Access Statistics for Wolfgang Karl Härdle

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Machine Learning Based Regulatory Risk Index for Cryptocurrencies 0 0 3 40 0 0 8 48
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 0 1 2 87
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 1 2 2 321
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 0 0 101
A bootstrap test for positive definiteness of income effect matrices 0 0 0 3 0 0 0 22
A bootstrap test for single index models 0 0 0 64 0 0 0 275
A confidence corridor for expectile functions 0 1 1 39 0 1 3 206
A confidence corridor for sparse longitudinal data curves 0 0 0 47 0 1 4 211
A consistent nonparametric test for causality in quantile 0 0 0 161 0 6 8 404
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 2 4 6 34
A dynamic semiparametric factor model for implied volatility string dynamics 0 0 2 354 0 1 4 873
A financial risk meter for China 0 0 0 21 1 2 4 31
A first econometric analysis of the CRIX family 0 0 1 32 0 1 5 127
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 0 149 1 2 2 427
A joint analysis of the KOSPI 200 option and ODAX option markets dynamics 0 0 0 47 0 0 0 246
A microeconomic explanation of the EPK paradox 0 0 0 34 0 0 1 231
A mortality model for multi-populations: A semi-parametric approach 0 0 0 23 0 1 5 34
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 33 1 2 4 101
A time-varying network for cryptocurrencies 0 0 0 19 1 1 1 23
Academic ranking scales in economics: Prediction and imputation 0 0 0 52 1 2 2 80
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 2 3 3 51
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 35 0 0 0 164
Adaptive interest rate modelling 0 0 0 88 0 2 6 170
Adaptive order flow forecasting with multiplicative error models 0 0 1 100 0 1 4 108
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 0 1 1 228
Adaptive weights clustering of research papers 0 0 0 15 0 0 3 29
Additive Nonparametric Regression on Principal Components 0 0 0 36 0 0 0 170
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 1 1 222
An application of principal component analysis on multivariate time-stationary spatio-temporal data 0 0 0 92 1 2 4 269
An empirical likelihood goodness-of-fit test for time series 0 0 0 97 0 0 1 524
An extended single index model with missing response at random 0 0 0 45 4 4 4 108
An introduction to simulation of risk processes 0 2 2 50 0 3 4 215
Analysis of deviance in generalized partial linear models 0 0 0 41 0 1 1 82
Antisocial Online Behavior Detection Using Deep Learning 0 0 0 4 0 2 3 34
Applied Nonparametric Methods 1 1 4 1,185 2 3 15 2,456
Applied nonparametric smoothing techniques 0 0 0 421 1 1 2 1,172
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 1 1 1 192
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 2 2 183
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 4 0 1 2 117
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 1 3 4 365
Backtesting beyond VaR 0 0 0 117 1 1 1 397
Bandwith choice for average derivative estimation 0 0 0 21 1 2 3 28
Bandwith choice for density derivatives 0 0 0 0 0 0 1 18
Bayesian Networks and sex-related homicides 0 0 0 38 1 3 5 130
Beta-boosted ensemble for big credit scoring data 0 0 0 47 1 1 4 48
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 0 0 160
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 1 3 382
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 1 1 1 25
Blockchain mechanism and distributional characteristics of cryptos 0 0 0 9 1 3 5 33
Bootstarp Methods in Nonparametric Regression 0 0 0 0 2 3 4 432
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 0 304 3 4 5 1,041
Bootstrap approximations in a partially linear regression model 0 0 0 1 0 0 1 156
Bootstrap confidence bands 0 0 0 5 0 0 0 28
Bootstrap methods in nonparametric regression 0 0 0 29 0 1 3 68
Bootstrap simultaneous error for nonparametric regression 0 0 0 1 0 1 4 16
CDO and HAC 0 0 0 33 2 4 5 159
CDO pricing with copulae 0 0 0 143 1 1 2 280
CDO surfaces dynamics 0 0 0 26 0 0 1 81
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 0 0 0 71
CRIX an Index for cryptocurrencies 0 0 1 24 1 5 22 67
CRIX or evaluating blockchain based currencies 0 0 0 50 0 1 3 156
CRIX or evaluating blockchain based currencies 0 0 0 87 0 0 1 280
Calibrating CAT bonds for Mexican earthquakes 0 0 0 165 1 1 2 551
