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 0 0 3 397 1 1 8 1,461
A Bootstrap Test for Single Index Models 0 0 0 6 0 0 1 132
A Confidence Corridor for Expectile Functions 0 0 1 37 0 1 8 183
A Confidence Corridor for Sparse Longitudinal Data Curves 0 0 0 46 1 1 4 193
A Consistent Nonparametric Test for Causality in Quantile 0 0 1 147 1 9 12 343
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics 0 0 0 345 1 2 7 840
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 0 1 145 1 1 4 411
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics 0 0 0 46 2 3 8 238
A Microeconomic Explanation of the EPK Paradox 0 0 0 33 3 4 5 218
A Mortality Model for Multi-populations A Semi-Parametric Approach 0 1 3 21 0 1 9 17
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 1 1 5 75
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 2 312
A Review of Nonparametric Time Series Analysis 0 0 0 111 0 0 1 499
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 0 0 91
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data 0 0 1 32 0 0 5 82
A bootstrap test for positive definiteness of income effect matrices 0 0 0 0 0 1 3 393
A bootstrap test for positive definiteness of income effect matrices 0 1 1 3 0 1 2 13
A bootstrap test for single index models 0 0 0 63 0 0 3 264
A first econometric analysis of the CRIX family 0 0 6 23 2 4 32 76
Academic Ranking Scales in Economics: Prediction and Imputation 0 1 3 48 0 2 9 49
Adaptive Interest Rate Modelling 0 0 3 85 0 0 9 151
Adaptive Order Flow Forecasting with Multiplicative Error Models 0 0 0 94 1 11 27 75
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 4 0 1 2 38
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 34 1 1 4 151
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 45 0 0 3 215
Adaptive weights clustering of research papers 0 0 0 14 0 0 9 18
Additive Nonparametric Regression on Principal Components 0 0 0 36 0 0 0 162
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 1 1 1 217
An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data 0 1 2 90 0 2 12 249
An Extended Single Index Model with Missing Response at Random 0 0 2 41 1 1 7 84
An empirical likelihood goodness-of-fit test for time series 0 0 2 93 0 2 4 500
An introduction to simulation of risk processes 0 0 0 35 0 1 14 174
Applied Nonparametric Methods 0 0 0 1 1 3 8 366
Applied Nonparametric Methods 0 2 20 1,104 1 13 59 2,216
Applied Nonparametric Methods 0 0 0 1 1 3 9 695
Applied Nonparametric Methods 0 0 0 2 1 2 8 52
Applied nonparametric methods 0 0 2 13 0 4 10 271
Applied nonparametric smoothing techniques 0 0 0 420 1 2 2 1,157
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 0 1 186
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 0 1 168
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 1 0 0 1 106
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 1 1 5 334
Backtesting beyond VaR 0 0 0 116 0 0 2 389
Bandwidth choice for average derivative estimation 0 0 0 0 2 4 5 61
Bandwith choice for average derivative estimation 0 0 0 21 1 1 3 15
Bandwith choice for density derivatives 0 0 0 0 0 0 1 9
Bayesian Networks and Sex-related Homicides 0 0 1 36 2 2 4 103
Beta-boosted ensemble for big credit scoring data 0 0 1 43 2 3 12 30
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 0 0 154
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 0 4 372
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 1 1 2 10
Bootstarp Methods in Nonparametric Regression 0 0 0 0 2 2 5 414
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 1 304 3 3 8 1,022
Bootstrap approximations in a partially linear regression model 0 0 0 0 1 2 2 147
Bootstrap confidence bands 0 0 0 0 2 2 4 190
Bootstrap confidence bands 0 0 1 2 0 0 1 10
Bootstrap inference in semiparametric generalized additive models 0 1 1 3 1 2 9 27
Bootstrap methods for time series 0 0 0 486 1 6 13 2,182
Bootstrap methods in nonparametric regression 1 1 3 18 4 4 8 37
Bootstrap simultaneous error for nonparametric regression 0 0 0 0 0 0 0 5
CDO Pricing with Copulae 0 0 1 142 0 0 4 259
CDO Surfaces Dynamics 0 0 0 25 3 3 4 68
CDO and HAC 0 0 0 32 1 4 9 136
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 2 4 10 37
CRIX or evaluating Blockchain based currencies 0 0 2 81 1 2 18 229
CRIX or evaluating blockchain based currencies 0 1 3 45 1 2 25 101
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 0 7 0 1 5 29
