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1

[Lecture Notes in Statistics] Copula Theory and Its Applications Volume 198 ||

Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl, Rychlik, Tomasz

Year:

2010

Language:

english

File:

PDF, 4.03 MB

english, 2010

2

Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics

Chen, Ying, Chua, Wee Song, Härdle, Wolfgang Karl

Journal:

Quantitative Finance

Year:

2019

Language:

english

File:

PDF, 1.42 MB

english, 2019

3

Downside risk and stock returns in the G7 countries: an empirical analysis of their long-run and short-run dynamics

Chen, Cathy Yi-Hsuan, Chiang, Thomas C., Härdle, Wolfgang Karl

Journal:

Journal of Banking & Finance

Year:

2018

Language:

english

File:

PDF, 1.36 MB

english, 2018

4

Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

Härdle, Wolfgang Karl, Lee, David Kuo Chuen, Nasekin, Sergey, Petukhina, Alla

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 1.12 MB

english, 2017

5

Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach*

Trimborn, Simon, Li, Mingyang, Härdle, Wolfgang Karl

Journal:

Journal of Financial Econometrics

Year:

2019

Language:

english

File:

PDF, 1.17 MB

english, 2019

6

[Springer Texts in Statistics] Basics of Modern Mathematical Statistics ||

Härdle, Wolfgang Karl, Spokoiny, Vladimir, Panov, Vladimir, Wang, Weining

Year:

2014

Language:

english

File:

PDF, 3.60 MB

english, 2014

7

[Lecture Notes in Statistics] Copula Theory and Its Applications Volume 198 || Copula-Based Measures of Multivariate Association

Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl, Rychlik, Tomasz

Year:

2010

Language:

english

File:

PDF, 548 KB

english, 2010

8

[Springer Handbooks of Computational Statistics] Handbook of Big Data Analytics ||

Härdle, Wolfgang Karl, Lu, Henry Horng-Shing, Shen, Xiaotong

Year:

2018

Language:

english

File:

PDF, 15.86 MB

english, 2018

9

[Lecture Notes in Statistics] Copula Theory and Its Applications Volume 198 || Copula Theory: An Introduction

Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl, Rychlik, Tomasz

Year:

2010

Language:

english

File:

PDF, 558 KB

english, 2010

10

Handbook of Computational Statistics Volume 45 || Bagging, Boosting and Ensemble Methods

Gentle, James E., Härdle, Wolfgang Karl, Mori, Yuichi

Year:

2012

Language:

english

File:

PDF, 675 KB

english, 2012

11

Handbook of Computational Statistics || The Grammar of Graphics

Gentle, James E., Härdle, Wolfgang Karl, Mori, Yuichi

Year:

2012

Language:

english

File:

PDF, 832 KB

english, 2012

12

The Implied Market Price of Weather Risk

Härdle, Wolfgang Karl, Cabrera, Brenda López

Journal:

Applied Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 1.11 MB

english, 2012

13

TENET: Tail-event driven NETwork risk

Härdle, Wolfgang Karl, Wang, Weining, Yu, Lining

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 524 KB

english, 2016

14

Implied basket correlation dynamics

Härdle, Wolfgang Karl, Silyakova, Elena

Journal:

Statistics & Risk Modeling

Year:

2016

Language:

english

File:

PDF, 6.76 MB

english, 2016

15

[Statistics and Computing] Applied Quantitative Finance || Risk Analysis of Cryptocurrency as an Alternative Asset Class

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 571 KB

english, 2017

16

[Springer Handbooks of Computational Statistics] Handbook of Big Data Analytics || Q3-D3-LSA: D3.js and Generalized Vector Space Models for Statistical Computing

Härdle, Wolfgang Karl, Lu, Henry Horng-Shing, Shen, Xiaotong

Year:

2018

Language:

english

File:

PDF, 3.51 MB

english, 2018

17

CRIX an Index for cryptocurrencies

Trimborn, Simon, Härdle, Wolfgang Karl

Journal:

Journal of Empirical Finance

Year:

2018

Language:

english

File:

PDF, 772 KB

english, 2018

18

Difference based ridge and Liu type estimators in semiparametric regression models

Esra Akdeniz Duran, Wolfgang Karl Härdle, Maria Osipenko

Journal:

Journal of Multivariate Analysis

Year:

2012

Language:

english

File:

PDF, 472 KB

english, 2012

19

Computational Statistics (Journal)

Wolfgang Karl Härdle, Yuichi Mori, Jürgen Symanzik

Journal:

Wiley Interdisciplinary Reviews: Computational Statistics

Year:

2012

Language:

english

File:

PDF, 757 KB

english, 2012

20

Statistics of Financial Markets || Copulae and Value at Risk

Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias

Year:

2011

Language:

english

File:

PDF, 2.83 MB

english, 2011

21

Handbook of Computational Statistics || Support Vector Machines

Gentle, James E., Härdle, Wolfgang Karl, Mori, Yuichi

Year:

2012

Language:

english

File:

PDF, 822 KB

english, 2012

22

Handbook of Computational Statistics || Bayesian Computational Methods

Gentle, James E., Härdle, Wolfgang Karl, Mori, Yuichi

Year:

2012

Language:

english

File:

PDF, 1.96 MB

english, 2012

23

Handbook of Computational Statistics || Econometrics

Gentle, James E., Härdle, Wolfgang Karl, Mori, Yuichi

Year:

2012

Language:

english

File:

PDF, 451 KB

english, 2012

24

Handbook of Computational Statistics || Saddlepoint Approximations: A Review and Some New Applications

Gentle, James E., Härdle, Wolfgang Karl, Mori, Yuichi

Year:

2012

Language:

english

File:

