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 4 40 0 2 10 48
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 0 0 1 86
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 0 319
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 1 1 1 39 1 1 3 206
A confidence corridor for sparse longitudinal data curves 0 0 0 47 0 1 3 210
A consistent nonparametric test for causality in quantile 0 0 0 161 1 1 5 399
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 0 0 3 30
A dynamic semiparametric factor model for implied volatility string dynamics 0 1 2 354 0 1 3 872
A financial risk meter for China 0 0 0 21 0 0 2 29
A first econometric analysis of the CRIX family 0 0 2 32 0 0 8 126
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 0 149 0 0 0 425
A joint analysis of the KOSPI 200 option and ODAX option markets dynamics 0 0 0 47 0 0 1 246
A microeconomic explanation of the EPK paradox 0 0 0 34 0 0 2 231
A mortality model for multi-populations: A semi-parametric approach 0 0 0 23 0 2 5 33
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 33 0 0 2 99
A time-varying network for cryptocurrencies 0 0 0 19 0 0 0 22
Academic ranking scales in economics: Prediction and imputation 0 0 0 52 0 0 1 78
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 0 0 48
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 35 0 0 1 164
Adaptive interest rate modelling 0 0 0 88 0 0 4 168
Adaptive order flow forecasting with multiplicative error models 0 0 1 100 0 0 3 107
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 0 0 0 227
Adaptive weights clustering of research papers 0 0 0 15 0 1 4 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 1 1 1 222
An application of principal component analysis on multivariate time-stationary spatio-temporal data 0 0 0 92 1 2 3 268
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 0 0 0 104
An introduction to simulation of risk processes 0 0 1 48 0 0 2 212
Analysis of deviance in generalized partial linear models 0 0 0 41 0 0 0 81
Antisocial Online Behavior Detection Using Deep Learning 0 0 0 4 1 1 2 33
Applied Nonparametric Methods 0 1 3 1,184 1 4 17 2,454
Applied nonparametric smoothing techniques 0 0 0 421 0 0 2 1,171
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 0 0 191
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 2 2 3 183
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 4 0 0 1 116
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 0 0 1 362
Backtesting beyond VaR 0 0 0 117 0 0 0 396
Bandwith choice for average derivative estimation 0 0 0 21 0 0 1 26
Bandwith choice for density derivatives 0 0 0 0 0 0 1 18
Bayesian Networks and sex-related homicides 0 0 0 38 1 1 3 128
Beta-boosted ensemble for big credit scoring data 0 0 0 47 0 0 5 47
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 0 2 381
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 0 0 0 24
Blockchain mechanism and distributional characteristics of cryptos 0 0 0 9 0 2 2 30
Bootstarp Methods in Nonparametric Regression 0 0 0 0 0 1 1 429
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 0 304 0 0 1 1,037
Bootstrap approximations in a partially linear regression model 0 0 0 1 0 1 1 156
Bootstrap confidence bands 0 0 0 5 0 0 0 28
Bootstrap methods in nonparametric regression 0 0 0 29 0 1 2 67
Bootstrap simultaneous error for nonparametric regression 0 0 0 1 0 0 3 15
CDO and HAC 0 0 0 33 1 1 2 156
CDO pricing with copulae 0 0 0 143 0 0 1 279
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 1 1 24 1 6 21 63
CRIX or evaluating blockchain based currencies 0 0 0 50 0 0 3 155
CRIX or evaluating blockchain based currencies 0 0 0 87 0 1 2 280
Calibrating CAT bonds for Mexican earthquakes 0 0 0 165 0 0 1 550
Calibration design of implied volatility surfaces 0 0 0 234 0 0 3 477
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 2 3 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 0 2 3 366
Common factors in credit defaults swaps markets 0 0 0 66 0 1 3 123
Common functional implied volatility analysis 0 0 0 170 0 0 0 511
Common functional principal components 0 0 1 279 0 1 2 722