Calibrating CAT bonds for Mexican earthquakes 0 0 0 162 1 2 9 526
Calibrating CAT bonds for Mexican earthquakes 0 0 1 116 1 2 6 535
Calibration Design of Implied Volatility Surfaces 0 0 1 232 0 0 3 463
Calibration Risk for Exotic Options 0 0 2 387 0 0 6 1,037
Change point and trend analyses of annual expectile curves of tropical storms 0 2 2 8 0 3 8 51
Color Harmonization in Car Manufacturing Process 0 1 1 171 0 1 3 1,893
Common Functional Implied Volatility Analysis 0 0 1 169 0 1 3 508
Common Functional Principal Components 0 0 1 273 0 0 2 691
Common factors governing VDAX movements and the maximum loss 0 0 1 79 18 18 21 347
Common factors in credit defaults swaps markets 0 0 0 64 0 0 3 105
Comparing nonparametric versus parametric regression fits 0 0 0 2 0 6 14 798
Component analysis for additive models 0 0 0 6 0 0 1 88
Composite Quantile Regression for the Single-Index Model 1 5 8 136 4 8 26 412
Computational Statistics (Journal) 0 0 1 20 1 1 8 103
Computational Statistics and Data Visualization 5 5 9 120 7 7 12 301
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 0 1 3 61
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 0 0 155
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 27 1 1 6 50
Connected teaching of statistics 0 0 0 0 0 13 14 121
Convenience Yields for CO2 Emission Allowance Futures Contracts 0 0 1 317 2 3 9 949
Credit Rating Score Analysis 0 0 1 12 1 2 8 30
Credit Risk Calibration based on CDS Spreads 0 0 0 34 1 2 6 81
Cross section Engel Curves over Time 0 0 1 23 1 2 7 104
Cross section Engel curves over time 0 0 0 0 1 1 3 15
Cross section Engel curves over time 0 0 0 0 2 2 3 90
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 1 2 162
DSFM fitting of Implied Volatility Surfaces 0 0 1 166 1 1 4 498
Data Science & Digital Society 0 0 5 25 1 2 14 46
De copulis non est disputandum - Copulae: An Overview 0 0 0 78 0 0 7 143
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry 1 1 3 48 1 1 10 99
Derivative estimation and testing in generalized additive models 0 0 0 2 1 1 3 16
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models 0 2 2 55 1 3 9 176
Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates 0 0 0 46 0 1 2 476
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 5 8 19 553
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates 0 0 0 0 0 0 3 93
Direct estimation of low dimensional components in additive models 0 0 0 11 1 2 6 168
Discrete time option pricing with flexible volatility estimation 0 0 0 1 0 0 0 5
Discrete time option pricing with flexible volatility estimation 0 0 2 9 0 0 2 182
Discrete time option pricing with flexible volatility estimation 0 0 0 11 1 2 2 81
Discussion 0 0 0 2 0 0 1 79
Distillation of News Flow into Analysis of Stock Reactions 0 1 1 27 2 6 14 102
Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression 0 0 0 19 0 2 4 265
Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries 0 0 1 54 2 2 10 104
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China 0 0 1 28 1 2 6 90
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation 0 0 0 68 0 1 3 244
Dynamic Topic Modelling for Cryptocurrency Community Forums 1 1 4 62 2 3 20 82
Dynamic Valuation of Weather Derivatives under Default Risk 0 1 3 35 0 2 13 77
Dynamic credit default swaps curves in a network topology 0 0 3 18 1 2 13 18
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 1 1 1 64 1 2 4 526
Dynamic semi-parametric factor model for functional expectiles 0 1 6 17 1 3 10 25
Dynamics of State Price Densities 0 0 1 124 2 2 7 312
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 0 0 32
E-learning, e-teaching of statistics: A new challenge 0 0 0 6 0 1 3 49
Efficient estimation in single-index regression 0 0 1 3 1 1 5 116
Empirical Pricing Kernels and Investor Preferences 0 0 0 114 1 1 3 311
Empirical evidence on the law of demand 0 0 0 0 2 3 5 13
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 1 1 1 25
Estimating Probabilities of Default With Support Vector Machines 0 0 0 107 0 1 3 254
Estimating probabilities of default with support vector machines 0 0 1 120 1 2 9 372
Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk 0 1 3 40 0 2 14 89
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration 0 0 0 98 1 1 3 324
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 1 1 2 108
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 4 1 1 3 33
Estimation in an additive model when the components are linked parametrically 0 0 0 3 1 1 2 103
