Access Statistics for Wolfgang Karl Härdle

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for Single Index Models 4 17 62 276 24 81 294 1,007
A Bootstrap Test for Single Index Models 0 0 0 1 0 0 11 86
A Bootstrap Test for Single Index Models 0 0 0 46 1 3 15 753
A Consistent Nonparametric Test for Causality in Quantile 3 10 39 75 6 21 102 147
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics 2 13 50 246 5 22 114 512
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 1 3 37 91 2 7 90 205
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 3 9 67
A bootstrap test for positive definiteness of income effect matrices 0 0 0 0 2 8 25 342
A bootstrap test forpositive definiteness of income effect matrices 0 0 0 0 1 4 7 194
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model 0 0 0 29 0 3 10 980
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 1 4 23 80 8 14 72 156
Adaptive pointwise estimation in time-inhomogeneous time-series models 2 3 13 25 4 6 40 80
Additive Nonparametric Regression on Principal Components 0 0 0 83 0 1 19 274
An Empirical Likelihood Goodness-of-Fit Test for Time Series 0 0 0 79 1 4 39 767
Applied Nonparametric Methods 0 0 0 1 3 8 37 538
Applied Nonparametric Methods 11 31 108 690 17 45 169 1,346
Applied Nonparametric Methods 0 0 0 1 1 4 19 232
Applied nonparametric methods 0 0 0 0 0 1 25 130
Applied nonparametric smoothing techniques 3 8 41 365 13 34 130 928
Asymptotic Normality of Parametric Part in Partial Linear Heteroscedastic Regression Models 0 0 0 6 3 4 8 179
Asymptotic Properties of the Nonparametric Part in Partial Linear Heteroscedastic Regression Models 0 0 0 0 0 3 9 84
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 0 5 22 230
Backtesting Beyond VaR 0 0 0 106 2 8 56 339
Bandwidth choice for average derivative estimation 0 0 0 0 0 3 37 401
Bandwidth choice for density derivatives 0 0 0 0 0 3 11 161
Bandwidth choice for density derivatives 0 0 0 0 0 1 16 441
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 46 1 8 26 251
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 7 36 320
Biased Crossvalidation for a Kernel regression estimator and its derivatives 0 0 0 1 1 8 34 469
Bootstarp Methods in Nonparametric Regression 0 0 0 0 0 7 42 367
Bootstrap Approximations in a Partially Linear Regression Model 0 0 0 9 4 6 17 164
Bootstrap Inference in Semiparametric Generalized Additive Models 2 5 28 260 7 21 78 878
Bootstrap Methods For Time Series 0 0 0 461 15 48 194 2,155
Bootstrap confidence bands 0 0 0 0 0 1 10 130
Bootstrap confidence bands 0 0 0 0 4 12 33 355
Bootstrap simultaneous error bars for nonparametric regression 0 0 0 1 6 15 58 318
Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands 0 0 0 2 6 16 65 636
Calibrating CAT bonds for Mexican earthquakes 4 13 20 20 7 37 75 75
Calibrating CAT bonds for Mexican earthquakes 0 5 38 123 6 19 112 316
Calibration Design of Implied Volatility Surfaces 6 9 40 186 7 14 68 327
Calibration Risk for Exotic Options 7 12 56 306 8 21 147 737
Color Harmonization in Car Manufacturing Process 5 12 66 117 28 100 616 1,233
Common Factors Governing VDAX Movements and the Maximum Loss 0 0 0 73 1 5 28 865
Common Functional Implied Volatility Analysis 3 6 34 123 8 29 120 341
Common Functional Principal Components 2 5 46 201 4 13 114 453
Comparing nonparametric versus parametric regression fits 0 0 0 2 0 15 100 651
Comparing nonparametric versus regression fits 0 0 0 1 0 1 8 272
Component Analysis for Additive Models 0 0 0 17 1 2 8 93
Computational Statistics and Data Visualization 2 4 32 69 6 17 86 163
Connected Teaching of Statistics 0 0 0 0 0 1 8 81