PDF, 468 KB

english, 2012

25

Applied Multivariate Statistical Analysis || A Short Excursion into Matrix Algebra

Härdle, Wolfgang Karl, Simar, Léopold

Year:

2012

Language:

english

File:

PDF, 377 KB

english, 2012

26

[Lecture Notes in Statistics] Copulae in Mathematical and Quantitative Finance Volume 213 ||

Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl

Year:

2013

Language:

english

File:

PDF, 5.36 MB

english, 2013

27

Statistics of Financial Markets ||

Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias

Year:

2011

Language:

english

File:

PDF, 12.46 MB

english, 2011

28

Valuation of collateralized debt obligations with hierarchical Archimedean copulae

Choroś-Tomczyk, Barbara, Härdle, Wolfgang Karl, Okhrin, Ostap

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 2.31 MB

english, 2013

29

A generalized ARFIMA process with Markov-switching fractional differencing parameter

Tsay, Wen-Jen, Härdle, Wolfgang Karl

Journal:

Journal of Statistical Computation and Simulation

Year:

2009

Language:

english

File:

PDF, 547 KB

english, 2009

30

Comment

Härdle, Wolfgang Karl, Wang, Weining

Journal:

Journal of Business and Economic Statistics

Year:

2014

Language:

english

File:

PDF, 110 KB

english, 2014

31

Applied Multivariate Statistical Analysis ||

Härdle, Wolfgang Karl, Simar, Léopold

Year:

2015

Language:

english

File:

PDF, 11.83 MB

english, 2015

32

Copula dynamics in CDOs

Choroś-Tomczyk, Barbara, Härdle, Wolfgang Karl, Overbeck, Ludger

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 538 KB

english, 2014

33

[Lecture Notes in Statistics] Copula Theory and Its Applications Volume 198 || Parameter Estimation and Application of the Multivariate Skew t-Copula

Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl, Rychlik, Tomasz

Year:

2010

Language:

english

File:

PDF, 371 KB

english, 2010

34

Multivariate Statistics || Principal Component Analysis

Härdle, Wolfgang Karl, Hlávka, Zdeněk

Year:

2015

Language:

english

File:

PDF, 533 KB

english, 2015

35

Ladislaus von Bortkiewicz-Statistician, Economist and a European Intellectual

Härdle, Wolfgang Karl, Vogt, Annette B.

Journal:

International Statistical Review

Year:

2015

Language:

english

File:

PDF, 1.32 MB

english, 2015

36

The EFM approach for single-index models

Cui, Xia, Härdle, Wolfgang Karl, Zhu, Lixing

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.82 MB

english, 2011

37

Copula-based factor model for credit risk analysis

Lu, Meng-Jou, Chen, Cathy Yi-Hsuan, Härdle, Wolfgang Karl

Journal:

Review of Quantitative Finance and Accounting

Year:

2016

Language:

english

File:

PDF, 1.21 MB

english, 2016

38

HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE

Härdle, Wolfgang Karl, Okhrin, Ostap, Wang, Weining

Journal:

Econometric Theory

Year:

2014

Language:

english

File:

PDF, 1.57 MB

english, 2014

39

[Statistics and Computing] Applied Quantitative Finance || Stress Testing in Credit Portfolio Models

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 630 KB

english, 2017

40

[Statistics and Computing] Applied Quantitative Finance || Portfolio Selection with Spectral Risk Measures

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 580 KB

english, 2017

41

[Statistics and Computing] Applied Quantitative Finance || Copulae in High Dimensions: An Introduction

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 981 KB

english, 2017

42

[Statistics and Computing] Applied Quantitative Finance || Implementation of Local Stochastic Volatility Model in FX Derivatives

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 524 KB

english, 2017

43

[Statistics and Computing] Applied Quantitative Finance || Dynamic Topic Modelling for Cryptocurrency Community Forums

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 630 KB

english, 2017

44

[Statistics and Computing] Applied Quantitative Finance || Market Based Credit Rating and Its Applications

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger

Year:

2017

Language:

english

File:

PDF, 572 KB

english, 2017

45

SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION

BELOMESTNY, DENIS, HÄRDLE, WOLFGANG KARL, KRYMOVA, EKATERINA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 753 KB

english, 2017

46

[Statistics and Computing] Basic Elements of Computational Statistics ||

Härdle, Wolfgang Karl, Okhrin, Ostap, Okhrin, Yarema

Year:

2017

Language:

english

File:

PDF, 13.09 MB

english, 2017

47

Data science and digital society

Chen, Cathy Yi-Hsuan, Härdle, Wolfgang Karl

Journal:

Proceedings of the International Conference on Business Excellence

Year:

2017

Language:

english

File:

PDF, 908 KB

english, 2017

48

[Springer Handbooks of Computational Statistics] Handbook of Big Data Analytics || A Tutorial on : R Package for the Linearized Bregman Algorithm in High-Dimensional Statistics

Härdle, Wolfgang Karl, Lu, Henry Horng-Shing, Shen, Xiaotong

Year:

2018

Language:

english

File:

PDF, 1019 KB

english, 2018

49

[Springer Handbooks of Computational Statistics] Handbook of Big Data Analytics || Analysis of High-Dimensional Regression Models Using Orthogonal Greedy Algorithms

Härdle, Wolfgang Karl, Lu, Henry Horng-Shing, Shen, Xiaotong

Year:

2018

Language:

english

File:

PDF, 375 KB

english, 2018

50

[Springer Handbooks of Computational Statistics] Handbook of Big Data Analytics || Compressive Sensing and Sparse Coding

Härdle, Wolfgang Karl, Lu, Henry Horng-Shing, Shen, Xiaotong

Year:

2018

Language:

english

File:

PDF, 366 KB

english, 2018