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Journal of econometrics
Discussion papers of interdisciplinary research project 373
615
SFB 649 Discussion Paper
211
SFB 649 discussion paper
187
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140
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96
IRTG 1792 Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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Econometric theory
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14
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Journal of the American Statistical Association
10
Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Internet-based econometric computing
Härdle, Wolfgang
;
Horowitz, Joel
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 333-345
Persistent link: https://www.econbiz.de/10001435992
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2
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
3
Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
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4
Nonparametric state price density estimation using constrained least squares and the bootstrap
Yatchew, Adonis John
;
Härdle, Wolfgang
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 579-599
Persistent link: https://www.econbiz.de/10003359592
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5
Dynamics of state price densities
Härdle, Wolfgang
;
Hlávka, Zdeněk
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847475
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6
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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7
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:
8
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
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9
SONIC: SOcial Network analysis with Influencers and Communities
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Klochkov, Yegor
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 177-220
Persistent link: https://www.econbiz.de/10013441744
Saved in:
10
Robustifying Markowitz
Petukhina, Alla
;
Klochkov, Yegor
;
Härdle, Wolfgang
; …
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015074495
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