Estimation of Additive Regression Models with Links 0 0 0 3 1 1 2 84
Estimation of Default Probabilities with Support Vector Machines 0 0 2 166 1 2 5 459
Estimation of NAIRU with In ation Expectation Data 1 1 1 1 1 2 5 8
Estimation of NAIRU with Inflation Expectation Data 0 0 2 39 0 0 6 66
Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects 1 1 1 83 3 3 13 174
Exploratory Graphics of a Financial Dataset 0 0 0 142 1 1 1 400
Exploring credit data 0 1 1 8 0 1 2 25
FFT Based Option Pricing 0 1 3 231 0 2 6 522
FRM: a Financial Risk Meter based on penalizing tail events occurrence 0 1 5 43 4 7 22 47
Factorisable Multi-Task Quantile Regression 1 1 3 23 4 5 18 40
Factorisable Sparse Tail Event Curves 0 0 0 17 1 1 6 42
Fast and Simple Scatterplot Smoothing 0 0 0 27 0 0 1 154
Fast and simple scatterplot smoothing 0 0 0 0 0 0 1 59
Fast and simple scatterplot smoothing 0 0 0 173 2 2 2 1,262
Financial calculations on the net 0 0 0 2 1 1 1 106
Flexible stochastic volatility structures for high frequency financial data 0 0 0 0 0 0 2 151
Flexible time series analysis 0 1 1 24 0 11 11 117
Forecast based Pricing of Weather Derivatives 1 2 3 67 2 3 7 160
Forecasting Corporate Distress in the Asian and Pacific Region 0 0 0 47 1 1 4 63
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics 1 1 2 57 3 3 19 66
Forecasting the Term Structure of Variance Swaps 0 0 0 520 0 1 2 1,523
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 2 2 2 432
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 0 108
Functional Data Analysis of Generalized Quantile Regressions 0 0 0 93 0 0 4 210
Functional Principal Component Analysis for Derivatives of Multivariate Curves 0 1 3 27 2 6 16 37
GHICA - Risk Analysis with GH Distributions and Independent Components 0 0 0 94 2 2 4 293
Generalized single-index models: The EFM approach 0 0 2 64 0 1 7 205
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 0 0 156
GitHub API based QuantNet Mining infrastructure in R 0 0 1 21 1 2 16 69
Graphical Data Representation in Bankruptcy Analysis 0 0 0 180 0 1 4 695
HMM in dynamic HAC models 0 1 4 34 0 1 6 110
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model 1 1 2 22 2 4 11 78
How Computational Statistics Became the Backbone of Modern Data Science 0 0 3 245 2 7 27 344
How Sensitive are Average Derivatives? 0 0 0 0 0 1 2 256
How many terms should be added into an additive model ? 0 0 0 0 0 3 6 191
How precise are price distributions predicted by implied binomial trees? 0 0 0 79 0 0 1 282
How sensitive are average derivates ? 0 0 0 0 1 3 4 48
How sensitive are average derivatives? 0 0 0 4 1 1 2 31
How to Measure a Performance of a Collaborative Research Centre 0 3 6 23 0 5 17 28
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 0 1 7 0 0 2 28
Implied Basket Correlation Dynamics 0 0 0 61 0 0 5 181
Implied Market Price of Weather Risk 0 0 0 124 1 1 2 326
Implied volatility string dynamics 0 0 1 24 0 0 5 75
Increasing Weather Risk: Fact or Fiction? 0 1 1 9 1 3 4 52
Independent Component Analysis Via Copula Techniques 0 0 0 199 1 1 4 481
Industry Interdependency Dynamics in a Network Context 0 0 2 22 0 0 11 34
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 0 37 1 2 4 27
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 1 1 1 1 10 14
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 142 1 1 7 415
Integrable e-lements for Statistics Education 0 0 0 8 0 0 2 217
Integration and Backfitting methods in additive models: finite sample properties and comparison 0 0 0 4 0 3 4 15
Internet based econometric computing 0 0 0 1 1 1 2 129
Investing with cryptocurrencies - A liquidity constrained investment approach 1 4 17 60 3 13 56 149
Iterated bootstrap with applications to frontier models 0 0 0 164 0 0 0 434
Iterated bootstrap with applications to frontier models 0 0 0 0 1 2 3 125
Iterated bootstrap with applications to frontier models 0 0 0 0 0 1 1 5
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 0 0 283
Kernel estimation: the equivalent spline smoothing method 0 0 0 0 1 1 1 49
Kernel regression smoothing of time series 0 0 3 23 0 0 7 45
Kernel regression smoothing of time series 0 0 0 1 0 2 22 813
LASSO-Driven Inference in Time and Space 0 2 7 22 3 8 25 29
LASSO-driven inference in time and space 1 1 3 3 3 3 10 10
Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual 0 0 0 113 1 2 14 73
