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~person:"Härdle, Wolfgang"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Theorie
46
Theory
46
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Time series analysis
12
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10
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Härdle, Wolfgang
Gil-Alaña, Luis A.
67
Phillips, Peter C. B.
60
Franses, Philip Hans
59
Gupta, Rangan
36
Teräsvirta, Timo
35
Koop, Gary
33
Taylor, Robert
33
Lütkepohl, Helmut
32
Caporale, Guglielmo Maria
30
Koopman, Siem Jan
30
McAleer, Michael
30
Perron, Pierre
30
Leybourne, Stephen James
27
Harvey, Andrew C.
24
Hecq, Alain W. J.
24
Hong, Yongmiao
23
Ghysels, Eric
21
Granger, C. W. J.
21
Lucas, André
21
Newbold, Paul
21
Swanson, Norman R.
21
Chan, Joshua
20
Chang, Tsangyao
20
Hassler, Uwe
20
Herwartz, Helmut
20
Hyndman, Rob J.
19
Kapetanios, George
19
Marcellino, Massimiliano
19
McElroy, Tucker
19
Mills, Terence C.
19
Moosa, Imad A.
19
Saikkonen, Pentti
19
Hallin, Marc
18
Hendry, David F.
18
Petropoulos, Fotios
18
Dijk, Dick van
17
Engle, Robert F.
17
Johansen, Søren
17
Peña, Daniel
17
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17
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International statistical review : a journal of the International Statistical Institute and its associations
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of banking & finance
1
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1
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1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
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Quantitative finance
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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
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:
2
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
3
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:
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
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:
7
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:
8
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:
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
Bootstrap methods for time series
Härdle, Wolfgang
;
Horowitz, Joel
;
Kreiss, Jens-Peter
- In:
International statistical review : a journal of the …
71
(
2003
)
1
,
pp. 435-459
Persistent link: https://www.econbiz.de/10001779873
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