Access Statistics for Wolfgang Karl Härdle

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Working Paper File Downloads Abstract Views
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A Machine Learning Based Regulatory Risk Index for Cryptocurrencies 0 0 0 40 0 0 13 61
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 0 0 7 93
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 6 325
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 0 5 106
A bootstrap test for positive definiteness of income effect matrices 0 0 0 3 0 0 6 28
A bootstrap test for single index models 0 0 0 64 0 0 4 279
A confidence corridor for expectile functions 0 0 1 39 0 0 9 214
A confidence corridor for sparse longitudinal data curves 0 0 0 47 0 2 10 220
A consistent nonparametric test for causality in quantile 0 1 1 162 0 2 19 417
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 31 0 1 14 44
A dynamic semiparametric factor model for implied volatility string dynamics 0 1 2 355 1 3 17 888
A financial risk meter for China 0 0 0 21 0 1 14 43
A first econometric analysis of the CRIX family 0 0 0 32 0 0 14 140
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 2 151 0 0 12 437
A joint analysis of the KOSPI 200 option and ODAX option markets dynamics 0 0 0 47 0 1 5 251
A microeconomic explanation of the EPK paradox 0 0 0 34 0 0 12 243
A mortality model for multi-populations: A semi-parametric approach 0 0 0 23 0 0 12 43
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 33 0 2 6 105
A time-varying network for cryptocurrencies 0 0 0 19 0 0 15 37
Academic ranking scales in economics: Prediction and imputation 0 0 0 52 0 1 15 93
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 1 13 61
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 35 0 0 3 167
Adaptive interest rate modelling 0 0 0 88 0 2 15 183
Adaptive order flow forecasting with multiplicative error models 0 0 0 100 0 1 16 123
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 0 0 11 238
Adaptive weights clustering of research papers 0 0 0 15 0 2 5 33
Additive Nonparametric Regression on Principal Components 0 0 0 36 0 0 6 176
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 1 8 229
An application of principal component analysis on multivariate time-stationary spatio-temporal data 0 0 0 92 1 2 14 281
An empirical likelihood goodness-of-fit test for time series 0 0 0 97 0 0 9 533
An extended single index model with missing response at random 0 0 0 45 0 0 11 115
An introduction to simulation of risk processes 0 0 2 50 0 1 12 224
Analysis of deviance in generalized partial linear models 0 0 0 41 0 1 6 87
Antisocial Online Behavior Detection Using Deep Learning 0 0 0 4 0 0 11 43
Applied Nonparametric Methods 0 0 2 1,186 0 2 21 2,474
Applied nonparametric smoothing techniques 0 0 0 421 0 1 4 1,175
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 0 8 199
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 1 8 189
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 4 0 1 8 124
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 0 1 10 372
Backtesting beyond VaR 0 0 0 117 0 0 3 399
Bandwith choice for average derivative estimation 0 0 0 21 0 0 7 33
Bandwith choice for density derivatives 0 0 0 0 0 0 6 24
Bayesian Networks and sex-related homicides 0 0 0 38 0 0 8 135
Beta-boosted ensemble for big credit scoring data 0 0 0 47 0 0 8 55
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 0 2 162
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 1 7 388
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 1 1 7 31
Blockchain mechanism and distributional characteristics of cryptos 0 0 0 9 0 0 12 41
Bootstarp Methods in Nonparametric Regression 0 0 0 0 1 1 8 437
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 0 304 0 0 15 1,052
Bootstrap approximations in a partially linear regression model 0 0 0 1 0 1 8 163
Bootstrap confidence bands 0 0 0 5 0 0 5 33
Bootstrap methods in nonparametric regression 0 0 0 29 0 0 6 72
Bootstrap simultaneous error for nonparametric regression 0 0 0 1 0 0 3 18
CDO and HAC 0 0 0 33 0 0 8 163
CDO pricing with copulae 0 0 0 143 0 1 7 286
CDO surfaces dynamics 0 0 0 26 0 1 6 87
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 0 0 3 74
CRIX an Index for cryptocurrencies 0 0 2 26 3 7 41 101
CRIX or evaluating blockchain based currencies 0 0 0 87 0 0 6 286
CRIX or evaluating blockchain based currencies 0 0 0 50 1 2 12 167
Calibrating CAT bonds for Mexican earthquakes 0 0 1 166 0 1 10 560