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 10 1 3 4 106
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 0 0 0 0 169
Learning Machines Supporting Bankruptcy Prediction 0 0 5 82 1 1 11 166
Leveraged ETF options implied volatility paradox: a statistical study 0 0 1 19 1 1 17 67
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts 0 0 0 62 0 3 6 144
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 2 4 8 162
Local Quantile Regression 0 1 2 53 1 4 5 130
Localising Forward Intensities for Multiperiod Corporate Default 0 0 1 47 0 0 8 59
Localising temperature risk 1 2 2 30 1 3 7 92
Localized Realized Volatility Modelling 0 0 6 80 1 1 11 274
Long Memory Persistence in the Factor of Implied Volatility Dynamics 0 0 0 100 1 1 4 279
M robustified additive nonparametric regression 0 0 0 0 1 12 13 33
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 1 1 543
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 1 1 1 80 1 1 1 528
Mean Volatility Regressions 0 0 0 30 1 2 6 96
Measuring and Modeling Risk Using High-Frequency Data 0 0 0 139 0 1 2 243
Modeling Asset Prices 0 0 1 45 1 3 5 88
Modeling Dependencies in Finance using Copulae 0 0 0 179 0 0 0 285
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics 0 0 0 54 2 4 5 151
Modelling and forecasting liquidity supply using semiparametric factor dynamics 1 2 3 88 2 5 11 253
Multivariate Factorisable Sparse Asymmetric Least Squares Regression 0 0 1 14 1 1 6 10
Multivariate and semiparametric kernel regression 1 3 10 36 2 6 29 465
Network Quantile Autoregression 2 2 4 51 5 5 21 75
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 71 1 2 4 280
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 2 2 4 339
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 0 1 1 144
Nonparametric Estimation of Risk-Neutral Densities 0 0 1 99 3 5 7 252
Nonparametric Productivity Analysis 0 0 0 149 0 0 0 284
Nonparametric Regression 0 0 0 74 0 0 2 204
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 1 1 2 198
Nonparametric Time Series Model Selection 0 0 0 86 0 0 1 330
Nonparametric Vector Autoregression 0 0 0 76 1 2 8 373
Nonparametric approaches to generalized linear models 0 0 1 7 2 2 3 156
Nonparametric autoregression with multiplicative volatility and additive mean 0 0 0 6 2 2 5 183
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 0 1 97
Numerics of Implied Binomial Trees 0 1 1 56 1 2 4 179
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 1 1 3 81
On adaptive estimation in partial linear models 0 0 0 7 0 0 2 119
On adaptive estimation in partial linear models 0 0 1 9 0 1 2 77
On adaptive smoothing in partial linear models 0 0 0 29 1 1 1 285
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 0 0 21
On bootstrapping kernel spectralestimates 0 0 0 0 0 0 1 253
On efficient estimation of an averaged derivative 0 0 0 0 0 0 1 5
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 1 6 10 246
On the Appropriateness of Inappropriate VaR Models 0 0 0 77 1 1 2 222
On the Difficulty to Design Arabic E-learning System in Statistics 0 0 0 81 1 1 3 591
On the Utility of E-Learning in Statistics 0 0 1 56 0 0 1 210
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 0 1 25
On the inconsistency of bootstrap distribution estimators 0 0 0 2 2 2 4 13
Optimal Median Smoothing 0 0 0 1 0 0 3 549
Optimal Median Smoothing 0 0 0 40 2 2 4 368
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator 0 0 0 73 0 1 3 146
Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator 0 0 0 0 0 0 2 9
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 0 1 2 4 16
Optimal smoothing in single index models 0 0 0 0 0 1 1 380
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 61 0 0 2 111
Partial Linear Quantile Regression and Bootstrap Confidence Bands 0 0 0 126 2 2 2 262
Partially linear models 1 2 8 215 3 5 25 565
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change 0 0 2 27 1 2 14 29
Portfolio Decisions and Brain Reactions via the CEAD method 0 0 0 4 1 1 7 40
Portfolio Value at Risk Based on Independent Components Analysis 0 0 0 272 0 0 2 574
Predicting Bankruptcy with Support Vector Machines 0 0 0 269 0 1 3 619
Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives 2 2 2 30 2 2 3 110
Pricing Green Financial Products 0 0 1 20 0 0 10 28
Pricing Kernel Modeling 0 0 1 40 3 4 12 77
Pricing of Asian temperature risk 0 0 0 48 0 1 3 122
Principal Component Analysis in an Asymmetric Norm 1 1 2 9 1 1 6 47
