Access Statistics for Wolfgang Karl Härdle

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Working Paper File Downloads Abstract Views
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A Bootstrap Test for Single Index Models 0 0 0 6 0 0 2 133
A Bootstrap Test for Single Index Models 0 0 2 397 0 3 7 1,465
A Confidence Corridor for Expectile Functions 0 0 0 37 0 1 8 186
A Confidence Corridor for Sparse Longitudinal Data Curves 0 0 0 46 0 1 7 196
A Consistent Nonparametric Test for Causality in Quantile 0 2 4 150 0 4 20 351
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics 0 2 2 347 0 4 9 845
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 0 1 146 0 3 8 417
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics 0 0 0 46 0 0 5 238
A Microeconomic Explanation of the EPK Paradox 0 1 1 34 0 2 12 225
A Mortality Model for Multi-populations A Semi-Parametric Approach 0 1 3 22 1 2 8 21
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 0 4 7 79
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 0 312
A Review of Nonparametric Time Series Analysis 0 0 0 111 0 0 4 502
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 5 6 97
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data 0 0 1 32 0 0 3 82
A bootstrap test for positive definiteness of income effect matrices 0 0 1 3 0 0 3 15
A bootstrap test for positive definiteness of income effect matrices 0 0 0 0 0 1 4 395
A bootstrap test for single index models 0 0 1 64 0 0 5 266
A first econometric analysis of the CRIX family 0 1 5 24 1 5 20 81
Academic Ranking Scales in Economics: Prediction and Imputation 0 0 3 48 2 5 12 55
Adaptive Interest Rate Modelling 0 0 2 85 1 4 10 155
Adaptive Order Flow Forecasting with Multiplicative Error Models 0 0 0 94 0 1 18 79
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 1 1 5 1 2 9 45
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 1 35 1 6 11 159
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 45 0 0 8 221
Adaptive weights clustering of research papers 0 0 0 14 0 0 7 19
Additive Nonparametric Regression on Principal Components 0 0 0 36 0 3 5 167
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 1 3 219
An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data 0 0 2 90 0 1 8 251
An Extended Single Index Model with Missing Response at Random 0 0 0 41 1 3 7 89
An empirical likelihood goodness-of-fit test for time series 0 1 3 94 1 4 11 507
An introduction to simulation of risk processes 0 0 0 35 0 2 10 180
Applied Nonparametric Methods 0 0 0 1 0 0 8 696
Applied Nonparametric Methods 0 0 0 2 0 0 9 53
Applied Nonparametric Methods 0 0 13 1,106 3 9 50 2,232
Applied Nonparametric Methods 0 0 0 1 0 1 8 368
Applied nonparametric methods 0 0 1 14 0 3 14 277
Applied nonparametric smoothing techniques 0 0 0 420 0 1 4 1,159
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 0 0 186
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 1 3 170
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 1 0 2 2 108
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 2 3 7 338
Backtesting beyond VaR 0 0 0 116 0 1 4 391
Bandwidth choice for average derivative estimation 0 0 0 0 1 4 12 68
Bandwith choice for average derivative estimation 0 0 0 21 0 2 4 17
Bandwith choice for density derivatives 0 0 0 0 0 1 3 12
Bayesian Networks and Sex-related Homicides 0 0 1 37 1 2 8 108
Beta-boosted ensemble for big credit scoring data 0 1 2 44 0 2 10 34
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 0 3 157
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 4 6 376
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 1 3 5 14
Bootstarp Methods in Nonparametric Regression 0 0 0 0 1 3 6 418
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 1 304 0 1 7 1,023
