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 Confidence Corridor for Expectile Functions 0 0 0 37 0 2 6 189
A Confidence Corridor for Sparse Longitudinal Data Curves 0 0 0 46 2 2 5 199
A Consistent Nonparametric Test for Causality in Quantile 0 0 7 155 0 2 21 368
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics 1 1 5 350 1 4 11 852
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 0 2 147 0 0 8 420
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics 0 0 1 47 0 1 3 241
A Microeconomic Explanation of the EPK Paradox 0 0 1 34 0 0 5 226
A Mortality Model for Multi-populations A Semi-Parametric Approach 0 0 1 22 0 1 5 23
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 0 1 6 81
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 1 313
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 1 7 98
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data 0 0 0 32 3 4 4 86
A bootstrap test for positive definiteness of income effect matrices 0 0 0 3 1 2 5 20
A bootstrap test for single index models 0 0 1 64 1 1 5 270
A first econometric analysis of the CRIX family 0 0 3 26 0 1 10 86
Academic Ranking Scales in Economics: Prediction and Imputation 0 1 2 50 1 4 10 60
Adaptive Order Flow Forecasting with Multiplicative Error Models 1 1 2 96 1 3 12 89
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 1 5 0 0 4 46
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 1 35 0 1 9 161
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 45 0 0 4 223
Adaptive weights clustering of research papers 0 0 0 14 0 0 3 21
Additive Nonparametric Regression on Principal Components 0 0 0 36 0 0 6 169
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 0 1 219
An empirical likelihood goodness-of-fit test for time series 0 0 1 94 0 1 9 510
An introduction to simulation of risk processes 0 0 3 38 0 2 13 190
Applied Nonparametric Methods 3 7 15 1,120 6 12 40 2,258
Applied nonparametric smoothing techniques 0 0 0 420 0 2 4 1,162
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 0 1 187
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 0 1 170
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 1 0 0 2 108
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 0 3 7 342
Backtesting beyond VaR 0 0 0 116 0 0 3 392
Bandwith choice for average derivative estimation 0 0 0 21 0 4 9 24
Bandwith choice for density derivatives 0 0 0 0 0 1 4 14
Bayesian Networks and Sex-related Homicides 0 0 1 37 0 1 7 110
Beta-boosted ensemble for big credit scoring data 0 0 1 44 0 1 5 35
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 1 3 159
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 0 4 376
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 0 2 6 17
Bootstarp Methods in Nonparametric Regression 0 0 0 0 0 2 10 424
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 0 304 0 1 4 1,026
Bootstrap approximations in a partially linear regression model 0 0 0 0 0 1 4 152
Bootstrap confidence bands 0 0 0 2 0 3 8 18
Bootstrap methods in nonparametric regression 1 1 4 22 1 3 13 50
Bootstrap simultaneous error for nonparametric regression 0 0 0 0 0 3 4 9
CDO Pricing with Copulae 0 0 0 142 0 4 9 269
CDO Surfaces Dynamics 0 0 0 25 1 1 4 75
CDO and HAC 0 0 0 32 0 3 10 147
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 0 6 16 53
CRIX or evaluating blockchain based currencies 0 1 3 48 1 5 17 120
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 0 7 0 1 4 34
Calibration Design of Implied Volatility Surfaces 0 0 0 232 0 0 2 465
Calibration Risk for Exotic Options 0 0 0 387 0 0 3 1,041
Change point and trend analyses of annual expectile curves of tropical storms 1 1 2 10 1 1 5 58
Color Harmonization in Car Manufacturing Process 0 0 1 172 1 1 6 1,900
Common Functional Implied Volatility Analysis 0 0 0 169 0 0 1 509
Common Functional Principal Components 0 1 3 276 2 5 13 705
Common factors governing VDAX movements and the maximum loss 0 0 0 79 0 1 3 353
Comparing nonparametric versus parametric regression fits 0 0 0 2 2 4 10 809
Component analysis for additive models 0 0 0 6 2 2 4 92
Composite Quantile Regression for the Single-Index Model 0 1 5 141 2 4 13 427
Computational Statistics (Journal) 0 0 2 22 0 1 8 112
Computational Statistics and Data Visualization 0 0 0 120 3 3 7 308
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 1 3 9 70
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 1 4 160
Connected teaching of statistics 0 0 0 0 2 2 3 125
