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subject:"United States"
~person:"Härdle, Wolfgang"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Article in journal"
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United States
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12
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Härdle, Wolfgang
Gupta, Rangan
32
Heckman, James J.
27
Bollerslev, Tim
26
McAleer, Michael
24
Chavas, Jean-Paul
22
Caporale, Guglielmo Maria
21
Diebold, Francis X.
20
Serletis, Apostolos
19
Wohar, Mark E.
19
Acemoglu, Daron
18
Gil-Alaña, Luis A.
18
MacDonald, Ronald
18
Christiano, Lawrence J.
17
Engle, Robert F.
17
Franses, Philip Hans
17
Glaeser, Edward L.
17
Uri, Noel Dean
17
Bekaert, Geert
16
Caballero, Ricardo J.
16
Ferson, Wayne E.
16
Hall, Robert Ernest
16
Lansing, Kevin J.
16
Andersen, Torben
15
Asai, Manabu
15
Eichenbaum, Martin S.
15
Fabozzi, Frank J.
15
Ghysels, Eric
15
Laporte, Gilbert
15
Pierdzioch, Christian
15
Slottje, Daniel Jonathan
15
Wright, Jonathan H.
15
Aït-Sahalia, Yacine
14
Herwartz, Helmut
14
Lo, Andrew W.
14
Longstaff, Francis A.
14
Miceli, Thomas J.
14
Stock, James H.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
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13
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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 applied econometrics
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Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
12
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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
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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