Comparing nonparametric versus parametric regression fits 0 0 0 2 0 0 2 852
Component analysis for additive models 0 0 0 6 0 1 2 100
Composite quantile regression for the single-index model 0 0 0 149 0 0 3 455
Computational Statistics (Journal) 0 0 0 25 1 2 2 129
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 0 0 3 84
Computational statistics and data visualization 0 0 0 125 0 1 2 360
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 0 1 162
Confidence corridors for multivariate generalized quantile regression 0 0 0 27 0 0 2 61
Connected teaching of statistics 0 0 0 0 0 0 0 128
Constrained Kelly portfolios under alpha-stable laws 0 0 0 1 0 0 1 6
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 1 5 1,016
Cooling Measures and Housing Wealth: Evidence from Singapore 0 0 0 0 0 2 2 11
Copula dynamics in CDOs 0 0 1 18 0 0 1 67
Copula-based factor model for credit risk analysis 0 0 0 49 0 0 4 142
Credit rating score analysis 0 0 1 15 0 0 5 52
Credit risk calibration based on CDS spreads 0 0 0 43 0 1 1 112
Cross section Engel Curves over Time 0 0 0 29 0 0 3 129
DAI Digital Art Index: a robust price index for heterogeneous digital assets 0 0 2 18 0 4 9 34
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 2 515
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition 0 0 1 25 0 2 4 21
Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid 0 0 0 8 0 1 3 31
Data Science & Digital Society 0 0 0 30 0 1 3 77
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 0 0 127
Derivative estimation and testing in generalized additive models 0 1 1 4 0 2 3 27
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 55 1 1 4 199
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 0 1 2 570
Direct estimation of low dimensional components in additive models 0 0 0 11 1 2 2 182
Discussion 0 0 0 2 0 1 4 107
Distillation of news flow into analysis of stock reactions 0 0 0 30 0 0 2 138
Do maternal health problems influence child's worrying status? Evidence from British cohort study 0 0 0 9 0 1 2 49
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 0 275
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 0 1 131
Dynamic Network Perspective of Cryptocurrencies 0 0 0 5 0 1 3 19
Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China 0 0 0 28 0 1 2 102
Dynamic credit default swaps curves in a network topology 0 0 0 24 0 0 4 48
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 67 0 0 1 541
Dynamic semi-parametric factor model for functional expectiles 0 0 2 23 0 0 7 67
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 68 1 4 5 259
Dynamic topic modelling for cryptocurrency community forums 0 0 0 80 0 2 6 189
Dynamic valuation of weather derivatives under default risk 0 0 0 39 0 1 2 95
Dynamics of state price densities 0 0 1 126 1 1 7 333
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 1 2 43
E-learning statistics: A selective review 0 0 0 404 0 1 5 1,878
E-learning, e-teaching of statistics: A new challenge 0 0 0 7 0 0 2 58
Efficient estimation in single-index regression 0 0 1 9 1 1 4 145
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 1 2 30
Empirical pricing kernels and investor preferences 0 0 0 114 0 0 2 322
Estimating low sampling frequency risk measure by high-frequency data 0 0 0 1 1 1 2 18
Estimating probabilities of default with support vector machines 0 0 0 108 0 0 1 272
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 1 4 35
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 1 1 3 118
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 0 2 106
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 5 0 0 1 42
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 98 0 0 1 340
Estimation in an additive model when the components are linked parametrically 0 0 0 4 0 0 1 111
Estimation of Additive Regression Models with Links 0 0 0 3 0 0 1 97
Estimation of NAIRU with inflation expectation data 0 0 0 49 0 0 2 102
Estimation of default probabilities with Support Vector Machines 0 0 2 170 1 1 4 489
Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects 0 0 0 89 0 0 1 200