Convenience Yields for CO2 Emission Allowance Futures Contracts 0 0 4 321 1 2 9 961
Credit Rating Score Analysis 0 0 1 13 0 0 4 35
Credit Risk Calibration based on CDS Spreads 0 1 5 39 1 3 12 93
Cross section Engel Curves over Time 0 0 2 25 0 2 10 114
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 0 3 166
DSFM fitting of Implied Volatility Surfaces 0 0 0 166 0 0 6 504
Data Science & Digital Society 0 0 3 28 0 0 10 58
De copulis non est disputandum - Copulae: An Overview 0 0 0 78 0 1 2 147
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry 0 0 2 50 1 2 8 108
Derivative estimation and testing in generalized additive models 0 0 0 2 0 3 6 22
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models 0 0 0 55 0 0 10 187
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 0 0 2 559
Direct estimation of low dimensional components in additive models 0 0 0 11 0 1 3 171
Discussion 0 0 0 2 0 0 5 85
Distillation of News Flow into Analysis of Stock Reactions 0 0 1 28 0 0 6 111
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 2 268
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China 0 0 0 28 0 2 7 98
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation 0 0 0 68 0 0 3 248
Dynamic Topic Modelling for Cryptocurrency Community Forums 0 0 6 68 3 5 32 116
Dynamic Valuation of Weather Derivatives under Default Risk 1 1 2 37 1 1 3 81
Dynamic credit default swaps curves in a network topology 0 0 1 19 1 2 7 26
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 64 0 0 3 530
Dynamics of State Price Densities 0 0 0 124 0 0 5 321
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 0 3 35
E-learning, e-teaching of statistics: A new challenge 0 0 1 7 0 1 4 53
Efficient estimation in single-index regression 1 1 3 6 3 3 13 129
Empirical Pricing Kernels and Investor Preferences 0 0 0 114 0 0 2 315
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 0 0 25
Estimating Probabilities of Default With Support Vector Machines 0 0 0 107 0 0 9 263
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 0 0 3 111
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 1 5 1 2 6 39
Estimation in an additive model when the components are linked parametrically 0 0 1 4 0 1 6 109
Estimation of Additive Regression Models with Links 0 0 0 3 0 1 5 89
Estimation of Default Probabilities with Support Vector Machines 0 0 1 167 2 3 11 473
Estimation of NAIRU with Inflation Expectation Data 0 2 6 45 3 5 15 82
Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects 0 0 4 87 3 3 15 189
Exploratory Graphics of a Financial Dataset 0 0 0 142 1 1 5 406
Exploring credit data 0 0 0 9 1 1 4 30
FFT Based Option Pricing 0 0 1 233 0 0 1 524
FRM: a Financial Risk Meter based on penalizing tail events occurrence 0 0 0 43 0 4 13 62
Factorisable Multi-Task Quantile Regression 0 0 1 24 2 6 13 56
Factorisable Sparse Tail Event Curves 0 0 0 17 1 2 6 48
Fast and Simple Scatterplot Smoothing 0 0 0 27 2 3 4 159
Financial calculations on the net 0 0 0 2 0 1 1 107
Flexible stochastic volatility structures for high frequency financial data 1 1 1 1 3 3 4 156
Flexible time series analysis 0 0 0 24 0 0 2 119
Forecast based Pricing of Weather Derivatives 0 1 1 68 1 2 4 164
Forecasting Corporate Distress in the Asian and Pacific Region 0 0 0 47 0 0 2 66
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics 0 0 0 57 0 2 7 74
Forecasting the Term Structure of Variance Swaps 0 0 0 520 0 0 0 1,523
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 3 435
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 2 113
Functional Data Analysis of Generalized Quantile Regressions 0 0 2 95 0 0 4 214
Functional Principal Component Analysis for Derivatives of Multivariate Curves 1 2 7 34 2 5 16 54
GHICA - Risk Analysis with GH Distributions and Independent Components 0 0 0 94 0 1 4 300
Generalized single-index models: The EFM approach 0 0 0 64 0 0 2 208
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 0 3 159
GitHub API based QuantNet Mining infrastructure in R 0 0 0 21 0 0 15 85
Graphical Data Representation in Bankruptcy Analysis 0 0 1 181 0 4 10 705
HMM in dynamic HAC models 0 0 1 35 1 1 5 115
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model 0 0 3 25 0 1 17 96
How Computational Statistics Became the Backbone of Modern Data Science 0 0 1 246 0 1 10 356
How Sensitive are Average Derivatives? 0 0 0 0 0 1 6 263
How many terms should be added into an additive model ? 0 0 0 0 0 2 6 197
How precise are price distributions predicted by implied binomial trees? 0 0 0 79 0 0 4 287