Calibration design of implied volatility surfaces 0 0 0 234 0 0 5 482
Calibration risk for exotic options 0 0 0 392 0 1 12 1,070
Change point and trend analyses of annual expectile curves of tropical storms 0 0 0 11 0 0 13 80
Color harmonization in car manufacturing process 0 0 0 174 0 0 4 1,920
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 1 6 24
Common factors governing VDAX movements and the maximum loss 0 0 0 80 0 0 12 376
Common factors in credit defaults swaps markets 0 0 0 66 0 0 11 134
Common functional implied volatility analysis 0 0 0 170 0 1 6 517
Common functional principal components 0 0 0 279 0 1 10 732
Comparing nonparametric versus parametric regression fits 0 0 0 2 0 2 15 867
Component analysis for additive models 0 0 0 6 0 0 7 106
Composite quantile regression for the single-index model 0 0 0 149 0 1 11 466
Computational Statistics (Journal) 0 0 0 25 0 0 3 131
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 0 0 5 89
Computational statistics and data visualization 0 0 0 125 0 1 4 363
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 0 3 165
Confidence corridors for multivariate generalized quantile regression 0 0 0 27 0 2 15 76
Connected teaching of statistics 0 0 0 0 0 0 10 138
Constrained Kelly portfolios under alpha-stable laws 0 0 0 1 0 0 23 29
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 3 8 1,023
Cooling Measures and Housing Wealth: Evidence from Singapore 0 0 0 0 0 1 14 24
Copula dynamics in CDOs 0 0 1 19 0 2 15 82
Copula-based factor model for credit risk analysis 0 0 0 49 1 4 17 159
Credit rating score analysis 0 0 0 15 0 0 5 57
Credit risk calibration based on CDS spreads 0 0 0 43 0 1 13 124
Cross section Engel Curves over Time 0 0 0 29 1 1 5 134
DAI Digital Art Index: a robust price index for heterogeneous digital assets 0 0 0 18 0 0 22 53
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 0 3 173
DSFM fitting of implied volatility surfaces 0 0 0 168 0 0 7 522
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition 0 0 0 25 0 0 17 36
Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid 0 0 0 8 0 1 14 45
Data Science & Digital Society 0 0 0 30 1 1 11 87
De copulis non est disputandum - Copulae: An overview 0 0 0 80 1 1 15 172
Default risk calculation based on predictor selection for the Southeast Asian industry 0 0 0 56 0 0 12 139
Derivative estimation and testing in generalized additive models 0 0 0 4 0 0 5 32
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 55 0 1 10 208
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 0 1 10 580
Direct estimation of low dimensional components in additive models 0 0 0 11 5 5 8 188
Discussion 0 0 0 2 0 0 11 117
Distillation of news flow into analysis of stock reactions 0 0 0 30 0 0 9 147
Do maternal health problems influence child's worrying status? Evidence from British cohort study 0 0 0 9 0 0 8 57
Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression 0 0 0 19 0 0 15 290
Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries 0 0 0 58 0 3 11 142
Dynamic Network Perspective of Cryptocurrencies 0 0 0 5 0 1 7 25
Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China 0 0 0 28 1 3 22 123
Dynamic credit default swaps curves in a network topology 0 0 0 24 1 2 11 59
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 67 1 1 11 552
Dynamic semi-parametric factor model for functional expectiles 0 0 0 23 0 0 4 71
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 68 0 0 11 266
Dynamic topic modelling for cryptocurrency community forums 0 0 0 80 0 1 9 198
Dynamic valuation of weather derivatives under default risk 0 0 0 39 1 1 13 108
Dynamics of state price densities 0 0 0 126 0 2 11 343
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 0 12 54
E-learning statistics: A selective review 0 0 0 404 0 1 12 1,889
E-learning, e-teaching of statistics: A new challenge 0 0 0 7 0 0 5 63
Efficient estimation in single-index regression 0 0 0 9 0 0 6 150
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 0 12 41
Empirical pricing kernels and investor preferences 0 0 0 114 1 2 9 331
Estimating low sampling frequency risk measure by high-frequency data 0 0 0 1 0 1 12 29
Estimating probabilities of default with support vector machines 0 0 1 109 0 0 12 284
Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk 0 0 0 11 0 2 14 48
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 0 1 8 125
