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Estimating probabilities of default with support vector machines

Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2007

SFB 649 Discussion Paper 2007-035 Estimating Probabilities of Default With Support Vector Machines Wolfgang Härdle* Rouslan Moro** Dorothea Schäfer*** * Humboldt-Universität zu Berlin, Germany ** Humboldt-Universität zu Berlin & DIW Berlin, Germany *** DIW...

Persistent link: https://www.econbiz.de/10004899821

Adaptive estimation for a time inhomogeneous stochastic-volatility model

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

Persistent link: https://www.econbiz.de/10001470372

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Persistent link: https://www.econbiz.de/10000992362

Semiparametric analysis of German East-West migration intentions : facts and theory

Burda, Michael C.; Härdle, Wolfgang; Müller, Marlene; … - In: Journal of applied econometrics 13 (1998) 5, pp. 525-541

Persistent link: https://www.econbiz.de/10001250503

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001595495

Common factors governing VDAX movements and the maximum loss

Härdle, Wolfgang; Schmidt, Peter - 2000

Persistent link: https://www.econbiz.de/10001555314

The dynamics of implied volatilities : a common principle components approach

Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001

Persistent link: https://www.econbiz.de/10001609556

Semiparametric diffusion estimation and application to a stock market model

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001619299

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient

Hall, Peter (contributor); Härdle, Wolfgang (contributor); … - 1999

Persistent link: https://www.econbiz.de/10001413436

Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998

Persistent link: https://www.econbiz.de/10000168636

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