Bootstrap approximations in a partially linear regression model 0 0 0 0 0 0 3 148
Bootstrap confidence bands 0 0 1 2 0 1 2 11
Bootstrap confidence bands 0 0 0 0 0 7 15 202
Bootstrap inference in semiparametric generalized additive models 0 0 1 3 0 2 11 32
Bootstrap methods for time series 0 0 0 486 0 1 9 2,184
Bootstrap methods in nonparametric regression 1 1 4 20 2 5 12 44
Bootstrap simultaneous error for nonparametric regression 0 0 0 0 0 0 1 6
CDO Pricing with Copulae 0 0 0 142 0 1 7 263
CDO Surfaces Dynamics 0 0 0 25 0 2 10 74
CDO and HAC 0 0 0 32 0 2 14 142
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 0 5 14 42
CRIX or evaluating Blockchain based currencies 0 0 4 83 0 2 17 237
CRIX or evaluating blockchain based currencies 1 1 2 46 1 8 15 112
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 0 7 0 2 5 32
Calibrating CAT bonds for Mexican earthquakes 0 1 1 117 0 6 10 542
Calibrating CAT bonds for Mexican earthquakes 0 0 0 162 0 3 9 531
Calibration Design of Implied Volatility Surfaces 0 0 0 232 1 1 1 464
Calibration Risk for Exotic Options 0 0 2 387 0 1 6 1,039
Change point and trend analyses of annual expectile curves of tropical storms 0 0 2 8 0 2 9 55
Color Harmonization in Car Manufacturing Process 1 1 2 172 1 3 7 1,898
Common Functional Implied Volatility Analysis 0 0 1 169 0 0 4 509
Common Functional Principal Components 0 0 0 273 0 3 5 695
Common factors governing VDAX movements and the maximum loss 0 0 0 79 0 0 22 350
Common factors in credit defaults swaps markets 0 0 0 64 0 0 3 107
Comparing nonparametric versus parametric regression fits 0 0 0 2 0 0 11 799
Component analysis for additive models 0 0 0 6 0 1 1 89
Composite Quantile Regression for the Single-Index Model 0 2 9 138 0 4 23 419
Computational Statistics (Journal) 0 0 1 20 1 3 7 107
Computational Statistics and Data Visualization 0 0 5 120 0 1 11 304
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 1 3 5 64
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 1 3 158
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 27 1 3 10 56
Connected teaching of statistics 0 0 0 0 0 1 15 123
Convenience Yields for CO2 Emission Allowance Futures Contracts 2 3 4 320 2 4 17 957
Credit Rating Score Analysis 0 0 0 12 1 1 6 32
Credit Risk Calibration based on CDS Spreads 0 0 0 34 0 2 7 85
Cross section Engel Curves over Time 0 0 1 24 0 2 7 108
Cross section Engel curves over time 0 0 0 0 0 1 4 18
Cross section Engel curves over time 0 0 0 0 0 0 7 95
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 1 3 5 166
DSFM fitting of Implied Volatility Surfaces 0 0 1 166 1 3 6 502
Data Science & Digital Society 1 2 5 27 3 5 14 54
De copulis non est disputandum - Copulae: An Overview 0 0 0 78 0 1 9 146
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry 0 0 2 48 1 2 8 102
Derivative estimation and testing in generalized additive models 0 0 0 2 0 1 4 18
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models 0 0 2 55 1 4 13 182
Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates 0 0 0 46 0 0 4 478
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 0 1 23 559
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates 0 0 0 0 0 0 3 95
Direct estimation of low dimensional components in additive models 0 0 0 11 1 2 8 170
Discrete time option pricing with flexible volatility estimation 0 0 2 9 0 1 4 184
Discrete time option pricing with flexible volatility estimation 0 0 0 1 0 2 5 10
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 2 6 85
Discussion 0 0 0 2 1 4 6 84
Distillation of News Flow into Analysis of Stock Reactions 0 0 1 27 0 1 12 107
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 3 266
Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries 1 1 1 55 2 4 9 109
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China 0 0 1 28 0 2 7 93