Calibration design of implied volatility surfaces 0 0 0 234 1 1 4 478
Calibration risk for exotic options 0 0 0 392 0 0 1 1,058
Change point and trend analyses of annual expectile curves of tropical storms 0 0 0 11 0 0 2 69
Color harmonization in car manufacturing process 0 0 0 174 0 0 1 1,916
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 0 0 2 18
Common factors governing VDAX movements and the maximum loss 0 0 0 80 1 3 6 369
Common factors in credit defaults swaps markets 0 0 0 66 0 1 4 124
Common functional implied volatility analysis 0 0 0 170 1 2 2 513
Common functional principal components 0 0 1 279 0 1 3 723
Comparing nonparametric versus parametric regression fits 0 0 0 2 3 5 6 857
Component analysis for additive models 0 0 0 6 2 3 5 103
Composite quantile regression for the single-index model 0 0 0 149 1 2 5 457
Computational Statistics (Journal) 0 0 0 25 0 1 2 129
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 0 1 4 85
Computational statistics and data visualization 0 0 0 125 0 0 1 360
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 0 1 162
Confidence corridors for multivariate generalized quantile regression 0 0 0 27 1 3 5 64
Connected teaching of statistics 0 0 0 0 2 2 2 130
Constrained Kelly portfolios under alpha-stable laws 0 0 0 1 3 4 5 10
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 2 5 1,017
Cooling Measures and Housing Wealth: Evidence from Singapore 0 0 0 0 1 1 3 12
Copula dynamics in CDOs 1 1 2 19 2 2 3 69
Copula-based factor model for credit risk analysis 0 0 0 49 2 5 7 147
Credit rating score analysis 0 0 1 15 0 1 3 53
Credit risk calibration based on CDS spreads 0 0 0 43 1 2 3 114
Cross section Engel Curves over Time 0 0 0 29 0 1 4 130
DAI Digital Art Index: a robust price index for heterogeneous digital assets 0 0 1 18 3 5 13 39
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 0 1 170
DSFM fitting of implied volatility surfaces 0 0 0 168 0 0 1 515
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition 0 0 1 25 1 1 5 22
Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid 0 0 0 8 1 2 5 33
Data Science & Digital Society 0 0 0 30 1 3 5 80
De copulis non est disputandum - Copulae: An overview 0 0 0 80 0 0 1 157
Default risk calculation based on predictor selection for the Southeast Asian industry 0 0 0 56 0 1 1 128
Derivative estimation and testing in generalized additive models 0 0 1 4 0 1 4 28
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 55 1 3 6 201
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 0 0 2 570
Direct estimation of low dimensional components in additive models 0 0 0 11 0 1 2 182
Discussion 0 0 0 2 3 4 7 111
Distillation of news flow into analysis of stock reactions 0 0 0 30 1 1 3 139
Do maternal health problems influence child's worrying status? Evidence from British cohort study 0 0 0 9 0 1 3 50
Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression 0 0 0 19 2 2 2 277
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 1 1 2 132
Dynamic Network Perspective of Cryptocurrencies 0 0 0 5 0 0 3 19
Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China 0 0 0 28 3 3 5 105
Dynamic credit default swaps curves in a network topology 0 0 0 24 0 1 4 49
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 67 1 2 3 543
Dynamic semi-parametric factor model for functional expectiles 0 0 1 23 0 0 3 67
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 68 0 1 4 259
Dynamic topic modelling for cryptocurrency community forums 0 0 0 80 1 2 5 191
Dynamic valuation of weather derivatives under default risk 0 0 0 39 2 3 4 98
Dynamics of state price densities 0 0 1 126 2 3 8 335
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 0 2 43
E-learning statistics: A selective review 0 0 0 404 0 2 5 1,880
E-learning, e-teaching of statistics: A new challenge 0 0 0 7 0 0 1 58
Efficient estimation in single-index regression 0 0 0 9 0 1 2 145
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 0 2 30
Empirical pricing kernels and investor preferences 0 0 0 114 2 2 4 324
Estimating low sampling frequency risk measure by high-frequency data 0 0 0 1 2 3 4 20
Estimating probabilities of default with support vector machines 0 0 0 108 0 3 4 275
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 0 3 35
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 1 2 4 119
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 3 4 5 110