Estimation and determinants of Chinese banks' total factor efficiency: A new vsion based on unbalanced development of Chinese banks and their overall risk 0 0 0 42 0 1 13 119
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 5 0 2 17 59
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 98 0 2 13 353
Estimation in an additive model when the components are linked parametrically 0 0 0 4 0 1 18 129
Estimation of Additive Regression Models with Links 0 0 0 3 0 1 8 105
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 0 10 112
Estimation of default probabilities with Support Vector Machines 0 0 0 170 0 1 8 496
Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects 0 0 0 89 1 4 9 209
Exploratory graphics of a financial dataset 0 0 0 143 0 0 10 426
Exploring credit data 0 0 0 11 0 0 10 45
FFT based option pricing 0 0 0 233 0 0 14 545
FRM Financial Risk Meter 0 0 1 11 0 10 26 77
FRM Financial Risk Meter for Emerging Markets 0 0 0 20 0 1 22 59
FRM: A financial risk meter based on penalizing tail events occurrence 0 0 1 55 0 1 12 122
Factorisable Multitask Quantile Regression 0 0 0 20 0 1 14 33
Factorisable multi-task quantile regression 0 0 0 25 0 2 14 81
Factorisable sparse tail event curves 0 0 0 18 0 0 13 70
Factorisable sparse tail event curves with expectiles 0 0 0 9 0 0 12 51
Fast and Simple Scatterplot Smoothing 0 0 0 27 0 0 4 167
Financial Risk Meter based on expectiles 0 0 1 28 0 1 12 58
Financial calculations on the net 0 0 0 2 0 0 6 113
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 0 10 173
Flexible time series analysis 0 0 0 24 0 0 5 126
Forecast based pricing of weather derivatives 0 0 0 73 1 3 13 195
Forecasting corporate distress in the Asian and Pacific region 0 0 0 47 0 1 15 90
Forecasting in Blockchain-based Local Energy Markets 0 1 2 5 0 3 21 45
Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics 0 0 0 59 2 3 15 97
Forecasting the term structure of variance swaps 0 0 0 521 0 1 12 1,543
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 3 450
Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks 0 0 3 9 0 3 17 57
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 21 1 1 20 63
From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples 0 0 0 15 0 2 12 127
Functional data analysis of generalized quantile regressions 0 0 0 103 0 0 6 240
Functional principal component analysis for derivatives of multivariate curves 0 0 2 37 0 0 13 83
GHICA: Risk analysis with GH distributions and independent components 0 0 0 94 0 0 6 315
Generalized single-index models: The EFM approach 0 0 0 67 0 0 7 228
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 1 3 167
GitHub API based QuantNet Mining infrastructure in R 0 0 0 27 0 1 9 166
Graphical data representation in bankruptcy analysis 0 0 0 181 0 0 4 720
Group Average Treatment Effects for Observational Studies 0 0 1 6 1 2 25 56
HMM in dynamic HAC models 0 0 0 38 0 0 18 146
Hedging Cryptocurrency Options 0 0 1 11 1 2 18 34
Hedging Cryptocurrency Options 0 0 0 10 0 2 24 57
Hedging cryptocurrency options 0 0 0 9 0 0 136 414
Hedging cryptos with Bitcoin futures 0 1 2 54 1 12 65 162
High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model 0 0 0 30 0 1 9 133
High-dimensional statistical learning techniques for time-varying limit order book networks 0 0 0 20 0 0 11 26
How Sensitive are Average Derivatives? 0 0 0 0 0 0 7 282
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? 0 0 0 4 0 1 8 16
How computational statistics became the backbone of modern data science 0 0 0 250 1 1 9 382
How many terms should be added into an additive model ? 0 0 0 0 0 1 6 222
How precise are price distributions predicted by implied binomial trees? 0 0 0 80 0 1 8 300
How to Measure a Performance of a Collaborative Research Centre 0 0 0 0 0 1 17 27
How to measure a performance of a Collaborative Research Centre 0 0 0 33 0 0 12 79
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 0 1 14 0 0 8 55
Implied basket correlation dynamics 0 0 0 70 0 1 14 223
Implied market price of weather risk 0 0 0 129 0 0 16 365
Implied volatility string dynamics 0 0 1 30 0 1 15 128
Improving Crime Count Forecasts Using Twitter and Taxi Data 0 0 0 2 1 2 14 29
Increasing weather risk: Fact of fiction? 0 0 0 10 0 1 12 69
Independent component analysis via copula techniques 0 0 0 201 0 2 11 507
Industry Interdependency Dynamics in a Network Context 0 0 0 29 0 0 9 67
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 1 10 51