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation 0 0 0 68 0 1 3 246
Dynamic Topic Modelling for Cryptocurrency Community Forums 1 2 4 65 1 7 17 94
Dynamic Valuation of Weather Derivatives under Default Risk 0 0 2 36 0 0 6 79
Dynamic credit default swaps curves in a network topology 0 0 2 18 0 2 12 22
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 1 64 0 1 5 528
Dynamic semi-parametric factor model for functional expectiles 0 0 2 17 2 10 17 36
Dynamics of State Price Densities 0 0 1 124 0 0 11 319
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 2 2 34
E-learning, e-teaching of statistics: A new challenge 0 0 0 6 0 2 4 51
Efficient estimation in single-index regression 1 1 2 4 1 5 9 122
Empirical Pricing Kernels and Investor Preferences 0 0 0 114 0 0 4 313
Empirical evidence on the law of demand 0 0 0 0 0 2 7 16
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 0 1 25
Estimating Probabilities of Default With Support Vector Machines 0 0 0 107 0 6 8 260
Estimating probabilities of default with support vector machines 0 0 1 120 3 10 17 384
Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk 0 2 5 42 1 5 12 94
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration 0 0 0 98 0 3 5 327
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 0 3 4 111
Estimation and testing for varying coefficients in additive models with marginal integration 0 1 1 5 0 3 6 37
Estimation in an additive model when the components are linked parametrically 0 0 1 4 0 2 4 106
Estimation of Additive Regression Models with Links 0 0 0 3 0 3 4 87
Estimation of Default Probabilities with Support Vector Machines 0 0 2 166 1 3 12 466
Estimation of NAIRU with In ation Expectation Data 0 0 1 1 0 1 7 12
Estimation of NAIRU with Inflation Expectation Data 0 0 1 39 0 3 8 72
Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects 0 1 3 85 0 5 13 181
Exploratory Graphics of a Financial Dataset 0 0 0 142 0 4 6 405
Exploring credit data 0 0 2 9 0 0 3 27
FFT Based Option Pricing 0 0 3 232 0 0 5 523
FRM: a Financial Risk Meter based on penalizing tail events occurrence 0 0 3 43 0 2 19 52
Factorisable Multi-Task Quantile Regression 0 0 3 24 1 3 17 47
Factorisable Sparse Tail Event Curves 0 0 0 17 0 3 6 46
Fast and Simple Scatterplot Smoothing 0 0 0 27 0 1 3 156
Fast and simple scatterplot smoothing 0 0 0 0 0 3 8 66
Fast and simple scatterplot smoothing 0 0 0 173 0 1 3 1,263
Financial calculations on the net 0 0 0 2 0 0 1 106
Flexible stochastic volatility structures for high frequency financial data 0 0 0 0 0 1 2 153
Flexible time series analysis 0 0 1 24 0 2 13 119
Forecast based Pricing of Weather Derivatives 0 0 3 67 0 1 8 162
Forecasting Corporate Distress in the Asian and Pacific Region 0 0 0 47 0 2 5 66
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics 0 0 1 57 1 3 13 70
Forecasting the Term Structure of Variance Swaps 0 0 0 520 0 0 2 1,523
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 1 3 433
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 5 113
Functional Data Analysis of Generalized Quantile Regressions 0 1 1 94 0 2 5 212
Functional Principal Component Analysis for Derivatives of Multivariate Curves 0 2 5 29 0 4 19 42
GHICA - Risk Analysis with GH Distributions and Independent Components 0 0 0 94 0 1 7 297
Generalized single-index models: The EFM approach 0 0 2 64 0 1 8 207
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 3 3 159
GitHub API based QuantNet Mining infrastructure in R 0 0 0 21 2 5 14 77
Graphical Data Representation in Bankruptcy Analysis 0 0 0 180 0 2 6 698
HMM in dynamic HAC models 0 0 3 34 0 1 6 111
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model 1 1 2 23 1 7 17 87
How Computational Statistics Became the Backbone of Modern Data Science 0 0 2 245 1 4 22 351