Principal Component Analysis in an Asymmetric Norm 0 0 0 28 2 6 11 108
Prognose mit nichtparametrischen Verfahren 0 0 0 25 1 1 2 127
Prognose mit nichtparametrischen Verfahren 0 0 0 7 0 1 3 73
Q3-D3-LSA 0 0 1 7 0 0 4 13
QuantNet – A Database-Driven Online Repository of Scientific Information 0 0 0 37 1 2 8 321
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 1 21 0 1 3 89
Quantile Regression in Risk Calibration 0 0 0 84 0 2 17 218
R robustified additive nonparametric regression 0 0 0 0 0 0 4 37
Rating Companies with Support Vector Machines 1 1 3 199 2 14 21 557
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns 0 0 0 186 5 7 10 401
Recursive Portfolio Selection with Decision Trees 0 0 0 163 0 1 2 429
Reference Dependent Preferences and the EPK Puzzle 0 0 1 13 2 2 3 54
Regression smoothing parameters that are not far from their optimum 0 0 0 0 1 2 2 60
Regression smoothing parameters that are not far from their optimum 0 0 0 1 0 0 0 9
Remarks on sliced inverse regression 0 0 0 1 0 1 4 443
Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 1 25 0 0 2 81
Risk Related Brain Regions Detected with 3D Image FPCA 0 0 0 12 3 4 9 49
Robust Econometrics 0 0 1 256 3 4 16 1,087
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 15
Robust adaptive estimation of dimension reduction space 0 0 0 8 0 1 3 28
Robust estimation of dimension reduction space 0 0 0 26 0 0 0 140
Robust locally adaptive non-parametric regression 0 0 0 0 1 1 1 13
Robust locally adaptive nonparametric regression 0 0 0 0 0 0 0 220
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 0 3 72
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 0 133
Semi-parametric estimation of generalized partially linear single-index models 0 0 0 43 0 0 2 277
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 1 1 2 300
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 2 0 0 2 11
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 0 0 2 57
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 1 2 3 143
Semiparametric analysis of German East-West migration intentions: Facts and theory 1 1 2 17 3 6 9 362
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient 0 0 1 67 0 0 1 236
Semiparametric comparison of regression curves 0 0 0 0 1 1 2 9
Semiparametric diffusion estimation and application to a stock market index 0 0 0 59 1 1 6 288
Semiparametric regression analysis under imputation for missing response data 0 0 0 31 2 2 7 233
Semiparametric regression analysis under imputation for missing response data 0 0 0 0 0 0 3 30
Semiparametric regression analysis with missing response at random 1 1 2 239 1 2 5 705
Shape invariant modelling pricing kernels and risk aversion 0 0 0 55 1 2 3 141
Simulation of risk processes 0 0 0 24 0 10 12 120
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models 1 1 1 49 2 2 7 80
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors 0 0 0 21 1 1 5 27
Skewness and Kurtosis Trades 0 1 1 65 0 2 5 243
Smoothed L-estimation of Regression Function 0 0 0 3 0 0 1 25
Smoothed L-estimation of regression function 0 0 0 2 1 1 4 32
Smoothing by weighted averaging of rounded points 0 0 0 0 1 7 14 693
Smoothing by weighted averaging of rounded points 0 0 0 0 1 4 10 66
Spatial Functional Principal Component Analysis with Applications to Brain Image Data 0 0 3 12 0 1 17 27
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity 0 0 2 34 4 4 9 104
Stable Distributions 1 1 4 219 2 4 20 388
State Price Densities implied from weather derivatives 1 1 1 14 2 3 6 60
Statistics E-learning Platforms Evaluation: Case Study 0 3 4 170 0 6 8 422
Statistics of Risk Aversion 0 1 5 112 0 3 19 551
Stochastic Population Analysis: A Functional Data Approach 0 1 1 50 0 1 6 70
Stochastic Population Forecast for Germany and its Consequence for the German Pension System 0 0 2 103 1 3 8 309
Structural tests in additive regression 0 0 0 0 1 1 1 9
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 2 78 1 3 10 176
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns 0 2 8 278 2 5 18 663
TEDAS - Tail Event Driven ASset Allocation 0 1 4 59 4 6 23 174
TENET: Tail-Event driven NETwork risk 1 2 2 59 4 6 25 120
TERES - Tail Event Risk Expectile based Shortfall 0 1 1 40 1 3 10 76
TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data 0 0 1 89 1 2 8 210
Tail event driven networks of SIFIs 0 1 4 47 2 6 20 76
Teaching wavelets in XploRe 0 0 0 3 1 1 2 129