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 5 1 1 2 43
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 98 1 2 3 342
Estimation in an additive model when the components are linked parametrically 0 0 0 4 1 3 4 114
Estimation of Additive Regression Models with Links 0 0 0 3 0 1 2 98
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 0 1 102
Estimation of default probabilities with Support Vector Machines 0 0 2 170 0 1 3 489
Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects 0 0 0 89 2 2 2 202
Exploratory graphics of a financial dataset 0 0 0 143 1 1 2 417
Exploring credit data 0 0 1 11 0 0 1 35
FFT based option pricing 0 0 0 233 2 2 3 533
FRM Financial Risk Meter 0 0 0 10 0 1 1 52
FRM Financial Risk Meter for Emerging Markets 0 0 0 20 4 6 7 43
FRM: A financial risk meter based on penalizing tail events occurrence 0 0 0 54 1 1 2 111
Factorisable Multitask Quantile Regression 0 0 0 20 0 0 1 19
Factorisable multi-task quantile regression 0 0 0 25 2 2 2 69
Factorisable sparse tail event curves 0 0 0 18 0 0 1 57
Factorisable sparse tail event curves with expectiles 0 0 0 9 3 5 5 44
Fast and Simple Scatterplot Smoothing 0 0 0 27 0 0 0 163
Financial Risk Meter based on expectiles 0 0 0 27 1 2 2 48
Financial calculations on the net 0 0 0 2 0 0 0 107
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 2 2 3 165
Flexible time series analysis 0 0 0 24 0 0 1 121
Forecast based pricing of weather derivatives 0 0 0 73 1 2 3 185
Forecasting corporate distress in the Asian and Pacific region 0 0 0 47 0 0 0 75
Forecasting in Blockchain-based Local Energy Markets 0 0 0 3 1 1 6 28
Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics 0 0 1 59 2 5 8 87
Forecasting the term structure of variance swaps 0 0 1 521 1 2 4 1,533
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 1 1 3 448
Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks 1 3 3 9 5 7 8 47
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 21 1 2 5 45
From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples 0 0 0 15 0 0 0 115
Functional data analysis of generalized quantile regressions 0 0 0 103 0 0 3 234
Functional principal component analysis for derivatives of multivariate curves 1 1 1 36 2 3 5 73
GHICA: Risk analysis with GH distributions and independent components 0 0 0 94 0 1 1 310
Generalized single-index models: The EFM approach 0 0 0 67 1 2 4 223
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 1 1 4 165
GitHub API based QuantNet Mining infrastructure in R 0 0 0 27 1 4 7 161
Graphical data representation in bankruptcy analysis 0 0 0 181 0 0 4 716
Group Average Treatment Effects for Observational Studies 0 1 1 6 2 6 8 37
HMM in dynamic HAC models 0 0 0 38 6 7 8 135
Hedging Cryptocurrency Options 0 0 1 10 2 9 27 45
Hedging Cryptocurrency Options 0 0 2 11 1 1 6 18
Hedging cryptocurrency options 0 0 0 9 53 94 369 380
Hedging cryptos with Bitcoin futures 0 0 7 52 5 8 27 107
High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model 0 0 0 30 0 2 5 126
High-dimensional statistical learning techniques for time-varying limit order book networks 0 0 0 20 0 1 2 16
How Sensitive are Average Derivatives? 0 0 0 0 0 1 2 276
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? 0 0 0 4 1 1 3 9
How computational statistics became the backbone of modern data science 0 0 1 250 1 1 3 374
How many terms should be added into an additive model ? 0 0 0 0 1 1 3 217
How precise are price distributions predicted by implied binomial trees? 0 0 0 80 0 1 1 293
How to Measure a Performance of a Collaborative Research Centre 0 0 0 0 1 4 5 14
How to measure a performance of a Collaborative Research Centre 0 0 1 33 0 4 6 71
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 0 1 14 0 0 1 48
Implied basket correlation dynamics 0 0 1 70 0 1 6 212
Implied market price of weather risk 0 0 0 129 1 3 7 352
Implied volatility string dynamics 0 0 2 29 0 1 7 115
Improving Crime Count Forecasts Using Twitter and Taxi Data 0 0 0 2 0 1 4 18
Increasing weather risk: Fact of fiction? 0 0 0 10 1 1 1 58
Independent component analysis via copula techniques 0 0 0 201 0 5 5 501
Industry Interdependency Dynamics in a Network Context 0 0 0 29 1 1 1 59
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 1 1 3 42
Influencers and Communities in Social Networks 0 0 0 20 0 0 5 63