Convenience Yields for CO2 Emission Allowance Futures Contracts 5 17 75 205 15 46 213 534
Cross section Engel curves over time 0 0 0 0 0 6 19 209
DPLS in XploRe - A PLS Approach to Dynamic Path Models 0 0 0 30 1 6 13 124
DSFM fitting of Implied Volatility Surfaces 4 9 32 105 11 19 89 311
Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates 0 0 0 58 1 13 56 461
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 3 16 61 343
Discrete Time Option Pricing with Flexible Volatility Estimation 0 0 0 28 0 2 11 186
Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap 0 0 0 56 0 5 45 440
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation 0 2 30 38 1 8 63 69
Dynamics of State Price Densities 1 2 20 84 3 9 36 164
Efficient Estimation in Single-Index Regression 0 0 0 9 1 2 11 119
Efficient nonparametric smoothing in high dimensions using interactive graphicaL techniques 0 0 0 0 1 3 12 256
Empirical Evidence on the Law of Demand 0 0 0 0 0 5 32 242
Empirical Pricing Kernels and Investor Preferences 1 3 20 63 2 6 42 129
Empirical evidence on the law of demand 0 0 0 1 1 12 41 313
Estimating Probabilities of Default With Support Vector Machines 0 2 13 57 1 6 46 98
Estimating probabilities of default with support vector machines 0 3 22 50 3 10 57 82
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration 2 4 23 70 5 10 57 201
Estimation in an additive model when the components are linked parametrically 0 0 0 0 1 2 9 77
Estimation of Default Probabilities with Support Vector Machines 1 7 35 102 6 24 103 243
Exploratory Graphics of a Financial Dataset 3 5 24 115 8 14 94 299
FFT Based Option Pricing 2 5 43 181 4 14 115 364
Fast and Simple Scatterplot Smoothing 0 0 0 35 0 5 20 204
Fast and simple scatterplot smoothing 1 7 19 148 8 36 138 834
Financial calculations on the net 0 0 0 41 1 3 11 261
Flexible Stochastic Volatility Structures for High Frequency Financial Data 0 0 0 43 0 2 10 206
Flexible Time Series Analysis 0 0 0 21 0 1 4 553
Forecasting the Term Structure of Variance Swaps 4 15 103 444 12 81 360 1,261
From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples 0 0 2 10 0 1 25 67
GHICA - Risk Analysis with GH Distributions and Independent Components 3 6 18 54 6 13 61 157
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 2 15 143
Graphical Data Representation in Bankruptcy Analysis 3 6 43 139 13 34 200 500
How Precise Are Price Distributions Predicted by Implied Binomial Trees? 0 0 0 69 1 2 16 438
How Sensitive are Average Derivatives? 0 0 0 0 1 6 18 170
How far are automatically chosen regression smoothing parametres from their optimum? 0 0 0 1 3 9 45 380
Implied Market Price of Weather Risk 3 12 29 29 10 31 57 57
Independent Component Analysis Via Copula Techniques 5 9 47 99 11 25 125 201
Inhomogeneous Dependency Modelling with Time Varying Copulae 3 9 41 93 7 16 79 190
Integrable e-lements for Statistics Education 0 1 2 9 0 6 32 115
Internet Based Econometric Computing 0 0 0 64 0 2 9 201
Investigations smooth multiple regression by the method of average derivatives 0 0 0 0 1 3 34 629
Iterated bootstrap with applications to frontier models 1 5 11 137 1 5 20 355
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 162 0 2 20 616
Kernel estimation: The equivalent spline smoothing method 0 0 0 3 1 16 74 1,013
Kernel regression smoothing of time series 0 0 0 1 8 23 44 427
Large Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models 0 0 0 1 0 1 13 72
Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model 0 0 0 8 1 5 19 183
Localized Realized Volatility Modelling 3 10 19 19 5 16 31 31