Exploratory graphics of a financial dataset 0 0 0 143 0 0 1 416
Exploring credit data 0 0 1 11 0 0 1 35
FFT based option pricing 0 0 0 233 0 0 1 531
FRM Financial Risk Meter 0 0 0 10 0 0 0 51
FRM Financial Risk Meter for Emerging Markets 0 0 0 20 1 1 2 38
FRM: A financial risk meter based on penalizing tail events occurrence 0 0 1 54 0 1 3 110
Factorisable Multitask Quantile Regression 0 0 0 20 0 0 1 19
Factorisable multi-task quantile regression 0 0 0 25 0 0 1 67
Factorisable sparse tail event curves 0 0 0 18 0 0 1 57
Factorisable sparse tail event curves with expectiles 0 0 0 9 0 0 0 39
Fast and Simple Scatterplot Smoothing 0 0 0 27 0 0 0 163
Financial Risk Meter based on expectiles 0 0 0 27 1 1 1 47
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 0 0 1 163
Flexible time series analysis 0 0 0 24 0 0 1 121
Forecast based pricing of weather derivatives 0 0 1 73 0 1 4 183
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 0 3 6 27
Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics 0 0 1 59 0 1 5 82
Forecasting the term structure of variance swaps 0 0 1 521 0 0 2 1,531
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 2 447
Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks 2 2 2 8 2 2 5 42
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 21 0 2 5 43
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 1 115
Functional data analysis of generalized quantile regressions 0 0 0 103 0 0 3 234
Functional principal component analysis for derivatives of multivariate curves 0 0 0 35 0 0 2 70
GHICA: Risk analysis with GH distributions and independent components 0 0 0 94 0 0 0 309
Generalized single-index models: The EFM approach 0 0 0 67 1 1 3 222
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 2 3 164
GitHub API based QuantNet Mining infrastructure in R 0 0 0 27 0 0 4 157
Graphical data representation in bankruptcy analysis 0 0 0 181 0 1 5 716
Group Average Treatment Effects for Observational Studies 1 1 1 6 2 2 4 33
HMM in dynamic HAC models 0 0 0 38 0 0 1 128
Hedging Cryptocurrency Options 0 0 3 10 4 8 27 40
Hedging Cryptocurrency Options 0 2 2 11 0 2 5 17
Hedging cryptocurrency options 0 0 0 9 11 34 286 297
Hedging cryptos with Bitcoin futures 0 2 7 52 1 6 24 100
High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model 0 0 0 30 1 2 6 125
High-dimensional statistical learning techniques for time-varying limit order book networks 0 0 1 20 1 1 3 16
How Sensitive are Average Derivatives? 0 0 0 0 0 0 1 275
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? 0 0 0 4 0 0 2 8
How computational statistics became the backbone of modern data science 0 1 1 250 0 1 2 373
How many terms should be added into an additive model ? 0 0 0 0 0 1 2 216
How precise are price distributions predicted by implied binomial trees? 0 0 0 80 0 0 0 292
How to Measure a Performance of a Collaborative Research Centre 0 0 0 0 1 1 2 11
How to measure a performance of a Collaborative Research Centre 0 0 4 33 1 1 11 68
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 1 1 14 0 1 2 48
Implied basket correlation dynamics 0 0 1 70 0 3 5 211
Implied market price of weather risk 0 0 0 129 0 0 4 349
Implied volatility string dynamics 0 0 2 29 0 1 6 114
Improving Crime Count Forecasts Using Twitter and Taxi Data 0 0 0 2 1 3 4 18
Increasing weather risk: Fact of fiction? 0 0 0 10 0 0 0 57
Independent component analysis via copula techniques 0 0 0 201 0 0 0 496
Industry Interdependency Dynamics in a Network Context 0 0 0 29 0 0 1 58
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 0 0 2 41
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 0 1 4 12
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 0 1 1 424
Integrable e-lements for statistics education 0 0 0 8 0 2 4 228
Internet based econometric computing 0 0 0 1 0 0 0 132
Investing with cryptocurrencies - A liquidity constrained investment approach 0 0 3 83 0 0 9 232
Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies 0 0 0 10 1 6 11 44
Is scientific performance a function of funds? 0 0 4 20 0 0 9 44