Testing Monotonicity of Pricing Kernels 0 0 0 90 0 2 3 260
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 0 2 225
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 5 0 1 2 26
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 0 1 6 13 349
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 5 0 1 4 33
Testing a Parametric Model against a Semiparametric Model 0 0 0 0 0 0 0 147
Testing a Regression Model when we Have Smooth Alternatives in Mind 0 0 0 1 1 1 5 597
Testing increasing dispersion 0 0 0 33 0 0 3 292
Testing increasing dispersion 0 0 0 1 1 1 3 98
Testing increasing dispersion 0 0 0 4 0 0 0 80
Textual Sentiment, Option Characteristics, and Stock Return Predictability 5 10 46 97 13 35 130 176
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling 0 0 1 197 2 2 4 501
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 1 41 1 2 5 154
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 0 2 253
The Influence of Oil Price Shocks on China’s Macroeconomy: A Perspective of International Trade 0 0 1 71 2 2 6 90
The Stochastic Fluctuation of the Quantile Regression Curve 0 0 0 60 0 0 1 345
The analysis of implied volatilities 0 0 1 80 1 22 29 382
The dynamics of hourly electricity prices 0 1 1 101 1 4 10 205
The dynamics of implied volatilities: A common principal components approach 1 3 4 139 2 7 13 617
The impact of news on US household inflation expectations 0 0 2 31 1 1 6 47
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 1 21 1 2 7 35
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 9 13 40 161 24 53 135 542
The three dimensions of multimedia teaching of statistics 0 0 0 6 0 0 0 181
Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators 0 0 0 35 2 4 4 73
Time Dependent Relative Risk Aversion 0 0 1 96 1 2 8 334
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 1 2 3 250
Time Series Modelling with Semiparametric Factor Dynamics 0 0 1 178 1 3 6 360
Time Varying Quantile Lasso 0 0 0 0 2 2 6 11
Time Varying Quantile Lasso 0 0 1 33 1 4 20 57
Time inhomogeneous multiple volatility modelling 0 0 1 37 0 0 1 293
Time varying Hierarchical Archimedean Copulae 0 0 0 111 2 3 4 210
Transactions That Did Not Happen and Their Influence on Prices 0 1 2 173 2 3 4 497
Transactions that did not happen and their influence on prices 0 0 0 24 0 1 3 241
Uniform confidence bands for pricing kernels 1 2 2 81 4 6 6 183
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 99 0 1 4 846
Using Wiki to Build an E-learning System in Statistics in Arabic Language 0 1 1 80 2 4 6 478
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 0 0 103 0 1 1 313
Value-at-Risk Calculations with Time Varying Copulae 0 1 1 224 4 5 11 653
Value-at-Risk and Expected Shortfall when there is long range dependence 0 0 1 218 0 2 7 609
Variable selection in Cox regression models with varying coefficients 0 0 3 56 1 2 5 195
Volatility Investing with Variance Swaps 1 2 6 132 1 3 13 293
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 0 0 130
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 3 1 1 3 23
Web quantlets for time series analysis 0 0 0 5 0 0 2 115
Working with the XQC 0 0 0 27 0 0 1 147
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics 0 2 2 74 0 2 4 185
Yxilon – A Client/Server Based Statistical Environment 0 0 0 66 1 2 2 355
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 11 1 1 4 96
e-Learning Statistics - A Selective Review 0 0 1 401 0 0 3 1,860
lCARE – localizing Conditional AutoRegressive Expectiles 0 0 1 32 1 1 11 44
Total Working Papers 52 127 456 23,208 389 868 2,701 89,128
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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for Positive Definiteness of Income Effect Matrices 0 0 0 1 0 1 3 31
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE 1 2 7 39 1 4 17 141
A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 1 0 1 7 10
A Review of Nonparametric Time Series Analysis 0 0 0 0 0 1 2 2
A semiparametric factor model for CDO surfaces dynamics 1 1 1 3 1 1 3 19
A semiparametric factor model for implied volatility surface dynamics 1 1 3 35 1 2 12 75
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 1 3 0 0 4 19
Adaptive Interest Rate Modelling 1 1 2 2 1 1 5 9
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 1 3 8 174
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 3 0 2 5 20
An Extended Single-index Model with Missing Response at Random 0 0 0 0 3 3 6 9
