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Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2019 - Fifth edition

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Applied quantitative finance

Härdle, Wolfgang (ed.); Chen, Cathy Yi-Hsuan (ed.); … - 2017 - Third edition

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Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2015 - 4. ed.

Persistent link: https://www.econbiz.de/10010485660

Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2004

Persistent link: https://www.econbiz.de/10002071301

Statistics of financial markets : exercises and solutions

Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2010 - 1. Aufl.

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Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2011 - 3. ed.

Persistent link: https://www.econbiz.de/10008661923

TVICA - time varying independent component analysis and its application to financial data

Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang - 2011

Source extraction and dimensionality reduction are important in analyzing high dimensional and complex financial time series that are neither Gaussian distributed nor stationary. Independent component analysis (ICA) method can be used to factorize the data into a linear combination of...

Persistent link: https://www.econbiz.de/10009266846

Statistics of financial markets : exercises and solutions

Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2013 - 2. ed.

Persistent link: https://www.econbiz.de/10009693434

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

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Modeling dependencies with copulae

Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009

Persistent link: https://www.econbiz.de/10003745932