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person:"Härdle, Wolfgang"
subject:"Estimation theory"
~person:"Baetge, Jörg"
~subject:"Germany"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Germany
Theorie
50
Theory
50
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Time series analysis
11
Zeitreihenanalyse
11
Estimation
8
Risikomaß
8
Risk measure
8
Schätzung
8
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8
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Aufsatz in Zeitschrift
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Härdle, Wolfgang
Baetge, Jörg
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
27
Li, Qi
25
Pesaran, M. Hashem
24
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
Giles, David E. A.
19
Krämer, Walter
19
McAleer, Michael
19
Gouriéroux, Christian
18
Horowitz, Joel
18
King, Maxwell L.
17
Lee, Lung-fei
17
Robinson, Peter M.
17
Ullah, Aman
17
Granger, C. W. J.
16
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Schmidt, Peter
15
Bai, Jushan
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
Bera, Anil K.
13
Franses, Philip Hans
13
Ghysels, Eric
13
Godfrey, L. G.
13
Linton, Oliver
13
Rilstone, Paul
13
Smith, Richard J.
13
Diebold, Francis X.
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Perron, Pierre
12
Simar, Léopold
12
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11
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11
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Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Finance and stochastics
1
Journal of econometrics
1
Journal of productivity analysis
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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Review of derivatives research
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ECONIS (ZBW)
10
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1
Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo
;
Härdle, Wolfgang
;
Krätschmer, Volker
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003910560
Saved in:
2
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
3
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
4
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
5
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
6
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
7
Iterated bootstrap with applications to frontier models
Hall, Peter
- In:
Journal of productivity analysis
6
(
1995
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001178086
Saved in:
8
Kernel estimation : the equivalent spline smoothing method
Härdle, Wolfgang
- In:
Publications de l'Institut de Statistique de …
38
(
1994
)
3
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001173864
Saved in:
9
Testing a parametric model against a semiparametric alternative
Horowitz, Joel
- In:
Econometric theory
10
(
1994
)
5
,
pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
Saved in:
10
A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang
- In:
Econometric theory
8
(
1992
)
2
,
pp. 276-290
Persistent link: https://www.econbiz.de/10001128732
Saved in:
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