How Sensitive are Average Derivatives? 0 0 0 0 0 2 5 260
How many terms should be added into an additive model ? 0 0 0 0 0 4 8 195
How precise are price distributions predicted by implied binomial trees? 0 0 0 79 0 2 3 285
How sensitive are average derivates ? 0 0 0 0 0 2 6 50
How sensitive are average derivatives? 0 0 0 4 0 0 2 31
How to Measure a Performance of a Collaborative Research Centre 1 1 7 24 2 6 17 35
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 0 1 7 0 0 3 30
Implied Basket Correlation Dynamics 0 0 0 61 0 1 4 184
Implied Market Price of Weather Risk 0 0 0 124 0 0 5 329
Implied volatility string dynamics 0 0 1 24 1 3 7 80
Increasing Weather Risk: Fact or Fiction? 0 1 2 10 0 3 6 55
Independent Component Analysis Via Copula Techniques 0 0 0 199 0 0 4 481
Industry Interdependency Dynamics in a Network Context 0 0 2 22 1 2 12 40
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 0 37 0 0 2 27
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 0 1 0 2 10 19
Influencers and Communities in Social Networks 2 7 7 7 4 18 18 18
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 142 0 0 3 416
Integrable e-lements for Statistics Education 0 0 0 8 0 1 3 219
Integration and Backfitting methods in additive models: finite sample properties and comparison 0 0 0 4 0 0 4 16
Internet based econometric computing 0 0 0 1 0 0 2 129
Investing with cryptocurrencies - A liquidity constrained investment approach 1 2 11 63 2 4 33 159
Iterated bootstrap with applications to frontier models 0 0 0 164 0 1 2 436
Iterated bootstrap with applications to frontier models 0 0 0 0 0 2 6 129
Iterated bootstrap with applications to frontier models 0 0 0 0 0 2 3 7
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 0 0 283
Kernel estimation: the equivalent spline smoothing method 0 0 0 0 0 1 4 52
Kernel regression smoothing of time series 0 0 3 24 0 1 6 48
Kernel regression smoothing of time series 0 0 0 1 1 2 20 822
LASSO-Driven Inference in Time and Space 0 0 9 28 1 6 29 44
LASSO-Driven Inference in Time and Space 0 0 0 0 1 2 2 2
LASSO-driven inference in time and space 0 0 3 3 0 2 12 14
Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual 0 0 0 113 1 5 13 79
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 10 0 2 7 109
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 0 0 1 1 170
Learning Machines Supporting Bankruptcy Prediction 0 0 1 82 0 2 9 171
Leveraged ETF options implied volatility paradox: a statistical study 0 0 0 19 0 1 9 70
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts 0 0 0 62 0 1 7 147
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 0 6 163
Local Quantile Regression 0 0 2 53 0 1 7 132
Localising Forward Intensities for Multiperiod Corporate Default 0 0 0 47 0 2 9 64
Localising temperature risk 0 0 2 30 0 0 7 94
Localized Realized Volatility Modelling 0 0 5 80 0 0 12 278
Long Memory Persistence in the Factor of Implied Volatility Dynamics 0 0 0 100 0 0 4 280
M robustified additive nonparametric regression 0 0 0 0 0 1 13 34
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 1 2 544
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 0 1 80 0 0 1 528
Mean Volatility Regressions 0 0 0 30 0 1 7 97
Measuring and Modeling Risk Using High-Frequency Data 0 0 0 139 0 0 4 245
Modeling Asset Prices 0 0 0 45 0 0 5 90
Modeling Dependencies in Finance using Copulae 0 0 0 179 0 4 5 290
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics 0 0 0 54 0 1 9 155
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 2 88 0 2 13 258
Multivariate Factorisable Sparse Asymmetric Least Squares Regression 0 1 3 16 0 7 13 19
Multivariate and semiparametric kernel regression 0 0 6 37 0 6 26 477
Network Quantile Autoregression 0 0 3 51 2 11 27 88
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 71 2 4 8 286