Influencers and Communities in Social Networks 0 0 0 20 0 1 11 74
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns 0 1 2 2 0 5 30 42
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 1 2 8 431
Integrable e-lements for statistics education 0 0 0 8 0 2 10 236
Internet based econometric computing 0 0 0 1 0 0 10 142
Investing with cryptocurrencies - A liquidity constrained investment approach 0 0 0 83 1 1 8 240
Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies 0 0 1 11 0 0 19 60
Is scientific performance a function of funds? 0 0 0 20 0 0 10 54
Iterated bootstrap with applications to frontier models 0 0 0 164 0 0 9 453
K-expectiles clustering 0 0 0 19 0 2 12 29
Kernel Estimation: the Equivalent Spline Smoothing Method 0 0 0 14 0 1 12 30
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 0 2 328
Kernel regression smoothing of time series 0 0 0 28 0 1 12 73
LASSO-Driven Inference in Time and Space 0 0 0 4 0 2 9 29
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 7 30
Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual 0 0 0 117 0 2 14 128
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 19 0 2 9 149
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 1 0 0 8 187
Learning machines supporting bankruptcy prediction 0 0 0 89 0 1 10 210
Leveraged ETF options implied volatility paradox: A statistical study 0 2 2 25 0 3 13 98
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 0 6 192
Local adaptive multiplicative error models for high-frequency forecasts 0 0 1 67 0 3 12 174
Local quantile regression 0 0 0 55 0 0 14 169
Localising forward intensities for multiperiod corporate default 0 0 0 51 0 1 11 90
Localising temperature risk 0 0 1 34 0 1 11 119
Localized realized volatility modelling 0 0 0 80 0 1 21 320
Localizing Multivariate CAViaR 0 0 0 3 1 3 31 69
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 0 0 16 307
M robustified additive nonparametric regression 0 0 0 3 0 0 6 47
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 1 9 566
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 1 1 81 0 1 9 545
Mean volatility regressions 0 0 0 30 0 0 7 121
Measuring and modeling risk using high-frequency data 0 0 0 142 0 1 13 267
Media-expressed tone, Option Characteristics, and Stock Return Predictability 1 1 1 7 3 5 21 47
Modeling asset prices 0 0 0 46 0 0 9 103
Modeling dependencies in finance using copulae 0 0 0 180 3 3 18 312
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 59 0 0 13 179
Multivariate and semiparametric kernel regression 0 0 2 53 1 3 18 556
Multivariate factorisable sparse asymmetric least squares regression 0 0 0 23 0 0 10 48
Network quantile autoregression 0 0 0 63 0 1 7 155
Networks of news and cross-sectional returns 0 0 1 16 0 2 14 40
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 75 0 0 8 312
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 0 1 9 367
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 0 0 8 163
Nonparametric Regression 0 0 0 74 0 0 9 228
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 0 7 239
Nonparametric Time Series Model Selection 0 0 0 86 0 0 4 339
Nonparametric Vector Autoregression 0 0 0 76 0 0 7 407
Nonparametric approaches to generalized linear models 0 0 0 15 0 0 4 189
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 0 9 113
Nonparametric estimation of risk-neutral densities 0 0 0 106 1 3 17 293
Nonparametric productivity analysis 0 0 0 149 0 1 10 304
Nonparametric risk management with generalized hyperbolic distributions 0 0 0 137 0 0 8 389
Numerics of implied binomial trees 0 0 0 60 0 1 8 198
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 0 6 96
On adaptive estimation in partial linear models 0 0 0 9 0 1 11 93
On adaptive smoothing in partial linear models 0 1 1 32 0 2 13 304
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 0 3 25
On bootstrapping kernel spectralestimates 0 0 0 0 0 0 6 265
On efficient estimation of an averaged derivative 0 0 0 0 0 0 6 18
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 0 0 4 258
On the appropriateness of inappropriate VaR models 0 0 0 78 0 0 15 254
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 0 3 33
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 0 0 9 615
On the utility of e-learning in statistics 0 0 0 59 0 1 9 238
Optimal Median Smoothing 0 0 0 40 0 0 8 388
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 74 0 0 7 158
Optimal smoothing in single index models 0 0 0 0 0 2 15 439