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 1 2 9 0 1 4 33
Implied Basket Correlation Dynamics 0 0 2 63 0 1 8 190
Implied Market Price of Weather Risk 0 2 3 127 0 3 7 333
Implied volatility string dynamics 0 0 0 24 0 3 13 88
Increasing Weather Risk: Fact or Fiction? 0 0 1 10 0 0 4 56
Independent Component Analysis Via Copula Techniques 0 1 1 200 2 6 7 488
Industry Interdependency Dynamics in a Network Context 0 0 1 23 2 2 6 44
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 1 38 0 0 2 29
Influencers and Communities in Social Networks 0 0 10 10 4 5 32 32
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 142 0 0 0 416
Integrable e-lements for Statistics Education 0 0 0 8 0 1 6 223
Internet based econometric computing 0 0 0 1 0 0 0 129
Investing with cryptocurrencies - A liquidity constrained investment approach 1 2 6 67 2 3 17 171
Iterated bootstrap with applications to frontier models 0 0 0 164 0 1 2 437
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 1 2 34 317
Kernel regression smoothing of time series 0 0 0 24 0 1 5 51
LASSO-Driven Inference in Time and Space 0 1 6 29 0 4 21 52
LASSO-Driven Inference in Time and Space 0 0 0 0 0 2 8 8
Large sample theory in a semiparametric partially linear errors-in-variables models 2 2 4 14 2 2 8 114
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 0 0 3 6 175
Learning Machines Supporting Bankruptcy Prediction 1 3 3 85 1 6 14 181
Leveraged ETF options implied volatility paradox: a statistical study 0 0 0 19 0 0 1 70
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts 0 0 0 62 1 1 6 151
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 1 3 165
Local Quantile Regression 0 0 0 53 1 1 4 135
Localising Forward Intensities for Multiperiod Corporate Default 0 0 1 48 0 0 7 67
Localising temperature risk 0 0 1 31 0 0 6 98
Long Memory Persistence in the Factor of Implied Volatility Dynamics 0 0 2 102 1 1 4 284
M robustified additive nonparametric regression 0 0 0 0 0 0 2 35
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 1 5 548
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 0 0 80 0 2 2 530
Mean Volatility Regressions 0 0 0 30 2 2 5 101
Measuring and Modeling Risk Using High-Frequency Data 0 0 0 139 0 0 2 247
Modeling Asset Prices 0 0 0 45 0 1 1 91
Modeling Dependencies in Finance using Copulae 0 0 1 180 0 0 7 292
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics 0 0 1 55 1 1 4 158
Multivariate Factorisable Sparse Asymmetric Least Squares Regression 1 2 4 18 2 5 15 25
Multivariate and semiparametric kernel regression 1 3 6 43 3 12 31 499
Network Quantile Autoregression 1 1 3 54 4 6 23 100
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 71 0 3 10 291
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 2 4 11 350
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 0 0 5 149
Nonparametric Estimation of Risk-Neutral Densities 0 0 2 101 0 0 5 258
Nonparametric Productivity Analysis 0 0 0 149 0 0 3 287
Nonparametric Regression 0 0 0 74 0 0 2 207
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 0 5 205
Nonparametric Time Series Model Selection 0 0 0 86 0 0 1 332
Nonparametric Vector Autoregression 0 0 0 76 0 3 8 382
Nonparametric approaches to generalized linear models 0 0 3 10 1 3 16 174
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 0 2 99
Numerics of Implied Binomial Trees 0 0 0 56 1 1 2 181
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 1 2 84
On adaptive estimation in partial linear models 0 0 0 9 0 0 3 81
On adaptive smoothing in partial linear models 0 0 0 29 0 0 1 286
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 0 1 22
On bootstrapping kernel spectralestimates 0 0 0 0 0 2 2 256
On efficient estimation of an averaged derivative 0 0 0 0 0 3 5 10
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 0 1 2 248
On the Appropriateness of Inappropriate VaR Models 0 0 0 77 0 0 8 230
On the Difficulty to Design Arabic E-learning System in Statistics 0 0 0 81 0 3 5 596
On the Utility of E-Learning in Statistics 0 0 1 57 0 0 7 217
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 1 4 29
Optimal Median Smoothing 0 0 0 40 0 0 3 373
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator 0 0 0 73 0 0 2 148
Optimal smoothing in single index models 0 0 0 0 0 4 7 388
Oracally Efficient Two-Step Estimation of Generalized Additive Model 1 1 1 62 1 1 2 117
Partial Linear Quantile Regression and Bootstrap Confidence Bands 0 0 0 126 0 1 9 276