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 0 2 5 341
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 0 3 5 148
Nonparametric Estimation of Risk-Neutral Densities 1 1 1 100 1 2 10 256
Nonparametric Productivity Analysis 0 0 0 149 1 3 3 287
Nonparametric Regression 0 0 0 74 0 0 1 205
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 2 7 204
Nonparametric Time Series Model Selection 0 0 0 86 0 1 2 332
Nonparametric Vector Autoregression 0 0 0 76 0 3 10 377
Nonparametric approaches to generalized linear models 1 1 2 8 1 5 10 163
Nonparametric autoregression with multiplicative volatility and additive mean 0 0 0 6 0 1 5 184
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 0 1 97
Numerics of Implied Binomial Trees 0 0 1 56 0 1 4 180
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 0 4 83
On adaptive estimation in partial linear models 0 0 0 7 0 2 6 123
On adaptive estimation in partial linear models 0 0 0 9 0 1 3 79
On adaptive smoothing in partial linear models 0 0 0 29 0 0 1 285
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 1 1 22
On bootstrapping kernel spectralestimates 0 0 0 0 0 0 2 254
On efficient estimation of an averaged derivative 0 0 0 0 0 0 2 6
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 0 0 8 247
On the Appropriateness of Inappropriate VaR Models 0 0 0 77 1 3 4 225
On the Difficulty to Design Arabic E-learning System in Statistics 0 0 0 81 1 1 4 593
On the Utility of E-Learning in Statistics 0 0 0 56 0 3 4 214
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 1 3 28
On the inconsistency of bootstrap distribution estimators 0 0 0 2 0 0 4 15
Optimal Median Smoothing 0 0 0 1 1 8 11 559
Optimal Median Smoothing 0 0 0 40 0 1 8 373
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator 0 0 0 73 0 1 3 147
Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator 0 0 0 0 0 1 4 12
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 0 0 1 4 17
Optimal smoothing in single index models 0 0 0 0 1 1 3 382
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 61 0 1 7 116
Partial Linear Quantile Regression and Bootstrap Confidence Bands 0 0 0 126 1 5 14 274
Partially linear models 0 0 5 216 0 3 15 570
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change 1 2 3 29 1 3 11 35
Portfolio Decisions and Brain Reactions via the CEAD method 1 1 1 5 2 3 12 49
Portfolio Value at Risk Based on Independent Components Analysis 0 0 0 272 0 1 5 577
Predicting Bankruptcy with Support Vector Machines 0 0 0 269 0 0 3 619
Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives 0 0 4 32 1 2 11 118
Pricing Green Financial Products 0 1 2 21 2 4 9 33
Pricing Kernel Modeling 0 1 2 41 1 8 27 96
Pricing of Asian temperature risk 0 0 0 48 0 1 5 125
Principal Component Analysis in an Asymmetric Norm 0 0 2 9 0 1 6 50
Principal Component Analysis in an Asymmetric Norm 0 0 0 28 1 1 8 110
Prognose mit nichtparametrischen Verfahren 0 0 0 25 1 4 7 133
Prognose mit nichtparametrischen Verfahren 0 0 0 7 0 1 4 75
Q3-D3-LSA 0 0 1 7 1 1 5 16
QuantNet – A Database-Driven Online Repository of Scientific Information 0 0 0 37 1 2 6 325
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 2 5 93
Quantile Regression in Risk Calibration 0 0 0 84 0 2 14 224
R robustified additive nonparametric regression 0 0 0 0 0 0 4 39
Rating Companies with Support Vector Machines 0 0 3 200 2 10 40 578
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns 0 0 0 186 0 2 14 406
Recursive Portfolio Selection with Decision Trees 0 0 0 163 0 2 6 433
Reference Dependent Preferences and the EPK Puzzle 0 0 1 13 0 1 6 57
Regression smoothing parameters that are not far from their optimum 0 0 0 0 0 2 6 64
Regression smoothing parameters that are not far from their optimum 0 0 0 1 0 4 6 15