Oracally efficient two-step estimation of generalized additive model 0 0 0 64 0 1 5 134
Partial linear quantile regression and bootstrap confidence bands 0 0 0 128 0 0 11 295
Partially linear models 0 0 4 278 3 5 28 837
Penalized Adaptive Forecasting with Large Information Sets and Structural Changes 0 0 0 0 0 2 15 18
Penalized adaptive method in forecasting with large information set and structure change 0 0 0 31 0 0 7 59
Penalized weigted competing risks models based on quantile regression 0 0 1 27 0 1 14 31
Phenotypic convergence of cryptocurrencies 0 0 0 5 0 4 8 32
Portfolio decisions and brain reactions via the CEAD method 0 0 0 5 0 0 14 72
Portfolio value at risk based on independent components analysis 0 0 0 272 0 0 4 590
Predicting bankruptcy with support vector machines 0 0 0 278 0 1 8 660
Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives 0 0 0 36 0 0 7 139
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 1 1 1 16 1 2 21 84
Pricing Green Financial Products 0 0 0 28 0 0 10 80
Pricing kernel modeling 0 0 0 48 0 3 14 202
Pricing of Asian temperature risk 0 0 0 51 1 2 8 148
Principal component analysis in an asymmetric norm 0 0 0 11 0 0 5 82
Principal component analysis in an asymmetric norm 0 0 0 29 0 1 11 144
Prognose mit nichtparametrischen Verfahren 0 0 0 29 0 0 6 157
Prognose mit nichtparametrischen Verfahren 0 0 0 8 0 0 4 92
Q3-D3-LSA 0 0 1 11 0 1 13 44
QuantNet: A database-driven online repository of scientific information 0 0 0 37 0 0 7 353
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 1 3 104
Quantile regression in risk calibration 0 0 0 94 0 0 15 283
R robustified additive nonparametric regression 0 0 0 0 0 0 11 59
Rating Companies with Support Vector Machines 0 0 0 208 0 2 22 662
Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns 0 0 0 190 0 1 13 430
Recursive portfolio selection with decision trees 0 0 1 168 0 1 15 469
Regression smoothing parameters that are not far from their optimum 0 0 0 13 0 1 10 50
Regularization Approach for Network Modeling of German Energy Market 0 0 0 0 0 1 6 9
Remarks on sliced inverse regression 0 0 0 1 0 1 4 455
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies 0 0 0 2 0 1 26 52
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts 0 1 1 3 0 13 32 60
Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 0 27 0 0 14 118
Risk related brain regions detected with 3D image FPCA 0 0 0 14 0 0 8 67
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 2 23
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 0 6 8
Robust adaptive estimation of dimension reduction space 0 0 0 9 1 1 12 46
Robust econometrics 0 0 0 258 0 1 12 1,114
Robust estimation of dimension reduction space 0 0 0 27 0 0 5 150
Robust locally adaptive nonparametric regression 0 0 0 0 0 1 7 236
Robustifying Markowitz 0 0 0 29 0 0 16 45
Rodeo or ascot: Which hat to wear at the crypto race? 0 0 0 8 0 1 16 39
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 0 4 81
SONIC: SOcial Network with Influencers and Communities 0 0 0 3 0 2 11 24
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 0 139
Semi-parametric estimation of generalized partially linear single-index models 0 0 1 45 0 0 9 299
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 1 12 321
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 3 0 0 3 25
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 0 0 6 70
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 0 0 11 162
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 0 20 0 0 18 394
Semiparametric comparison of regression curves 0 0 0 3 1 1 15 34
Service Data Analytics and Business Intelligence 0 0 0 16 0 1 6 32
Shape invariant modelling pricing kernels and risk aversion 0 0 0 56 0 0 10 162
Simulation of risk processes 0 0 0 27 0 1 10 151
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function 0 0 0 6 0 1 10 25
Simultaneous confidence corridors and variable selection for generalized additive models 0 0 0 50 0 2 10 101
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors 0 0 0 23 0 0 5 50
Skewness and Kurtosis Trades 0 0 0 70 0 1 8 291
Smooth principal component analysis for high dimensional data 0 0 0 17 0 0 8 68
Smoothed L-estimation of Regression Function 0 0 0 1 0 1 9 14
Smoothing by weighted averaging of rounded points 0 0 0 0 1 1 8 167
Spatial risk premium on weather derivatives and hedging weather exposure in electricity 0 1 1 40 0 1 15 148
Stable distributions 0 0 0 238 0 1 19 486