An empirical likelihood goodness‐of‐fit test for time series 0 0 0 114 2 4 5 407
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 0 1 2 2 2
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 0 1 136
Asymptotic maximal deviation of M-smoothers 0 0 0 62 0 0 5 239
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 8 0 0 0 57
Book reviews 0 0 0 0 0 0 0 37
Book reviews 0 0 0 3 0 0 0 44
Book reviews 0 0 0 1 1 1 2 41
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 0 1 2 69
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 53 0 0 4 136
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum 0 0 0 9 0 1 1 39
CRIX an Index for cryptocurrencies 0 3 8 8 5 40 105 105
Calibrating CAT Bonds for Mexican Earthquakes 0 0 2 24 2 2 9 110
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 1 2 9 283
Change point and trend analyses of annual expectile curves of tropical storms 0 1 1 3 3 4 5 17
Colour harmonization in car manufacturing processes 0 0 0 0 0 0 0 0
Common factors in credit defaults swap markets 0 0 0 2 0 0 1 17
Company rating with support vector machines 0 1 2 7 0 11 17 44
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 1 1 0 0 4 8
Copula dynamics in CDOs 0 0 1 3 0 0 9 36
Copula-based factor model for credit risk analysis 1 2 3 6 6 8 17 31
Data science and digital society 0 0 1 3 0 0 5 29
De copulis non est disputandum 0 0 0 10 0 1 4 75
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 9 0 1 5 66
Discrete time option pricing with flexible volatility estimation 0 0 0 482 0 0 1 1,580
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 0 0 2 5 18
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 0 1 5 6 4 7 21 24
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 1 1 6 29
Dynamic semi-parametric factor model for functional expectiles 0 0 0 0 1 2 3 3
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 0 3 149
Dynamic structured copula models 0 1 2 23 0 3 6 53
Dynamics of state price densities 0 0 0 59 0 1 3 237
Efficient estimation in conditional single-index regression 0 0 2 30 1 1 4 105
Empirical Evidence on the Law of Demand 2 2 4 215 2 4 21 1,146
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 0 10
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration 0 0 0 20 0 0 3 121
Estimation of Non-sharp Support Boundaries 0 1 1 14 1 4 4 53
Fast and simple scatterplot smoothing 0 0 0 31 0 0 0 138
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 0 1 2 2 2
Forecasting volatility with support vector machine-based GARCH model 1 7 23 303 7 14 45 800
GHICA -- Risk analysis with GH distributions and independent components 0 0 0 25 2 5 9 110
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 3 0 0 3 30
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 1 2 2 2 2 3 5 26
How sensitive are average derivatives? 0 0 1 42 2 3 5 150
How to measure the performance of a Collaborative Research Center 0 0 0 0 0 1 6 6
Implied basket correlation dynamics 0 0 0 3 0 0 7 29
Inhomogeneous Dependence Modeling with Time-Varying Copulae 1 1 1 71 1 1 11 227
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 36 1 1 2 116
Internet-based econometric computing 0 0 0 32 0 0 1 153
KERNEL REGRESSION SMOOTHING OF TIME SERIES 0 1 3 3 0 1 5 5
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 0 1 1 2 4 18
Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts 0 0 0 6 0 1 3 31
Local polynomial estimators of the volatility function in nonparametric autoregression 0 2 4 148 0 2 8 344
Localized Realized Volatility Modeling 0 0 3 38 3 3 11 133
Localizing Temperature Risk 0 1 2 2 1 2 6 9
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 1 1 9 2 3 7 55
Multivariate factorizable expectile regression with application to fMRI data 0 0 3 6 0 0 8 19
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 0 0 3 122 0 1 11 313
Nonparametric Autoregression with Multiplicative Volatility and Additive mean 0 0 0 0 3 3 4 4
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 2 24 2 2 5 73
Nonparametric and semiparametric approaches to discrete response analysis 0 0 1 96 2 3 8 210
Nonparametric state price density estimation using constrained least squares and the bootstrap 1 3 5 99 2 5 16 286
On extracting information implied in options 1 1 2 73 2 2 8 167
On the Utility of E‐Learning in Statistics 0 0 0 13 0 1 2 77
On the appropriateness of inappropriate VaR models 0 0 0 10 1 1 2 89