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns 0 0 0 0 2 4 8 16
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 0 1 2 425
Integrable e-lements for statistics education 0 0 0 8 0 0 2 228
Internet based econometric computing 0 0 0 1 3 3 3 135
Investing with cryptocurrencies - A liquidity constrained investment approach 0 0 2 83 0 0 5 232
Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies 0 0 0 10 1 4 13 47
Is scientific performance a function of funds? 0 0 0 20 0 1 4 45
Iterated bootstrap with applications to frontier models 0 0 0 164 0 0 2 444
K-expectiles clustering 0 0 0 19 2 3 3 20
Kernel Estimation: the Equivalent Spline Smoothing Method 0 0 0 14 1 3 5 21
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 0 1 326
Kernel regression smoothing of time series 0 0 0 28 1 2 5 63
LASSO-Driven Inference in Time and Space 0 0 0 4 1 1 2 21
LASSO-Driven Inference in Time and Space 0 0 0 1 2 2 2 25
Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual 0 0 0 117 1 2 4 116
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 19 0 0 3 141
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 1 2 2 2 181
Learning machines supporting bankruptcy prediction 0 0 0 89 0 1 3 202
Leveraged ETF options implied volatility paradox: A statistical study 0 0 1 23 0 1 3 86
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 1 2 4 188
Local adaptive multiplicative error models for high-frequency forecasts 0 0 0 66 2 2 2 164
Local quantile regression 0 0 0 55 1 5 9 160
Localising forward intensities for multiperiod corporate default 0 0 0 51 0 1 5 80
Localising temperature risk 0 0 0 33 1 1 2 109
Localized realized volatility modelling 0 0 0 80 1 2 3 301
Localizing Multivariate CAViaR 0 0 0 3 4 13 23 54
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 2 2 4 293
M robustified additive nonparametric regression 0 0 0 3 1 1 1 42
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 1 2 558
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 0 0 80 0 0 0 536
Mean volatility regressions 0 0 0 30 1 1 1 115
Measuring and modeling risk using high-frequency data 0 0 0 142 1 1 1 255
Media-expressed tone, Option Characteristics, and Stock Return Predictability 0 0 0 6 0 1 3 27
Modeling asset prices 0 0 0 46 0 0 1 94
Modeling dependencies in finance using copulae 0 0 0 180 1 2 2 296
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 59 1 2 3 169
Multivariate and semiparametric kernel regression 0 0 2 52 0 1 5 541
Multivariate factorisable sparse asymmetric least squares regression 0 0 0 23 3 3 3 41
Network quantile autoregression 0 0 0 63 2 2 2 150
Networks of news and cross-sectional returns 0 0 0 15 0 1 5 28
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 1 75 1 2 4 307
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 0 0 0 358
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 2 3 3 158
Nonparametric Regression 0 0 0 74 1 1 1 220
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 1 4 233
Nonparametric Time Series Model Selection 0 0 0 86 0 0 2 335
Nonparametric Vector Autoregression 0 0 0 76 1 2 5 402
Nonparametric approaches to generalized linear models 0 0 1 15 1 1 2 186
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 1 1 2 105
Nonparametric estimation of risk-neutral densities 0 0 0 106 1 6 11 282
Nonparametric productivity analysis 0 0 0 149 0 2 3 296
Nonparametric risk management with generalized hyperbolic distributions 0 0 0 137 1 2 3 383
Numerics of implied binomial trees 0 0 1 60 0 0 1 190
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 2 2 3 92
On adaptive estimation in partial linear models 0 0 0 9 2 2 2 84
On adaptive smoothing in partial linear models 0 0 0 31 0 2 2 293
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 1 2 2 24
On bootstrapping kernel spectralestimates 0 0 0 0 0 1 1 260
On efficient estimation of an averaged derivative 0 0 0 0 0 0 0 12
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 1 2 4 256
On the appropriateness of inappropriate VaR models 0 0 0 78 1 3 3 242
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 1 1 31
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 1 1 3 607
On the utility of e-learning in statistics 0 0 0 59 0 0 1 229
Optimal Median Smoothing 0 0 0 40 1 3 5 383
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 74 0 1 2 152
Optimal smoothing in single index models 0 0 0 0 1 4 5 428
