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The Bayesian additive classification tree applied to credit risk modelling

Zhang, Junni L. (contributor); Härdle, Wolfgang (contributor) - 2008

SFB 649 Discussion Paper 2008-003 S FB 6 4 9 E C O N O M I C R I S K B E R L I N The Bayesian Additive Classification Tree Applied to Credit Risk Modelling Junni L. Zhang*...

Persistent link: https://www.econbiz.de/10004910626

Spatial risk premium on weather derivates and hedging weather exposure in electricity

Härdle, Wolfgang Karl; Osipenko, Maria - 2011

Persistent link: https://www.econbiz.de/10009128585

Applied multivariate statistical analysis

Härdle, Wolfgang; Simar, Léopold - 2012 - 3. ed.

Persistent link: https://www.econbiz.de/10009420856

Statistical tools for finance and insurance

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005

Persistent link: https://www.econbiz.de/10004241912

Predicting bankruptcy with support vector machines

Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2005

Persistent link: https://www.econbiz.de/10004246186

FFT based option pricing

Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10004246200

Common functional implied volatility analysis

Benko, Michal; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10004246207

Nonparametric and semiparametric approaches to discrete response analysis

Härdle, Wolfgang (contributor) - In: Journal of econometrics / Annals 1993,3 (1993)

Persistent link: https://www.econbiz.de/10004150434

Einführung in die Statistik der Finanzmärkte

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2004 - 2. Aufl.

Persistent link: https://www.econbiz.de/10004541961

Generalized single-index models : the EFM approach

Cui, Xia; Härdle, Wolfgang; Zhu, Lixing - 2009

Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...

Persistent link: https://www.econbiz.de/10004545747