State Price Densities implied from weather derivatives 0 0 0 16 1 2 9 87
Statistics e-learning platforms evaluation: Case study 0 0 0 172 0 1 9 451
Statistics of risk aversion 0 0 0 112 0 0 3 570
Stochastic population analysis: A functional data approach 0 0 1 55 0 1 8 100
Stochastic population forecast for Germany and its consequence for the German pension system 0 0 0 110 0 2 4 335
Support vector machines with evolutionary feature selection for default prediction 0 0 0 97 0 2 8 234
Support vector regression based GARCH model with application to forecasting volatility of financial returns 0 0 1 287 0 1 15 719
Surrogate Models for Optimization of Dynamical Systems 0 0 0 16 0 0 15 41
TEDAS - Tail Event Driven ASset Allocation 0 0 0 68 0 1 10 226
TENET: Tail-Event driven NETwork risk 0 0 0 73 1 3 33 425
TERES: Tail event risk expectile based shortfall 0 0 0 52 0 0 13 126
TVICA - time varying independent component analysis and its application to financial data 0 0 1 94 0 2 22 258
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis 0 0 0 12 0 2 15 53
Tail event driven ASset allocation: Evidence from equity and mutual funds' markets 0 0 0 1 0 1 5 8
Tail event driven networks of SIFIs 0 0 0 54 1 1 11 144
Tail-risk protection: Machine Learning meets modern Econometrics 0 1 1 29 0 3 17 47
Teaching wavelets in XploRe 0 0 0 3 0 0 7 142
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 2 8 243
Testing monotonicity of pricing Kernels 0 0 0 91 0 2 12 285
Textual Sentiment and Sector specific reaction 0 1 1 1 1 3 9 23
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 0 5 0 1 16 56
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 3 143 1 9 48 393
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 0 16 285
The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence 0 0 0 19 0 1 10 49
The analysis of implied volatilities 0 0 0 84 0 0 12 410
The bayesian additive classification tree applied to credit risk modelling 0 0 0 198 0 0 8 517
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 1 12 27
The default risk of firms examined with smooth support vector machines 0 0 0 41 0 1 9 186
The dynamics of hourly electricity prices 0 1 2 107 0 2 14 238
The impact of news on US household inflation expectations 0 0 0 36 0 0 6 71
The influence of oil price shocks on China's macro-economy: A perspective of international trade 0 0 1 77 0 5 43 160
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 0 23 0 1 10 53
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 2 5 329 7 10 35 1,420
The stochastic fluctuation of the quantile regression curve 0 0 0 60 0 0 9 360
The three dimensions of multimedia teaching of statistics 0 0 0 7 0 0 9 204
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 1 1 12 97
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 0 1 14 269
Time dependent relative risk aversion 0 0 0 99 0 0 10 362
Time series modelling with semiparametric factor dynamics 0 0 0 182 1 1 11 395
Time varying hierarchical archimedean copulae 0 0 0 114 0 0 10 240
Time varying quantile Lasso 0 0 0 40 0 0 10 97
Time-varying Limit Order Book Networks 0 0 1 5 1 2 20 33
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models 0 0 0 1 0 0 9 13
Transactions That Did Not Happen and Their Influence on Prices 0 0 0 173 0 1 21 536
Understanding Cryptocurrencies 0 1 2 38 0 2 21 155
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective 0 0 0 3 0 0 11 21
Understanding Smart Contracts: Hype or hope? 0 0 0 16 0 1 11 51
Understanding jumps in high frequency digital asset markets 0 0 0 16 0 0 13 42
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 2 5 30 114
Uniform confidence bands for pricing kernels 0 0 0 84 0 0 6 210
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 100 0 0 9 883
Using Wiki to build an e-learning system in statistics in Arabic language 0 0 0 80 0 0 18 516
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 1 9 333
VCRIX - a volatility index for crypto-currencies 1 2 3 23 5 30 94 328
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 0 4 15 647
Value-at-risk calculations with time varying copulae 0 0 0 227 0 0 5 675
Variable selection in Cox regression models with varying coefficients 0 0 0 63 0 0 7 225
Volatility investing with variance swaps 0 0 0 147 0 1 9 335
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 0 3 142
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 6 0 2 11 46
Working with the XQC 0 0 0 27 0 0 5 165
