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person:"Härdle, Wolfgang"
subject:"Germany"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Time series analysis
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46
Theory
46
Nichtparametrisches Verfahren
12
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12
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11
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8
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8
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Aufsatz in Zeitschrift
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Härdle, Wolfgang
Phillips, Peter C. B.
56
Franses, Philip Hans
55
Gil-Alaña, Luis A.
44
Gupta, Rangan
32
Taylor, Robert
32
Caporale, Guglielmo Maria
31
McAleer, Michael
31
Koopman, Siem Jan
29
Perron, Pierre
29
Ghysels, Eric
27
Leybourne, Stephen James
26
Lütkepohl, Helmut
26
Bollerslev, Tim
25
Harvey, Andrew C.
25
Koop, Gary
24
Granger, C. W. J.
23
Herwartz, Helmut
23
Hecq, Alain W. J.
22
Hong, Yongmiao
21
Newbold, Paul
20
Yu, Jun
20
Engle, Robert F.
19
Swanson, Norman R.
19
Teräsvirta, Timo
19
Chan, Joshua
18
Hassler, Uwe
18
Mills, Terence C.
18
Moosa, Imad A.
18
Petropoulos, Fotios
18
Asai, Manabu
17
Hall, Stephen G.
17
Hendry, David F.
17
Hyndman, Rob J.
17
Marcellino, Massimiliano
17
Pesaran, M. Hashem
17
Ruiz, Esther
17
Andersen, Torben
16
Assimakopoulos, V.
16
Diebold, Francis X.
16
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
International review of financial analysis
1
Journal of econometrics
1
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1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Quantitative finance
1
Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
16
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1
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
2
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
3
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
4
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
5
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
6
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
7
De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
Saved in:
8
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:
9
Time series modelling with semiparametric factor dynamics
Park, Byeong U.
;
Mammen, Enno
;
Härdle, Wolfgang
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 284-298
Persistent link: https://www.econbiz.de/10003878192
Saved in:
10
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:
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