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~person:"Härdle, Wolfgang"
~person:"Koskela, Erkki"
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Härdle, Wolfgang
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ECONIS (ZBW)
30
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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
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
3
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
4
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:
5
Factorisable multitask quantile regression
Chao, Shih-Kang
;
Härdle, Wolfgang
;
Yuan, Ming
- In:
Econometric theory
37
(
2021
)
4
,
pp. 794-816
Persistent link: https://www.econbiz.de/10012618203
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6
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:
7
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
8
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
9
Investing with cryptocurrencies : a liquidity constrained investment approach
Trimborn, Simon
;
Li, Mingyang
;
Härdle, Wolfgang
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 280-306
Persistent link: https://www.econbiz.de/10012232957
Saved in:
10
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
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