Iterated bootstrap with applications to frontier models 0 0 0 164 0 0 2 444
K-expectiles clustering 0 0 0 19 0 0 0 17
Kernel Estimation: the Equivalent Spline Smoothing Method 0 0 0 14 1 1 3 19
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 1 1 326
Kernel regression smoothing of time series 0 0 0 28 0 0 3 61
LASSO-Driven Inference in Time and Space 0 0 0 4 0 0 1 20
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 0 23
Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual 0 0 1 117 0 0 3 114
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 19 0 1 3 141
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 1 0 0 0 179
Learning machines supporting bankruptcy prediction 0 0 0 89 1 2 4 202
Leveraged ETF options implied volatility paradox: A statistical study 0 0 1 23 0 0 3 85
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 1 2 186
Local adaptive multiplicative error models for high-frequency forecasts 0 0 0 66 0 0 0 162
Local quantile regression 0 0 0 55 0 1 4 155
Localising forward intensities for multiperiod corporate default 0 0 0 51 0 1 4 79
Localising temperature risk 0 0 0 33 0 0 1 108
Localized realized volatility modelling 0 0 0 80 1 1 3 300
Localizing Multivariate CAViaR 0 0 0 3 2 6 12 43
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 0 0 2 291
M robustified additive nonparametric regression 0 0 0 3 0 0 0 41
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 0 2 557
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 0 0 0 114
Measuring and modeling risk using high-frequency data 0 0 0 142 0 0 0 254
Media-expressed tone, Option Characteristics, and Stock Return Predictability 0 0 0 6 1 2 3 27
Modeling asset prices 0 0 0 46 0 0 1 94
Modeling dependencies in finance using copulae 0 0 0 180 0 0 0 294
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 59 0 1 1 167
Multivariate and semiparametric kernel regression 0 1 2 52 0 2 6 540
Multivariate factorisable sparse asymmetric least squares regression 0 0 0 23 0 0 1 38
Network quantile autoregression 0 0 0 63 0 0 4 148
Networks of news and cross-sectional returns 0 0 0 15 1 3 5 28
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 1 75 0 1 3 305
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 0 0 0 155
Nonparametric Regression 0 0 0 74 0 0 0 219
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 0 5 232
Nonparametric Time Series Model Selection 0 0 0 86 0 1 2 335
Nonparametric Vector Autoregression 0 0 0 76 1 1 4 401
Nonparametric approaches to generalized linear models 0 0 1 15 0 0 2 185
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 1 1 104
Nonparametric estimation of risk-neutral densities 0 0 0 106 0 0 5 276
Nonparametric productivity analysis 0 0 0 149 0 0 1 294
Nonparametric risk management with generalized hyperbolic distributions 0 0 0 137 0 0 1 381
Numerics of implied binomial trees 0 1 1 60 0 1 2 190
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 0 1 90
On adaptive estimation in partial linear models 0 0 0 9 0 0 0 82
On adaptive smoothing in partial linear models 0 0 0 31 0 0 0 291
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 1 1 1 23
On bootstrapping kernel spectralestimates 0 0 0 0 0 0 0 259
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 0 0 2 254
On the appropriateness of inappropriate VaR models 0 0 0 78 1 1 3 240
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 0 0 30
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 0 0 2 606
On the utility of e-learning in statistics 0 0 1 59 0 0 4 229
Optimal Median Smoothing 0 0 0 40 0 1 2 380
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 74 1 1 2 152
Optimal smoothing in single index models 0 0 0 0 1 1 6 425
Oracally efficient two-step estimation of generalized additive model 0 0 0 64 0 1 4 129
Partial linear quantile regression and bootstrap confidence bands 0 0 0 128 0 1 4 285
Partially linear models 0 2 6 275 2 4 21 812
Penalized Adaptive Forecasting with Large Information Sets and Structural Changes 0 0 0 0 0 0 0 3
Penalized adaptive method in forecasting with large information set and structure change 0 0 0 31 0 0 3 52