Partially linear models 2 2 11 226 7 19 42 607
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change 0 0 2 29 2 2 9 41
Portfolio Decisions and Brain Reactions via the CEAD method 0 0 1 5 0 1 10 54
Portfolio Value at Risk Based on Independent Components Analysis 0 0 0 272 0 0 3 577
Predicting Bankruptcy with Support Vector Machines 0 0 3 272 0 3 6 625
Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives 1 2 2 34 1 3 8 123
Pricing Green Financial Products 0 0 4 24 0 0 15 44
Pricing Kernel Modeling 0 0 3 43 4 10 52 133
Pricing of Asian temperature risk 0 0 0 48 0 1 3 126
Principal Component Analysis in an Asymmetric Norm 0 0 0 28 1 3 6 115
Prognose mit nichtparametrischen Verfahren 0 0 0 7 0 1 4 78
Q3-D3-LSA 0 0 0 7 1 2 7 21
QuantNet – A Database-Driven Online Repository of Scientific Information 0 0 0 37 1 2 9 331
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 0 4 94
Quantile Regression in Risk Calibration 1 1 2 86 2 4 14 233
R robustified additive nonparametric regression 0 0 0 0 1 1 1 40
Rating Companies with Support Vector Machines 0 0 2 201 1 3 25 586
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns 0 1 2 188 0 2 9 412
Recursive Portfolio Selection with Decision Trees 0 0 2 165 0 0 8 437
Regression smoothing parameters that are not far from their optimum 0 0 0 1 0 3 8 18
Remarks on sliced inverse regression 0 0 0 1 0 1 5 448
Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 1 26 3 4 8 90
Risk Related Brain Regions Detected with 3D Image FPCA 0 0 0 12 0 0 2 51
Robust Econometrics 0 0 1 258 0 0 6 1,095
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 1 17
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 1 1 1
Robust adaptive estimation of dimension reduction space 0 0 1 9 0 0 3 31
Robust locally adaptive nonparametric regression 0 0 0 0 0 0 2 222
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 0 1 73
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 2 136
Semi-parametric estimation of generalized partially linear single-index models 0 0 1 44 1 4 7 285
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 1 3 305
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 2 0 0 2 14
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 0 1 5 62
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 2 2 4 148
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 0 17 1 3 6 369
Semiparametric comparison of regression curves 0 0 2 2 0 0 4 13
Simulation of risk processes 0 0 1 25 0 2 4 126
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models 0 0 0 49 0 0 1 81
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors 0 0 0 21 1 2 6 33
Skewness and Kurtosis Trades 0 0 0 65 1 2 4 248
Smoothed L-estimation of Regression Function 0 0 0 0 0 2 2 2
Smoothing by weighted averaging of rounded points 0 0 0 0 1 4 20 88
Spatial Functional Principal Component Analysis with Applications to Brain Image Data 0 0 1 13 0 0 5 34
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity 1 1 1 36 1 3 9 119
Stable Distributions 0 1 6 225 0 3 14 405
Statistics E-learning Platforms Evaluation: Case Study 0 0 0 170 0 0 5 428
Statistics of Risk Aversion 0 0 0 112 0 1 8 561
Stochastic Population Analysis: A Functional Data Approach 0 0 1 51 0 1 7 78
Stochastic Population Forecast for Germany and its Consequence for the German Pension System 0 0 1 104 0 0 4 313
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 5 85 0 1 14 195
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns 0 0 2 281 0 0 12 678
TEDAS - Tail Event Driven ASset Allocation 1 1 7 66 1 1 14 189
TENET: Tail-Event driven NETwork risk 0 1 4 64 8 20 45 167
TERES - Tail Event Risk Expectile based Shortfall 0 0 2 42 1 3 10 86
TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data 0 2 2 91 0 3 6 217
Tail event driven networks of SIFIs 0 0 4 51 0 0 22 100
Teaching wavelets in XploRe 0 0 0 3 0 0 0 129
Testing Monotonicity of Pricing Kernels 0 0 1 91 0 1 5 265
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 0 2 229
Textual Sentiment, Option Characteristics, and Stock Return Predictability 1 4 15 120 4 14 62 256
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling 0 0 1 198 0 1 3 504
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 1 5 263
The Influence of Oil Price Shocks on China’s Macroeconomy: A Perspective of International Trade 0 0 2 73 2 2 5 96
The Stochastic Fluctuation of the Quantile Regression Curve 0 0 0 60 1 1 5 350
The analysis of implied volatilities 0 0 2 82 1 1 4 387