Oracally efficient two-step estimation of generalized additive model 0 0 0 64 1 1 5 130
Partial linear quantile regression and bootstrap confidence bands 0 0 0 128 4 5 8 290
Partially linear models 1 1 5 276 3 7 20 817
Penalized Adaptive Forecasting with Large Information Sets and Structural Changes 0 0 0 0 1 1 1 4
Penalized adaptive method in forecasting with large information set and structure change 0 0 0 31 0 1 3 53
Penalized weigted competing risks models based on quantile regression 0 0 0 26 0 0 3 18
Phenotypic convergence of cryptocurrencies 0 0 1 5 0 1 2 25
Portfolio decisions and brain reactions via the CEAD method 0 0 0 5 2 5 6 63
Portfolio value at risk based on independent components analysis 0 0 0 272 0 2 2 588
Predicting bankruptcy with support vector machines 0 0 1 278 1 1 7 653
Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives 0 0 0 36 1 2 2 134
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 2 15 1 4 13 69
Pricing Green Financial Products 0 0 0 28 2 3 5 73
Pricing kernel modeling 0 0 0 48 0 3 4 192
Pricing of Asian temperature risk 0 0 0 51 0 1 2 141
Principal component analysis in an asymmetric norm 0 0 0 29 0 2 5 136
Principal component analysis in an asymmetric norm 0 0 0 11 2 3 5 80
Prognose mit nichtparametrischen Verfahren 0 0 0 29 0 0 2 151
Prognose mit nichtparametrischen Verfahren 0 0 0 8 0 0 0 88
Q3-D3-LSA 0 0 0 10 4 4 8 36
QuantNet: A database-driven online repository of scientific information 0 0 0 37 1 1 2 347
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 1 1 102
Quantile regression in risk calibration 0 0 0 94 1 2 3 270
R robustified additive nonparametric regression 0 0 0 0 1 2 3 50
Rating Companies with Support Vector Machines 0 0 0 208 1 2 6 642
Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns 0 0 0 190 2 5 6 422
Recursive portfolio selection with decision trees 0 0 0 167 2 3 5 457
Regression smoothing parameters that are not far from their optimum 0 0 0 13 0 0 1 40
Regularization Approach for Network Modeling of German Energy Market 0 0 0 0 0 1 2 4
Remarks on sliced inverse regression 0 0 0 1 1 1 1 452
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies 0 0 0 2 0 5 11 32
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts 0 0 1 2 2 3 6 31
Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 0 27 0 0 1 105
Risk related brain regions detected with 3D image FPCA 0 0 0 14 1 1 2 60
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 21
Robust Estimation of Dimension Reduction Space 0 0 0 0 1 1 1 3
Robust adaptive estimation of dimension reduction space 0 0 0 9 0 1 2 36
Robust econometrics 0 0 0 258 1 3 5 1,105
Robust estimation of dimension reduction space 0 0 0 27 0 2 2 147
Robust locally adaptive nonparametric regression 0 0 0 0 0 0 1 229
Robustifying Markowitz 0 0 0 29 2 5 6 35
Rodeo or ascot: Which hat to wear at the crypto race? 0 0 0 8 2 3 4 26
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 2 2 79
SONIC: SOcial Network with Influencers and Communities 0 0 0 3 2 3 5 17
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 1 139
Semi-parametric estimation of generalized partially linear single-index models 0 1 1 45 0 1 3 292
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 1 1 1 310
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 3 0 1 2 23
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 1 2 2 66
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 2 3 3 154
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 0 20 0 0 3 377
Semiparametric comparison of regression curves 0 0 0 3 3 3 4 22
Service Data Analytics and Business Intelligence 0 0 0 16 1 2 3 28
Shape invariant modelling pricing kernels and risk aversion 0 0 0 56 1 2 3 154
Simulation of risk processes 0 0 0 27 1 3 4 144
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function 0 0 0 6 2 4 4 19
Simultaneous confidence corridors and variable selection for generalized additive models 0 0 0 50 1 2 3 93
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors 0 0 0 23 0 1 1 46
Skewness and Kurtosis Trades 0 0 1 70 0 1 8 284
Smooth principal component analysis for high dimensional data 0 0 0 17 2 2 5 62
Smoothed L-estimation of Regression Function 0 0 0 1 2 2 2 7
Smoothing by weighted averaging of rounded points 0 0 0 0 0 2 11 161
Spatial risk premium on weather derivatives and hedging weather exposure in electricity 0 0 0 39 1 2 2 135