Penalized weigted competing risks models based on quantile regression 0 0 0 26 0 1 3 18
Phenotypic convergence of cryptocurrencies 0 1 1 5 1 2 4 25
Portfolio decisions and brain reactions via the CEAD method 0 0 0 5 1 1 2 59
Portfolio value at risk based on independent components analysis 0 0 0 272 1 1 3 587
Predicting bankruptcy with support vector machines 0 0 1 278 0 0 6 652
Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives 0 0 0 36 0 0 0 132
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 2 15 2 4 14 67
Pricing Green Financial Products 0 0 1 28 0 0 6 70
Pricing kernel modeling 0 0 0 48 1 2 2 190
Pricing of Asian temperature risk 0 0 0 51 0 1 1 140
Principal component analysis in an asymmetric norm 0 0 0 11 1 2 5 78
Principal component analysis in an asymmetric norm 0 0 0 29 0 1 3 134
Prognose mit nichtparametrischen Verfahren 0 0 0 8 0 0 0 88
Prognose mit nichtparametrischen Verfahren 0 0 1 29 0 0 3 151
Q3-D3-LSA 0 0 0 10 0 1 5 32
QuantNet: A database-driven online repository of scientific information 0 0 0 37 0 0 1 346
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 0 0 101
Quantile regression in risk calibration 0 0 0 94 0 0 2 268
R robustified additive nonparametric regression 0 0 0 0 0 0 1 48
Rating Companies with Support Vector Machines 0 0 0 208 0 0 4 640
Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns 0 0 0 190 1 1 2 418
Recursive portfolio selection with decision trees 0 0 0 167 0 0 2 454
Regression smoothing parameters that are not far from their optimum 0 0 0 13 0 0 3 40
Regularization Approach for Network Modeling of German Energy Market 0 0 0 0 0 0 1 3
Remarks on sliced inverse regression 0 0 0 1 0 0 0 451
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies 0 0 0 2 1 2 7 28
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts 0 0 1 2 0 0 3 28
Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 0 27 0 1 1 105
Risk related brain regions detected with 3D image FPCA 0 0 0 14 0 0 1 59
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 0 0 2
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 21
Robust adaptive estimation of dimension reduction space 0 0 0 9 0 1 1 35
Robust econometrics 0 0 0 258 2 2 4 1,104
Robust estimation of dimension reduction space 0 0 0 27 1 1 1 146
Robust locally adaptive nonparametric regression 0 0 0 0 0 0 1 229
Robustifying Markowitz 0 0 0 29 1 2 2 31
Rodeo or ascot: Which hat to wear at the crypto race? 0 0 0 8 0 1 2 23
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 0 0 77
SONIC: SOcial Network with Influencers and Communities 0 0 0 3 0 1 2 14
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 1 1 1 45 1 3 3 292
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 0 0 309
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 3 0 1 1 22
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 0 0 0 64
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 0 0 0 151
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 1 20 0 1 4 377
Semiparametric comparison of regression curves 0 0 0 3 0 0 1 19
Service Data Analytics and Business Intelligence 0 0 0 16 0 0 1 26
Shape invariant modelling pricing kernels and risk aversion 0 0 0 56 0 0 1 152
Simulation of risk processes 0 0 0 27 0 1 1 141
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function 0 0 0 6 1 1 1 16
Simultaneous confidence corridors and variable selection for generalized additive models 0 0 0 50 0 0 1 91
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 0 45
Skewness and Kurtosis Trades 0 1 1 70 0 2 7 283
Smooth principal component analysis for high dimensional data 0 0 2 17 0 0 7 60
Smoothed L-estimation of Regression Function 0 0 0 1 0 0 0 5
Smoothing by weighted averaging of rounded points 0 0 0 0 2 3 13 161
Spatial risk premium on weather derivatives and hedging weather exposure in electricity 0 0 0 39 0 0 0 133
Stable distributions 0 0 2 238 0 1 6 468
State Price Densities implied from weather derivatives 0 0 0 16 0 0 2 78
Statistics e-learning platforms evaluation: Case study 0 0 0 172 0 0 2 442