The dynamics of hourly electricity prices 0 0 0 101 0 2 4 209
The impact of news on US household inflation expectations 1 1 2 33 1 1 4 51
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 1 22 0 0 2 37
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 7 16 65 232 30 68 283 853
The three dimensions of multimedia teaching of statistics 0 0 0 6 0 0 1 183
Time Dependent Relative Risk Aversion 0 0 0 96 0 1 5 340
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 0 0 0 251
Time Series Modelling with Semiparametric Factor Dynamics 0 0 1 179 0 0 4 367
Time Varying Quantile Lasso 0 0 4 37 0 3 13 70
Time varying Hierarchical Archimedean Copulae 0 1 1 112 0 1 3 214
Transactions That Did Not Happen and Their Influence on Prices 0 0 0 173 0 1 2 501
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 1 100 1 4 12 858
Using Wiki to Build an E-learning System in Statistics in Arabic Language 0 0 0 80 0 1 8 488
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 1 2 105 0 1 6 320
Value-at-Risk Calculations with Time Varying Copulae 0 0 1 225 0 0 4 660
Value-at-Risk and Expected Shortfall when there is long range dependence 0 1 2 220 0 2 8 617
Variable selection in Cox regression models with varying coefficients 0 0 2 59 0 1 8 204
Volatility Investing with Variance Swaps 0 1 5 137 0 1 12 305
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 0 2 132
Wann sind falsche VaR-Modelle dennoch adäquat? 1 1 2 5 1 1 4 28
Working with the XQC 0 0 0 27 0 1 5 152
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics 0 0 3 77 0 1 10 198
Yxilon – A Client/Server Based Statistical Environment 0 0 0 66 0 0 3 358
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 1 12 0 0 6 103
e-Learning Statistics - A Selective Review 0 0 0 401 0 1 6 1,866
lCARE – localizing Conditional AutoRegressive Expectiles 0 0 0 32 1 1 2 47
Total Working Papers 35 81 388 20,084 187 554 2,376 71,560

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 1 0 5 8 20
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 1 1 1 1 3 9 9
A Review of Nonparametric Time Series Analysis 0 0 0 0 0 0 5 7
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 0 0 5 0 0 4 33
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 2 3 22
A semiparametric factor model for implied volatility surface dynamics 1 3 7 42 2 6 15 91
Adaptive Interest Rate Modelling 0 0 0 2 0 0 3 14
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 0 0 2 177
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 1 1 4 2 4 6 26
An Extended Single-index Model with Missing Response at Random 0 0 0 0 0 2 5 14
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 1 1 1 0 1 3 5
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 1 2 138
Asymptotic maximal deviation of M-smoothers 0 3 4 66 1 5 11 251
Bayesian networks for sex-related homicides: structure learning and prediction 1 1 1 9 1 2 4 61
Book reviews 0 0 0 0 0 0 3 42
Book reviews 0 0 0 3 0 0 2 46
Book reviews 0 0 0 1 1 2 4 45
Bootstrap Methods for Time Series 0 0 0 0 0 4 4 4
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 2 2 8 77
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 53 1 1 4 140
CRIX an Index for cryptocurrencies 0 2 5 13 2 10 68 180
Calibrating CAT Bonds for Mexican Earthquakes 0 0 1 25 1 2 13 123
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 1 8 293
Comment 0 0 0 3 0 0 0 15
Common factors in credit defaults swap markets 0 0 0 2 0 0 4 22
Company rating with support vector machines 0 0 2 9 0 1 13 57
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 1 1 2 5 13
Copula dynamics in CDOs 0 0 1 5 0 0 6 44
Copula-based factor model for credit risk analysis 0 2 8 15 1 5 20 55
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid 0 0 0 0 0 6 7 7
Discrete time option pricing with flexible volatility estimation 0 0 0 482 1 1 2 1,584
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 0 0 1 3 24
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 1 1 3 9 1 1 8 34
Dynamic credit default swap curves in a network topology 0 0 0 0 0 0 2 2
Dynamic semi-parametric factor model for functional expectiles 0 0 0 0 0 1 6 12
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 0 4 155
Dynamic structured copula models 0 0 0 23 1 1 2 56
Efficient estimation in conditional single-index regression 0 0 0 30 0 1 4 109
Empirical Evidence on the Law of Demand 1 2 7 223 4 6 15 1,165
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 1 12
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 0 3 4 5 5