Stable distributions 0 0 1 238 1 1 5 469
State Price Densities implied from weather derivatives 0 0 0 16 2 2 4 80
Statistics e-learning platforms evaluation: Case study 0 0 0 172 3 3 4 445
Statistics of risk aversion 0 0 0 112 0 0 1 567
Stochastic population analysis: A functional data approach 1 1 1 55 3 3 5 95
Stochastic population forecast for Germany and its consequence for the German pension system 0 0 0 110 0 0 2 331
Support vector machines with evolutionary feature selection for default prediction 0 0 1 97 0 0 2 226
Support vector regression based GARCH model with application to forecasting volatility of financial returns 0 1 1 287 0 3 4 707
Surrogate Models for Optimization of Dynamical Systems 0 0 0 16 0 2 6 31
TEDAS - Tail Event Driven ASset Allocation 0 0 0 68 1 2 4 218
TENET: Tail-Event driven NETwork risk 0 0 0 73 0 2 11 395
TERES: Tail event risk expectile based shortfall 0 0 1 52 2 4 6 117
TVICA - time varying independent component analysis and its application to financial data 0 1 1 94 6 7 11 244
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis 0 0 0 12 1 1 5 39
Tail event driven ASset allocation: Evidence from equity and mutual funds' markets 0 0 0 1 0 1 1 4
Tail event driven networks of SIFIs 0 0 0 54 0 2 6 136
Tail-risk protection: Machine Learning meets modern Econometrics 0 0 0 28 5 5 6 36
Teaching wavelets in XploRe 0 0 0 3 3 3 4 138
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 0 1 236
Testing monotonicity of pricing Kernels 0 0 0 91 3 3 6 277
Textual Sentiment and Sector specific reaction 0 0 0 0 0 0 2 14
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 0 5 0 3 8 43
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 2 5 142 2 7 22 353
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 2 4 6 275
The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence 0 0 0 19 1 2 3 41
The analysis of implied volatilities 0 0 1 84 3 5 8 403
The bayesian additive classification tree applied to credit risk modelling 0 0 0 198 0 0 2 510
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 1 2 16
The default risk of firms examined with smooth support vector machines 0 0 0 41 1 1 2 178
The dynamics of hourly electricity prices 1 1 1 106 1 3 3 227
The impact of news on US household inflation expectations 0 0 1 36 1 1 2 66
The influence of oil price shocks on China's macro-economy: A perspective of international trade 0 0 0 76 0 1 1 118
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 0 23 0 0 2 44
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 0 1 3 325 1 2 12 1,388
The stochastic fluctuation of the quantile regression curve 0 0 0 60 0 0 1 352
The three dimensions of multimedia teaching of statistics 0 0 0 7 0 2 5 197
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 1 3 86
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 1 2 4 257
Time dependent relative risk aversion 0 0 0 99 1 2 3 354
Time series modelling with semiparametric factor dynamics 0 0 1 182 2 6 13 390
Time varying hierarchical archimedean copulae 0 0 0 114 0 2 6 233
Time varying quantile Lasso 0 0 0 40 0 3 5 90
Time-varying Limit Order Book Networks 0 0 2 5 1 1 3 15
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models 0 0 1 1 1 1 3 5
Transactions That Did Not Happen and Their Influence on Prices 0 0 0 173 3 6 8 521
Understanding Cryptocurrencies 1 1 4 37 2 3 10 138
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective 0 0 0 3 0 0 3 11
Understanding Smart Contracts: Hype or hope? 0 0 1 16 2 4 7 44
Understanding jumps in high frequency digital asset markets 0 0 0 16 2 2 5 31
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 1 1 46 1 4 9 89
Uniform confidence bands for pricing kernels 0 0 0 84 0 0 3 205
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 100 1 2 3 876
Using Wiki to build an e-learning system in statistics in Arabic language 0 0 0 80 2 2 4 500
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 2 2 2 326
VCRIX - a volatility index for crypto-currencies 0 1 1 21 12 16 24 252
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 0 1 4 634
Value-at-risk calculations with time varying copulae 0 0 0 227 0 2 3 672
Variable selection in Cox regression models with varying coefficients 0 0 0 63 1 2 4 220
Volatility investing with variance swaps 0 0 0 147 2 2 4 328
Wachsende Dispersion und Engel-Kurven 0 0 0 0 1 1 1 140