Statistics of risk aversion 0 0 0 112 0 0 1 567
Stochastic population analysis: A functional data approach 0 0 0 54 0 2 2 92
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 1 3 226
Support vector regression based GARCH model with application to forecasting volatility of financial returns 1 1 1 287 1 1 3 705
Surrogate Models for Optimization of Dynamical Systems 0 0 0 16 1 4 7 30
TEDAS - Tail Event Driven ASset Allocation 0 0 0 68 1 1 3 217
TENET: Tail-Event driven NETwork risk 0 0 0 73 0 2 12 393
TERES: Tail event risk expectile based shortfall 0 0 1 52 0 0 3 113
TVICA - time varying independent component analysis and its application to financial data 1 1 1 94 1 2 5 238
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis 0 0 0 12 0 2 4 38
Tail event driven ASset allocation: Evidence from equity and mutual funds' markets 0 0 0 1 0 0 1 3
Tail event driven networks of SIFIs 0 0 0 54 0 1 5 134
Tail-risk protection: Machine Learning meets modern Econometrics 0 0 0 28 0 1 1 31
Teaching wavelets in XploRe 0 0 0 3 0 1 1 135
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 1 1 236
Testing monotonicity of pricing Kernels 0 0 0 91 0 1 4 274
Textual Sentiment and Sector specific reaction 0 0 0 0 0 2 2 14
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 0 5 2 3 13 42
Textual Sentiment, Option Characteristics, and Stock Return Predictability 1 1 4 141 2 3 18 348
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 2 2 271
The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence 0 0 0 19 0 1 1 39
The analysis of implied volatilities 0 1 1 84 0 2 3 398
The bayesian additive classification tree applied to credit risk modelling 0 0 0 198 0 1 2 510
The common and speci fic components of inflation expectation across European countries 0 0 0 14 0 0 1 15
The default risk of firms examined with smooth support vector machines 0 0 0 41 0 0 1 177
The dynamics of hourly electricity prices 0 0 1 105 1 1 2 225
The impact of news on US household inflation expectations 0 0 1 36 0 0 3 65
The influence of oil price shocks on China's macro-economy: A perspective of international trade 0 0 0 76 0 0 0 117
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 0 23 0 1 2 44
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 1 4 325 1 3 12 1,387
The stochastic fluctuation of the quantile regression curve 0 0 0 60 0 1 2 352
The three dimensions of multimedia teaching of statistics 0 0 0 7 0 1 3 195
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 1 2 85
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 0 0 2 255
Time dependent relative risk aversion 0 0 1 99 0 0 2 352
Time series modelling with semiparametric factor dynamics 0 0 1 182 1 7 8 385
Time varying hierarchical archimedean copulae 0 0 0 114 0 1 4 231
Time varying quantile Lasso 0 0 0 40 1 1 4 88
Time-varying Limit Order Book Networks 0 1 2 5 0 1 2 14
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models 0 1 1 1 0 1 2 4
Transactions That Did Not Happen and Their Influence on Prices 0 0 0 173 0 0 3 515
Understanding Cryptocurrencies 0 1 5 36 1 3 12 136
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective 0 0 0 3 0 1 3 11
Understanding Smart Contracts: Hype or hope? 0 0 1 16 0 0 3 40
Understanding jumps in high frequency digital asset markets 0 0 0 16 0 0 5 29
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 1 1 1 46 2 3 8 87
Uniform confidence bands for pricing kernels 0 0 0 84 0 2 3 205
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 100 0 0 1 874
Using Wiki to build an e-learning system in statistics in Arabic language 0 0 0 80 0 0 2 498
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
VCRIX - a volatility index for crypto-currencies 1 1 1 21 2 5 10 238
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 0 2 3 633
Value-at-risk calculations with time varying copulae 0 0 0 227 1 1 2 671
Variable selection in Cox regression models with varying coefficients 0 0 0 63 0 0 2 218
Volatility investing with variance swaps 0 0 0 147 0 1 2 326
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 0 0 139
