statistics and Computing, 25(2), 273-288, DOI: 10.1007/s11222-013-9431-3
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Härdle WK, Ritov Y, Wang W (2015) Tie the straps: Uniform bootstrap confidence bands for bounded influence curve estimators, J. Multivariate Analysis, 134, 129-145, DOI: 10.1016/j.jmva.2014.11.003
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Chen S, Chen D, Härdle WK (2014) The Influence of Oil Price Shocks on China’s Macro-economy: A Perspective of International Trade, Journal of governance and regulation, ISSN: 2306-6784
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Wang W, Okhrin O, Härdle WK (2014) Hidden Markov Structures for dynamic copulae, J. Econometric Theory, DOI: 10.1017/S0266466614000607
- Härdle WK, Vogt A (2014) Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual, Intern. Stat. Review, DOI: 10.1111/insr.12083
- Gu L, Wang L, Härdle WK, Yang L (2014) A simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data, TEST, DOI: 10.1007/s11749-014-0392-4
- Härdle WK, Majer P (2014) Yield Curve Modeling and Forecasting using Semi parametric Factor Dynamics, The European Journal of Finance, DOI: 10.1080/1351847X.2014.926281
- Chen S, Härdle WK (2014) Dynamic activity analysis model-based win-win development forecasting under environmental regulations in China, Computational Statistics, DOI: 10.1007/s00180-014-0505-2
- Song R, Härdle WK, Ritov J (2014) High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model, Econometrics Journal, 17, 1-32, DOI: 10.1111/ectj.12024
- Härdle WK, Wang W (2014) Principle Volatility Component Analysis (a Discussion), Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2014.898585
- Golubev Y, Härdle WK, Timofeev R (2014) Testing Monotonicity of Pricing Kernels, AStA - Advances in Statistical Analysis, DOI: 10.1007/s10182-014-0225-5
- Härdle WK, Okhrin Y, Wang W (2014) Uniform confidence bands for pricing kernels, Journal of Financial Econometrics, DOI: 10.1093/jjfinec/nbu002
- Chen RB, Chen Y, Härdle WK (2014) TVICA - Time varying independent component analysis, Computational Statistics and Data Analysis, 74, 95-109, DOI: 10.1007/s10182-014-0225-5
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