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


Statistics updated 2020-11-03