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 6 0 0 2 35
Working with the XQC 0 0 0 27 0 1 1 160
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 1 81 0 0 3 215
Yxilon: A client-server based statistical environment 0 0 0 66 0 0 0 359
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 12 0 2 3 112
lCARE: Localizing conditional autoregressive expectiles 0 0 0 32 0 0 3 54
Total Working Papers 11 31 123 23,331 99 328 1,358 83,619

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 0 1 40
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 1 1 1 9 1 2 3 25
A Review of Nonparametric Time Series Analysis 0 0 0 8 0 0 4 31
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 1 1 9 1 3 5 47
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 0 0 23
A semiparametric factor model for implied volatility surface dynamics 0 0 1 63 0 1 5 139
Adaptive Interest Rate Modelling 0 0 0 2 0 0 2 20
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 0 1 5 185
Adaptive weights clustering of research papers 0 0 0 0 1 1 1 17
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 7 0 2 5 44
An Extended Single-index Model with Missing Response at Random 0 0 0 1 1 1 2 21
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 2 0 0 1 11
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 0 1 144
Asymptotic maximal deviation of M-smoothers 0 0 0 75 0 0 2 275
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 9 0 0 0 69
Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders 0 0 0 10 0 0 1 31
Book reviews 0 0 0 3 0 0 0 46
Book reviews 0 0 0 0 0 0 1 43
Book reviews 0 0 0 1 0 0 1 47
Bootstrap Methods for Time Series 0 0 1 2 0 0 3 20
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 0 0 1 91
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 55 0 1 2 149
CRIX an Index for cryptocurrencies 0 0 3 53 0 2 23 417
Calibrating CAT Bonds for Mexican Earthquakes 0 0 1 32 0 1 5 151
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 0 2 310
Comment 0 0 0 3 0 1 2 22
Common factors in credit defaults swap markets 0 0 0 2 0 0 0 25
Company rating with support vector machines 0 0 0 16 1 2 7 103
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 1 0 1 5 25
Copula dynamics in CDOs 0 0 0 6 1 1 1 51
Copula-based factor model for credit risk analysis 0 0 0 18 0 0 3 86
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid 0 1 1 3 0 3 3 28
Discrete time option pricing with flexible volatility estimation 0 0 0 483 0 0 1 1,593
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 1 2 0 1 4 36
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 2 53
Dynamic credit default swap curves in a network topology 0 0 0 2 1 2 2 18
Dynamic semi-parametric factor model for functional expectiles 0 0 0 2 0 1 1 27
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 2 3 162
Dynamic structured copula models 0 0 0 25 1 1 1 66
Efficient estimation in conditional single-index regression 0 0 0 31 1 1 3 117
Empirical Evidence on the Law of Demand 1 1 1 245 1 3 9 1,252
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 3 4 22
Estimation of Non-sharp Support Boundaries 0 0 0 19 0 0 1 73
FACTORISABLE MULTITASK QUANTILE REGRESSION 0 0 0 3 0 1 1 13
Financial Risk Meter FRM based on Expectiles 0 0 0 5 0 1 1 17
Financial Risk Meter for emerging markets 0 0 1 8 0 1 3 17
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 8 0 0 3 59
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics 0 0 0 1 0 0 1 20
Forecasting volatility with support vector machine-based GARCH model 0 3 14 431 0 8 30 1,067
Forex exchange rate forecasting using deep recurrent neural networks 0 0 3 18 0 2 21 88
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 7 0 0 4 48
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 0 0 0 21
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 37 1 2 2 125
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* 0 0 2 19 0 1 10 72
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 0 3 4 11 0 9 19 33
K-expectiles clustering 0 0 1 2 0 0 4 9
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 0 1 0 1 2 32