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 0 81 0 1 17 232
Yxilon: A client-server based statistical environment 0 0 0 66 0 0 6 365
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 12 1 2 8 119
lCARE: Localizing conditional autoregressive expectiles 0 0 0 32 1 2 13 67
Total Working Papers 4 21 79 23,393 76 421 4,523 87,928

Journal Article File Downloads Abstract Views
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A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 2 0 1 11 51
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 0 1 9 2 2 5 29
A Review of Nonparametric Time Series Analysis 0 1 2 10 0 2 9 40
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 2 4 12 1 3 15 60
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 0 8 31
A semiparametric factor model for implied volatility surface dynamics 0 4 9 72 1 6 26 165
Adaptive Interest Rate Modelling 0 0 0 2 2 2 10 30
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 1 1 13 197
Adaptive weights clustering of research papers 0 0 0 0 1 1 12 28
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 7 1 1 27 69
An Extended Single-index Model with Missing Response at Random 0 0 0 1 0 2 6 26
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 2 0 0 10 21
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 0 4 148
Asymptotic maximal deviation of M-smoothers 0 0 0 75 0 0 3 278
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 9 0 1 5 74
Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders 0 0 0 10 0 0 8 39
Book reviews 0 0 0 1 0 0 1 48
Book reviews 0 0 0 0 0 2 4 47
Book reviews 0 0 0 3 2 2 5 51
Bootstrap Methods for Time Series 0 0 2 4 0 0 15 35
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 1 1 11 102
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 55 1 12 21 170
CRIX an Index for cryptocurrencies 0 0 0 53 1 4 20 435
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 0 1 10 161
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 1 12 322
Comment 0 0 0 3 0 1 8 29
Common factors in credit defaults swap markets 0 0 0 2 0 2 12 37
Company rating with support vector machines 0 0 0 16 1 1 13 115
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 1 0 0 9 34
Copula dynamics in CDOs 0 0 0 6 0 0 9 59
Copula-based factor model for credit risk analysis 0 0 1 19 0 0 14 100
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid 0 0 0 3 2 3 14 40
Discrete time option pricing with flexible volatility estimation 0 0 0 483 0 0 15 1,608
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 2 1 2 13 48
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 0 0 0 14 1 2 9 62
Dynamic credit default swap curves in a network topology 0 0 0 2 0 0 10 27
Dynamic semi-parametric factor model for functional expectiles 0 0 0 2 0 0 18 44
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 0 6 166
Dynamic structured copula models 0 0 0 25 0 1 6 71
Efficient estimation in conditional single-index regression 0 2 2 33 0 4 23 139
Empirical Evidence on the Law of Demand 0 0 3 247 2 6 49 1,300
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 2 17
Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk 0 0 0 1 0 1 8 28
Estimation of Non-sharp Support Boundaries 0 0 0 19 0 0 4 77
FACTORISABLE MULTITASK QUANTILE REGRESSION 0 0 0 3 0 1 11 24
Financial Risk Meter FRM based on Expectiles 0 0 0 5 0 2 13 30
Financial Risk Meter for emerging markets 0 0 2 10 0 1 12 29
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 8 1 4 12 71
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics 0 0 1 2 1 2 20 40
Forecasting volatility with support vector machine-based GARCH model 0 0 7 437 2 3 33 1,097
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 18 0 3 22 110
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 7 0 0 7 55
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 4 39
How to measure the performance of a Collaborative Research Center 0 0 0 2 0 2 11 32
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 37 0 0 8 131
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* 0 0 1 20 1 2 18 89
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 1 1 6 15 1 2 33 60
K-expectiles clustering 0 0 0 2 0 0 12 21
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 1 2 0 1 11 43
Localized Realized Volatility Modeling 0 0 0 42 0 1 9 159
Localizing Temperature Risk 0 0 0 3 0 0 13 35
Media-expressed tone, option characteristics, and stock return predictability 0 0 2 6 2 2 16 40
Model-driven statistical arbitrage on LETF option markets 0 0 0 1 1 1 12 18