Long Memory Persistence in the Factor of Implied Volatility Dynamics 0 6 23 70 0 10 55 123
MD*ReX: Linking XploRe to Standard Spread-sheet Applications 0 0 0 31 1 10 28 472
MM*Stat - Eine interaktive Einführung in die Welt der Statistik - Exponat auf der CeBit 2001 0 0 0 74 2 3 38 471
Measuring and Modeling Risk Using High-Frequency Data 1 3 93 93 2 6 105 106
Modeling Dependencies in Finance using Copulae 4 23 94 120 8 41 140 142
Multivariate and Semiparametric Kernel Regression 0 0 0 68 1 6 29 470
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 1 57 0 2 11 234
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 10 0 4 11 171
Nonparametric Estimation of Additive Models with Homogeneous Components 0 0 0 11 0 3 10 267
Nonparametric Productivity Analysis 1 3 16 121 3 8 31 199
Nonparametric Risk Management with Generalized Hyperbolic Distributions 1 5 18 99 2 10 46 248
Nonparametric approaches to generalized linear models 0 0 0 0 1 4 23 121
Numerics of Implied Binomial Trees 1 2 22 24 2 5 61 66
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 2 5 47
On adaptive estimation in partial linear models 0 0 0 14 1 3 5 78
On adaptive estimation in partial linear models 0 0 0 5 2 7 19 351
On adaptive smoothing in partial linear models 0 0 0 25 0 6 28 357
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 1 1 1
On bootstrapping Kernel spectral estimates 0 0 0 0 1 7 29 389
On bootstrapping kernel spectralestimates 0 0 0 0 0 3 17 191
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 5 16 31 171
On the Appropriateness of Inappropriate VaR Models 0 1 9 65 0 2 22 155
On the Difficulty to Design Arabic E-learning System in Statistics 1 2 18 54 8 23 153 397
On the Utility of E-Learning in Statistics 3 6 15 47 6 14 59 133
On the choice of Kernel regression estimators: a discussion 0 0 0 0 1 4 4 4
On the use of nonparametric regression for model checking 0 0 0 2 0 5 32 542
Optimal Median Smoothing 0 0 0 1 1 19 71 441
Optimal Median Smoothing 0 0 0 66 0 3 32 372
Optimal smoothing in single index models 0 0 0 0 1 6 24 234
Portfolio Value at Risk Based on Independent Components Analysis 4 8 42 212 7 15 103 427
Predicting Bankruptcy with Support Vector Machines 4 4 43 206 7 13 82 412
QuantNet – A Database-Driven Online Repository of Scientific Information 0 1 6 16 3 12 80 137
Rating Companies with Support Vector Machines 1 6 22 120 2 13 56 283
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns 5 20 84 84 10 43 144 144
Recursive Portfolio Selection with Decision Trees 3 7 34 59 3 17 94 153
Regression smoothing parameters that are not far from their optimum 0 0 0 0 0 3 3 3
Remarks on sliced inverse regression 0 0 0 1 0 3 28 425
Resampling for inference from curves 0 0 0 0 1 2 9 183
Resistant smoothing using the fast Fourier Transform 0 0 0 0 4 13 43 494
Robust Econometrics 3 9 35 160 4 23 103 372
Robust estimation of dimension reduction space 0 1 11 71 1 3 25 158
Robust estimation of dimension reduction space 1 1 7 15 3 4 24 81
Robust locally adaptive nonparametric regression 0 0 0 0 1 5 10 140
Robust nonparametric regression with simultaneous scale curve estimation 0 0 0 1 3 5 21 424
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 30 0 6 21 212
Second order effects in semiparametric weighted least squares regression 0 0 0 0 2 5 26 382
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models 0 0 0 34 1 6 20 210
Semiparametric Analysis of German East-West Migration Intentions: Facts and Theory 0 0 0 7 3 7 15 298
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 65 0 1 22 165
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 53 0 1 16 438