On the backfitting algorithm for additive regression models 0 0 0 0 0 0 0 0
On the inconsistency of bootstrap distribution estimators 0 0 0 66 0 2 3 165
Optimal Median Smoothing 0 0 1 1 1 1 3 3
Principal component analysis in an asymmetric norm 0 0 1 1 0 1 3 3
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 26 0 0 0 85
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns 0 0 1 1 1 2 9 29
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 2 4 8 1 6 13 26
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 0 0 0 0 0
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 3 4 6 6 29
Risk related brain regions detection and individual risk classification with 3D image FPCA 2 3 4 4 2 3 4 4
Robust estimation of dimension reduction space 0 0 1 21 0 1 3 90
Robust regression function estimation 0 0 0 40 0 0 4 115
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 0 3 8 0 3 13 31
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 0 0 0 0 0
Semi-parametric estimation of partially linear single-index models 0 1 1 21 0 2 16 162
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 0 0 162
Semiparametric Regression Analysis With Missing Response at Random 1 3 4 63 2 5 7 166
Semiparametric analysis of German East-West migration intentions: facts and theory 0 1 1 183 0 1 3 787
Semiparametric diffusion estimation and application to a stock market index 0 0 0 17 1 1 5 114
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 1 9 0 0 2 38
Simultaneous confidence bands for expectile functions 0 0 0 21 0 1 2 65
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 3 3 3 4 7 13 18
Smoothed L-estimation of regression function 0 0 0 14 0 1 2 79
Spatial functional principal component analysis with applications to brain image data 0 0 1 1 1 2 5 5
State price densities implied from weather derivatives 0 1 1 6 1 2 4 33
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 2 6 3 6 13 55
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 1 7 31 2 6 16 104
Structural Tests in Additive Regression 0 0 0 11 1 2 3 49
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 1 1 1 98 1 1 2 379
Symmetrized nearest neighbor regression estimates 0 0 0 17 1 1 2 107
TENET: Tail-Event driven NETwork risk 0 4 16 43 4 15 58 168
TVICA—Time varying independent component analysis and its application to financial data 0 1 2 10 0 1 5 57
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 1 1 4 9 2 4 21 46
Tail event driven networks of SIFIs 1 2 5 5 2 4 20 20
Testing a Parametric Model Against a Semiparametric Alternative 0 0 1 26 1 1 3 66
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 6 0 0 0 30
Testing increasing dispersion 0 0 0 6 0 0 0 45
Testing monotonicity of pricing kernels 1 1 1 4 1 2 3 40
The Bayesian Additive Classification Tree applied to credit risk modelling 0 0 3 46 1 2 7 179
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 0 1 457 2 3 13 1,147
The Implied Market Price of Weather Risk 0 0 0 11 0 0 2 81
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 1 1 3 0 1 4 24
Time Inhomogeneous Multiple Volatility Modeling 0 0 0 0 0 0 1 172
Time Series Modelling With Semiparametric Factor Dynamics 0 0 0 69 1 4 5 147
Transactions that did not happen and their influence on prices 0 0 0 113 0 1 2 328
Uniform Confidence Bands for Pricing Kernels 0 0 0 2 1 2 2 21
Using wiki to build an e-learning system in statistics in the Arabic language 0 0 0 1 1 1 4 35
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 13 1 1 2 95
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 1 16 0 0 2 59
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 2 58 2 3 8 211
Variance swap dynamics 0 0 0 2 1 1 1 11
Web Quantlets for Time Series Analysis 0 0 0 6 1 1 1 88
Yield curve modeling and forecasting using semiparametric factor dynamics 0 2 2 2 1 3 8 12
lCARE - localizing conditional autoregressive expectiles 0 0 3 3 2 6 17 17
Total Journal Articles 19 64 182 4,225 124 303 913 15,687

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Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Nonparametric Regression 0 0 0 0 1 1 4 260
Total Books 0 0 0 0 1 1 4 260

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Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied nonparametric methods 0 0 6 773 1 4 25 1,747
Total Chapters 0 0 6 773 1 4 25 1,747

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XploRe 0 1 7 997 2 5 19 3,733
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