Localized Realized Volatility Modeling 0 1 1 42 1 2 2 151
Localizing Temperature Risk 0 0 0 3 0 1 3 23
Media-expressed tone, option characteristics, and stock return predictability 1 1 1 5 1 2 5 25
Model-driven statistical arbitrage on LETF option markets 0 0 0 1 0 0 0 6
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 0 1 38
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 0 1 5 137 0 1 10 353
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 0 25 1 2 2 91
Nonparametric and semiparametric approaches to discrete response analysis 0 0 0 99 0 1 1 226
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 105 1 1 3 319
On extracting information implied in options 1 1 3 91 1 1 4 213
On the backfitting algorithm for additive regression models 0 0 0 14 0 1 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 1 3 70
Pricing Cryptocurrency Options* 0 0 2 26 1 5 15 151
Pricing wind power futures 0 0 0 4 0 0 4 26
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 1 30 0 1 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 2 2 18
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 4 0 1 5 18
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies 0 0 0 16 1 3 7 54
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 4 1 2 3 47
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 0 8 0 0 0 16
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws 0 0 1 17 1 1 5 45
Robust regression function estimation 0 0 1 45 0 1 4 133
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 1 1 13 0 1 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 0 1 2 19
Semi-parametric estimation of partially linear single-index models 0 0 2 35 1 1 5 197
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 0 1 170
Semiparametric Regression Analysis With Missing Response at Random 0 0 0 65 0 1 3 192
Service data analytics and business intelligence 2017 0 0 0 1 0 0 0 15
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 0 12 0 0 0 48
Simultaneous confidence bands for expectile functions 0 0 0 26 0 0 4 85
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 1 4 29 0 1 7 99
State price densities implied from weather derivatives 0 0 0 7 0 0 2 51
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 0 22 0 0 2 129
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 0 0 43 0 1 7 143
Structural Tests in Additive Regression 0 0 0 12 0 0 0 55
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 0 101 0 1 1 399
Symmetrized nearest neighbor regression estimates 0 0 0 18 0 0 0 115
TERES: Tail Event Risk Expectile Shortfall 0 0 0 4 0 0 0 6
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 0 12 0 1 5 77
Testing a Parametric Model Against a Semiparametric Alternative 0 0 1 28 0 1 2 73
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 0 0 0 48
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 1 3 472 1 2 7 1,200
The Implied Market Price of Weather Risk 0 0 0 12 0 0 2 100
The common and specific components of inflation expectations across European countries 0 0 1 7 0 0 3 17
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 1 3 4 38
Understanding Cryptocurrencies 0 2 14 191 2 7 51 579
Uniform Confidence Bands for Pricing Kernels 1 1 1 4 1 1 3 49
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 1 1 1 104
VCRIX — A volatility index for crypto-currencies 0 0 3 11 2 2 33 106
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 0 0 1 69
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 0 59 0 1 2 231
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 5 20 82 3,993 30 118 472 14,848
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 2 4 12 358
Total Books 0 0 0 0 2 4 12 358

Chapter File Downloads Abstract Views
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Tail-Risk Protection: Machine Learning Meets Modern Econometrics 0 0 0 0 0 0 4 18
Time Dependent Relative Risk Aversion 0 0 0 0 0 0 0 1
Total Chapters 0 0 0 0 0 0 4 19
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 5 3,812
Total Software Items 0 0 0 1,010 0 0 5 3,812

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