Semiparametric Diffusion Estimation and Application to a Stock Market Model 1 2 12 73 2 9 35 203
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 4 143 5 14 78 612
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 31 0 2 12 335
Semiparametric additive indices for binary response and generalized additive models 0 0 0 6 1 3 12 143
Semiparametric comparision of regression curve 0 0 0 0 1 4 21 349
Semiparametric regression analysis with missing response at random 1 9 31 109 6 29 95 291
Sequential Kernelsmoothing for estimation of zeros and location of extrema of regression functions 0 0 0 0 0 1 7 231
Smoothed L-estimation of regression function 2 4 14 50 3 10 47 165
Smoothing by weighted averaging of rounded points 0 0 0 0 1 5 38 437
Stable Distributions 1 4 21 103 2 5 29 170
Statistics E-learning Platforms Evaluation: Case Study 5 11 82 82 16 37 167 167
Statistics of Risk Aversion 4 6 20 53 5 14 72 161
Strong uniform consistency rates for estimators of conditional functionals 0 0 0 1 2 6 19 293
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns 7 15 72 148 15 40 218 309
Symmetrized nearest neighbour regression estimates 0 0 0 0 2 10 32 702
Teaching Wavelets in XploRe 0 0 0 12 1 3 22 146
Testing Monotonicity of Pricing Kernels 5 6 25 41 6 12 64 102
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 0 0 2 18 263
Testing a Parametric Model against a Semiparametric Model 0 0 0 0 0 1 7 118
Testing a Regression Model when we Have Smooth Alternatives in Mind 0 0 0 1 4 7 24 533
Testing aregression model when we have smooth alternatives in mind 0 0 0 1 1 4 9 283
Testing increasing dispersion 0 0 2 28 0 0 15 219
Testing increasing dispersion 0 0 0 0 0 0 4 51
Testing increasing dispersion 0 0 0 14 0 0 5 129
Testing parametric versus semiparametric modelling in generalized linear models 1 4 18 255 5 11 40 796
The Analysis of Implied Volatilities 0 0 0 67 1 7 22 424
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling 2 10 55 121 6 26 165 261
The Default Risk of Firms Examined with Smooth Support Vector Machines 1 2 21 48 4 12 62 93
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 2 14 23 1 6 35 45
The Dynamics of Implied Volatilities: A Common Principle Components Approach 0 0 0 101 5 8 43 1,228
The Stochastic Fluctuation of the Quantile Regression Curve 1 6 21 33 7 33 110 130
The Three Dimensions of Multimedia Teaching of Statistics 0 0 0 6 1 3 25 113
The interplay between statistics and computing in data ana- lysis 0 0 0 0 1 2 9 205
Time Dependent Relative Risk Aversion 2 4 13 69 4 11 42 189
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 29 0 4 33 357
Time Inhomogeneous Multiple Volatility Modelling 0 1 8 95 0 4 24 172
Time Series Modelling with Semiparametric Factor Dynamics 2 7 28 84 6 16 57 118
Transactions That Did Not Happen and Their Influence on Prices 2 5 11 147 2 9 26 369
Transactions that did not happen and their influence on prices 0 0 0 20 0 4 10 161
Using R, LaTeX and Wiki for an Arabic e-learning platform 3 11 49 62 29 87 420 478
Using Wiki to Build an E-learning System in Statistics in Arabic Language 0 6 21 63 8 28 124 305
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 4 10 90 1 11 54 237
Value-at-Risk Calculations with Time Varying Copulae 3 7 42 180 8 29 142 477
Value-at-Risk and Expected Shortfall when there is long range dependence 5 13 71 126 16 45 205 279
Wachsende Dispersion und Engel-Kurven 0 0 0 0 3 6 31 104
Web quantlets for time series analysis 0 0 0 3 0 1 8 629
Working with the XQC 0 1 3 22 1 2 18 94
XploRe,a computing environment for exploatory regression 0 0 0 1 4 7 23 174