Modelling industry interdependency dynamics in a network context 0 0 0 10 0 0 6 23
Multivariate factorizable expectile regression with application to fMRI data 0 0 0 10 0 0 6 44
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 0 0 3 140 0 1 17 370
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 0 25 0 0 17 106
Nonparametric and semiparametric approaches to discrete response analysis 0 0 0 99 0 2 6 232
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 105 1 3 19 337
On extracting information implied in options 0 0 1 91 1 3 11 223
On the backfitting algorithm for additive regression models 0 0 1 15 0 1 10 47
On the inconsistency of bootstrap distribution estimators 0 0 0 67 0 0 2 181
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 9 0 1 8 77
Pricing Cryptocurrency Options* 0 0 1 27 0 1 18 165
Pricing wind power futures 0 0 0 4 0 0 16 42
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 30 0 1 7 104
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 0 0 16 0 0 7 57
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 0 6 24
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 4 0 1 5 23
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies 0 0 1 17 2 3 32 83
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 4 0 0 9 55
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 1 9 1 1 11 27
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws 0 1 1 18 0 4 37 81
Robust regression function estimation 0 0 0 45 0 0 10 143
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 0 1 13 2 2 9 58
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 1 0 2 6 11
SONIC: SOcial Network analysis with Influencers and Communities 0 0 0 2 0 0 16 35
Semi-parametric estimation of partially linear single-index models 0 0 2 37 0 1 17 213
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 2 14 184
Semiparametric Regression Analysis With Missing Response at Random 0 0 1 66 0 0 15 207
Service data analytics and business intelligence 2017 0 0 0 1 0 0 13 28
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 0 12 0 1 8 56
Simultaneous confidence bands for expectile functions 0 0 0 26 1 4 12 97
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 2 31 0 0 10 109
State price densities implied from weather derivatives 0 0 0 7 1 1 5 56
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 0 22 2 4 16 145
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 0 3 46 1 2 16 159
Structural Tests in Additive Regression 0 0 0 12 0 1 10 65
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 0 101 0 0 5 404
Symmetrized nearest neighbor regression estimates 0 0 0 18 1 2 7 122
TERES: Tail Event Risk Expectile Shortfall 0 0 2 6 0 0 10 16
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 0 12 1 2 15 92
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 28 1 1 9 82
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 8 0 0 9 44
Testing increasing dispersion 0 0 0 6 0 0 10 58
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 0 2 473 0 3 14 1,212
The Implied Market Price of Weather Risk 1 1 2 14 3 4 17 117
The common and specific components of inflation expectations across European countries 0 0 0 7 0 0 9 26
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 1 2 11 46
Understanding Cryptocurrencies 0 0 5 196 2 11 53 629
Uniform Confidence Bands for Pricing Kernels 0 0 2 5 1 2 12 60
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 0 9 112
VCRIX — A volatility index for crypto-currencies 0 0 1 12 1 4 20 124
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 1 1 8 77
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 0 59 1 2 16 247
Variance swap dynamics 0 0 0 4 0 1 7 25
Web Quantlets for Time Series Analysis 0 0 0 6 0 1 10 106
Total Journal Articles 2 12 76 4,058 55 173 1,468 16,247
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Nonparametric Regression 0 0 0 0 5 12 40 395
Total Books 0 0 0 0 5 12 40 395

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Tail-Risk Protection: Machine Learning Meets Modern Econometrics 0 0 0 0 0 1 23 41
Time Dependent Relative Risk Aversion 0 0 0 0 0 1 6 7
Total Chapters 0 0 0 0 0 2 29 48
1 registered items for which data could not be found

Software Item File Downloads Abstract Views
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XploRe 0 0 0 1,010 0 0 11 3,823
Total Software Items 0 0 0 1,010 0 0 11 3,823

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