Estimation of Non-sharp Support Boundaries 0 0 0 14 0 1 3 57
Forecasting in Blockchain-Based Local Energy Markets 0 0 2 2 1 2 25 28
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics 0 0 0 0 0 1 4 4
Forecasting volatility with support vector machine-based GARCH model 4 8 30 335 4 10 61 867
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 0 2 2 2 2
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 3 1 1 2 32
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 1 1 1 27
How to measure the performance of a Collaborative Research Center 0 1 2 2 0 1 3 10
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 36 0 0 6 122
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 0 1 0 0 0 18
Localized Realized Volatility Modeling 0 0 1 39 0 0 4 138
Localizing Temperature Risk 0 0 0 2 0 0 3 12
Model-driven statistical arbitrage on LETF option markets 0 0 0 0 0 0 1 1
Modelling industry interdependency dynamics in a network context 0 0 1 1 1 1 3 3
Multivariate factorizable expectile regression with application to fMRI data 0 0 0 6 1 1 4 24
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 1 1 2 124 1 1 4 317
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 0 24 1 2 10 83
Nonparametric and semiparametric approaches to discrete response analysis 1 1 1 97 2 2 8 218
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 1 101 0 1 9 298
On extracting information implied in options 0 2 3 76 0 2 4 172
On the backfitting algorithm for additive regression models 1 2 2 2 1 2 3 3
On the inconsistency of bootstrap distribution estimators 0 0 0 66 0 0 1 168
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 1 1 8 1 2 6 59
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 26 0 0 2 87
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 0 4 12 0 0 9 37
Regularization approach for network modeling of German power derivative market 0 0 2 2 0 1 6 6
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 0 0 0 2 3
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 3 1 1 5 36
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 0 4 0 0 2 9
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws 1 2 6 6 1 5 16 16
Robust regression function estimation 0 0 2 42 0 0 4 120
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 0 2 10 0 2 7 39
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 0 0 0 0 1
Semi-parametric estimation of partially linear single-index models 0 2 5 27 1 5 12 176
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 0 1 164
Semiparametric Regression Analysis With Missing Response at Random 0 0 0 64 0 0 6 173
Service data analytics and business intelligence 2017 0 0 0 0 1 2 3 3
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 0 9 0 1 2 40
Simultaneous confidence bands for expectile functions 0 0 1 23 1 2 7 74
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 1 9 13 1 6 22 41
State price densities implied from weather derivatives 0 0 0 6 1 2 6 41
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 1 3 7 14 3 8 20 78
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 0 3 34 0 1 10 116
Structural Tests in Additive Regression 0 0 1 12 0 0 4 53
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 1 99 1 2 8 388
Symmetrized nearest neighbor regression estimates 0 0 0 17 0 0 3 111
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 1 10 1 3 8 57
Testing a Parametric Model Against a Semiparametric Alternative 0 0 1 27 0 0 2 68
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 1 7 0 0 2 32
Testing increasing dispersion 0 0 0 6 0 0 0 46
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 1 3 460 1 2 9 1,157
The Implied Market Price of Weather Risk 0 0 1 12 0 2 5 90
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 1 4 0 0 5 30
Uniform Confidence Bands for Pricing Kernels 1 1 1 3 1 2 6 30
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 13 0 0 2 98
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 1 17 0 0 4 63
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 0 58 1 1 3 217
Variance swap dynamics 0 0 1 3 1 2 6 17
Web Quantlets for Time Series Analysis 0 0 0 6 1 1 2 91
Total Journal Articles 14 43 142 3,195 60 167 679 11,660

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 8 270
Total Books 0 0 0 0 2 4 8 270

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XploRe 0 1 7 1,004 0 4 22 3,755
Total Software Items 0 1 7 1,004 0 4 22 3,755

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-11-03