Yxilon – A Client/Server Based Statistical Environment 2 2 14 32 7 19 99 162
e-Learning Statistics - A Selective Review 7 21 100 340 45 112 513 1,485
Total Working Papers 193 570 2,779 12,205 712 2,457 11,629 64,748

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical likelihood goodness-of-fit test for time series 1 2 29 60 1 18 124 200
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 4 6 11 11 6 12 32 32
Asymptotic maximal deviation of M-smoothers 1 4 10 10 2 20 73 73
Book reviews 0 0 0 1 0 0 2 4
Book reviews 0 0 0 1 0 0 3 5
Book reviews 0 0 0 0 0 0 0 0
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 8 14 14 1 16 43 43
Discrete time option pricing with flexible volatility estimation 1 7 26 437 6 18 64 1,427
Efficient estimation in conditional single-index regression 1 3 4 4 1 12 17 17
Empirical Evidence on the Law of Demand 3 8 40 124 5 19 189 717
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration 2 3 5 10 2 5 22 51
Estimation of Non-sharp Support Boundaries 0 1 1 1 1 2 3 3
Fast and simple scatterplot smoothing 0 1 11 18 1 5 36 54
How sensitive are average derivatives? 0 1 5 15 0 7 20 59
Integration and backfitting methods in additive models-finite sample properties and comparison 0 1 17 21 0 6 38 54
Internet-based econometric computing 1 1 5 18 1 7 22 58
Local polynomial estimators of the volatility function in nonparametric autoregression 0 2 16 73 1 9 32 149
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 0 6 26 67 0 12 45 152
Nonparametric and semiparametric approaches to discrete response analysis 0 0 8 52 0 1 12 98
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 1 12 34 1 4 20 101
On extracting information implied in options 0 1 8 14 0 3 23 38
On the Utility of E-Learning in Statistics 1 1 4 6 1 1 16 24
On the appropriateness of inappropriate VaR models 0 0 2 4 0 0 10 28
On the inconsistency of bootstrap distribution estimators 4 11 24 32 4 12 36 54
Random approximations to some measures of accuracy in nonparametric curve estimation 1 4 8 8 1 4 16 16
Robust estimation of dimension reduction space 0 0 2 4 0 2 11 30
Robust regression function estimation 2 4 9 9 2 8 21 21
Semi-parametric estimation of partially linear single-index models 0 1 2 2 0 1 9 9
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 2 18 27 1 10 55 75
Semiparametric Regression Analysis With Missing Response at Random 0 1 9 18 0 7 28 47
Semiparametric analysis of German East-West migration intentions: facts and theory 1 2 11 138 3 9 41 601
Smoothed L-estimation of regression function 1 5 8 8 1 5 15 15
Structural Tests in Additive Regression 1 2 4 10 1 3 7 21
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 9 31 58 1 21 77 203
Symmetrized nearest neighbor regression estimates 1 1 3 3 4 11 26 26
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 4 0 1 3 11
Testing increasing dispersion 0 0 1 3 0 1 5 13
The Dynamics of Implied Volatilities: A Common Principal Components Approach 6 14 69 249 13 40 180 546
Time Inhomogeneous Multiple Volatility Modeling 0 0 0 0 1 5 20 84
Transactions that did not happen and their influence on prices 1 1 10 82 2 12 39 234
Web Quantlets for Time Series Analysis 0 0 2 3 0 2 19 29
Total Journal Articles 33 114 465 1,653 64 331 1,454 5,422

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied nonparametric methods 3 19 129 368 15 50 267 714
Total Chapters 3 19 129 368 15 50 267 714

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XploRe 26 35 177 871 61 98 589 3,221
Total Software Items 26 35 177 871 61 98 589 3,221

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Statistics updated 2009-07-03