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 6 2 3 5 38
Working with the XQC 0 0 0 27 0 1 2 161
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 1 81 3 5 8 220
Yxilon: A client-server based statistical environment 0 0 0 66 0 1 1 360
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 12 0 0 3 112
lCARE: Localizing conditional autoregressive expectiles 0 0 0 32 4 5 7 59
Total Working Papers 8 22 100 23,342 409 814 1,862 84,334

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 1 2 2 42
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 1 1 9 1 2 4 26
A Review of Nonparametric Time Series Analysis 0 0 0 8 0 1 5 32
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 1 2 10 0 3 7 49
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 2 3 3 26
A semiparametric factor model for implied volatility surface dynamics 0 0 0 63 0 0 3 139
Adaptive Interest Rate Modelling 0 0 0 2 1 3 5 23
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 3 3 6 188
Adaptive weights clustering of research papers 0 0 0 0 1 3 3 19
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 7 6 6 9 50
An Extended Single-index Model with Missing Response at Random 0 0 0 1 0 1 2 21
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 2 2 2 3 13
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 1 1 2 145
Asymptotic maximal deviation of M-smoothers 0 0 0 75 0 1 2 276
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 9 0 1 1 70
Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders 0 0 0 10 0 2 3 33
Book reviews 0 0 0 3 0 0 0 46
Book reviews 0 0 0 1 0 0 1 47
Book reviews 0 0 0 0 0 0 1 43
Bootstrap Methods for Time Series 1 1 2 3 2 2 4 22
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 0 1 2 92
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 55 0 1 3 150
CRIX an Index for cryptocurrencies 0 0 2 53 0 1 19 418
Calibrating CAT Bonds for Mexican Earthquakes 0 0 1 32 0 0 5 151
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 4 4 6 314
Comment 0 0 0 3 0 0 2 22
Common factors in credit defaults swap markets 0 0 0 2 1 4 4 29
Company rating with support vector machines 0 0 0 16 0 4 9 106
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 1 0 1 5 26
Copula dynamics in CDOs 0 0 0 6 2 3 3 53
Copula-based factor model for credit risk analysis 0 1 1 19 2 4 7 90
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid 0 0 1 3 0 2 5 30
Discrete time option pricing with flexible volatility estimation 0 0 0 483 3 3 4 1,596
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 2 3 4 6 40
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 0 0 0 14 0 0 1 53
Dynamic credit default swap curves in a network topology 0 0 0 2 3 5 6 22
Dynamic semi-parametric factor model for functional expectiles 0 0 0 2 3 3 4 30
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 0 3 162
Dynamic structured copula models 0 0 0 25 0 1 1 66
Efficient estimation in conditional single-index regression 0 0 0 31 2 6 8 122
Empirical Evidence on the Law of Demand 0 1 1 245 1 2 9 1,253
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 1 15
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 1 2 5 23
Estimation of Non-sharp Support Boundaries 0 0 0 19 0 1 1 74
FACTORISABLE MULTITASK QUANTILE REGRESSION 0 0 0 3 0 0 1 13
Financial Risk Meter FRM based on Expectiles 0 0 0 5 2 2 3 19
Financial Risk Meter for emerging markets 0 0 1 8 3 3 6 20
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 8 0 1 4 60
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics 0 0 0 1 3 4 5 24
Forecasting volatility with support vector machine-based GARCH model 1 1 12 432 1 2 28 1,069
Forex exchange rate forecasting using deep recurrent neural networks 0 0 3 18 2 4 22 92
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 7 2 2 5 50
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 3 35
How to measure the performance of a Collaborative Research Center 0 0 0 2 2 2 2 23
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 37 0 1 2 125
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* 0 0 2 19 2 2 10 74
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 0 1 5 12 4 8 27 41
K-expectiles clustering 0 0 0 2 2 2 5 11
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 0 1 1 1 2 33
Localized Realized Volatility Modeling 0 0 1 42 1 2 3 152
Localizing Temperature Risk 0 0 0 3 1 1 4 24
