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Härdle, Wolfgang Karl
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Journal of the American Statistical Association : JASA
2
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
2
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Conditional and dynamic convex risk measures
Detlefsen, Kai
;
Scandolo, Giacomo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 539-562
Persistent link: https://www.econbiz.de/10008214150
Saved in:
2
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/10008240469
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3
Does hedging with implied volatility factors improve the hedging efficiency of barrier options?
Borak, Szymon
;
Fengler, Matthias R.
;
Härdle, Wolfgang K.
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10009911474
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4
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang Karl
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-626
Persistent link: https://www.econbiz.de/10009996259
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5
Simultaneous confidence bands for expectile functions
Guo, Mengmeng
;
Härdle, Wolfgang Karl
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
96
(
2012
)
4
,
pp. 517-542
Persistent link: https://www.econbiz.de/10010036476
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6
De copulis non est disputandum
Härdle, Wolfgang Karl
;
Okhrin, Ostap
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
94
(
2010
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10008394551
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7
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Karl Härdle, Wolfgang
;
Osipenko, Maria
- In:
The energy journal
33
(
2012
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10009961090
Saved in:
8
Localized Realized Volatility Modeling
Chen, Ying
;
Karl Härdle, Wolfgang
;
Pigorsch, Uta
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
492
,
pp. 1376-1394
Persistent link: https://www.econbiz.de/10008819034
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