Media-expressed tone, option characteristics, and stock return predictability 0 2 2 6 0 3 5 27
Model-driven statistical arbitrage on LETF option markets 0 0 0 1 1 1 1 7
Modelling industry interdependency dynamics in a network context 0 0 0 10 0 0 2 17
Multivariate factorizable expectile regression with application to fMRI data 0 0 0 10 0 1 1 39
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 0 0 4 137 0 0 8 353
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 0 25 1 4 5 94
Nonparametric and semiparametric approaches to discrete response analysis 0 0 0 99 0 1 2 227
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 105 2 8 8 326
On extracting information implied in options 0 1 2 91 0 1 3 213
On the backfitting algorithm for additive regression models 0 0 0 14 0 0 1 38
On the inconsistency of bootstrap distribution estimators 0 0 0 67 0 0 2 179
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 9 0 0 3 70
Pricing Cryptocurrency Options* 0 0 2 26 1 3 16 153
Pricing wind power futures 0 0 0 4 2 4 6 30
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 1 30 0 0 4 97
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 0 0 16 0 0 0 50
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 1 3 19
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 4 1 1 6 19
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies 1 1 1 17 2 5 11 58
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 4 1 4 6 50
Risk related brain regions detection and individual risk classification with 3D image FPCA 1 1 1 9 1 1 1 17
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws 0 0 0 17 1 4 7 48
Robust regression function estimation 0 0 1 45 1 1 4 134
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 0 1 13 0 0 2 50
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 1 0 0 0 5
SONIC: SOcial Network analysis with Influencers and Communities 0 0 0 2 1 2 4 21
Semi-parametric estimation of partially linear single-index models 1 1 2 36 1 3 5 199
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 1 2 3 172
Semiparametric Regression Analysis With Missing Response at Random 0 0 0 65 1 3 6 195
Service data analytics and business intelligence 2017 0 0 0 1 2 2 2 17
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 0 12 1 1 1 49
Simultaneous confidence bands for expectile functions 0 0 0 26 2 3 6 88
Single-Index-Based CoVaR With Very High-Dimensional Covariates 1 1 3 30 1 2 6 101
State price densities implied from weather derivatives 0 0 0 7 1 1 3 52
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 0 22 2 2 4 131
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 0 0 43 1 4 8 147
Structural Tests in Additive Regression 0 0 0 12 0 1 1 56
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 0 101 1 2 3 401
Symmetrized nearest neighbor regression estimates 0 0 0 18 1 2 2 117
TERES: Tail Event Risk Expectile Shortfall 0 0 0 4 2 2 2 8
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 0 12 3 6 11 83
Testing a Parametric Model Against a Semiparametric Alternative 0 0 1 28 0 1 3 74
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 8 0 0 0 35
Testing increasing dispersion 0 0 0 6 1 3 3 51
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 0 3 472 1 3 9 1,202
The Implied Market Price of Weather Risk 0 1 1 13 1 3 5 103
The common and specific components of inflation expectations across European countries 0 0 1 7 2 2 4 19
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 1 3 6 40
Understanding Cryptocurrencies 0 0 10 191 5 13 45 590
Uniform Confidence Bands for Pricing Kernels 0 1 1 4 0 2 4 50
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 1 2 2 105
VCRIX — A volatility index for crypto-currencies 0 0 2 11 1 5 31 109
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 0 1 2 70
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 0 59 0 2 3 233
Variance swap dynamics 0 0 1 4 0 0 1 18
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 0 96
Total Journal Articles 6 16 75 4,004 119 246 609 15,064
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 3 9 17 365
Total Books 0 0 0 0 3 9 17 365

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 4 19
Time Dependent Relative Risk Aversion 0 0 0 0 0 0 0 1
Total Chapters 0 0 0 0 0 1 4 20
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 2 6 3,814
Total Software Items 0 0 0 1,010 0 2 6 3,814

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