Remarks on sliced inverse regression 0 0 0 1 0 3 5 446
Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 0 25 0 1 3 83
Risk Related Brain Regions Detected with 3D Image FPCA 0 0 0 12 0 1 8 50
Robust Econometrics 0 1 2 258 1 3 13 1,093
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 2 17
Robust adaptive estimation of dimension reduction space 0 1 1 9 0 2 4 31
Robust estimation of dimension reduction space 0 0 0 26 0 2 3 143
Robust locally adaptive non-parametric regression 0 0 0 0 0 0 1 13
Robust locally adaptive nonparametric regression 0 0 0 0 0 1 1 221
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 1 3 73
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 2 135
Semi-parametric estimation of generalized partially linear single-index models 0 1 1 44 0 1 5 281
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 2 6 304
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 2 0 1 5 14
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 1 2 3 59
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 0 1 5 146
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 1 17 1 3 11 366
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient 0 0 0 67 0 2 3 239
Semiparametric comparison of regression curves 0 2 2 2 0 2 3 11
Semiparametric diffusion estimation and application to a stock market index 0 0 0 59 0 2 7 290
Semiparametric regression analysis under imputation for missing response data 0 0 0 31 0 0 7 234
Semiparametric regression analysis under imputation for missing response data 0 0 0 0 0 2 5 32
Semiparametric regression analysis with missing response at random 1 1 2 240 1 1 7 708
Shape invariant modelling pricing kernels and risk aversion 0 0 0 55 0 1 6 145
Simulation of risk processes 0 0 0 24 0 1 14 123
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models 0 0 1 49 0 1 5 81
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors 0 0 0 21 0 0 6 29
Skewness and Kurtosis Trades 0 0 1 65 0 1 5 245
Smoothed L-estimation of Regression Function 0 0 0 3 0 0 4 28
Smoothed L-estimation of regression function 0 0 0 2 0 0 4 33
Smoothing by weighted averaging of rounded points 0 0 0 0 0 4 18 699
Smoothing by weighted averaging of rounded points 0 0 0 0 0 4 18 74
Spatial Functional Principal Component Analysis with Applications to Brain Image Data 0 1 1 13 0 4 15 33
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity 0 0 2 35 0 3 15 113
Stable Distributions 1 1 6 221 1 2 21 395
State Price Densities implied from weather derivatives 0 0 1 14 0 0 4 61
Statistics E-learning Platforms Evaluation: Case Study 0 0 4 170 1 3 12 427
Statistics of Risk Aversion 0 0 2 112 0 3 16 557
Stochastic Population Analysis: A Functional Data Approach 0 0 2 51 0 2 7 74
Stochastic Population Forecast for Germany and its Consequence for the German Pension System 0 0 2 103 0 2 11 312
Structural tests in additive regression 0 0 0 0 0 3 5 13
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 4 81 0 4 15 187
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns 0 0 7 279 0 2 18 669
TEDAS - Tail Event Driven ASset Allocation 0 0 2 60 0 1 15 180
TENET: Tail-Event driven NETwork risk 0 0 3 60 1 8 37 138
TERES - Tail Event Risk Expectile based Shortfall 0 0 1 40 0 2 9 78
TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data 0 0 0 89 0 1 5 212
Tail event driven networks of SIFIs 1 2 4 49 2 7 27 91
Teaching wavelets in XploRe 0 0 0 3 0 0 1 129
Testing Monotonicity of Pricing Kernels 0 1 1 91 0 2 4 262
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 2 5 229
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 5 0 1 5 29
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 0 0 3 16 353
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 5 0 0 4 34
Testing a Parametric Model against a Semiparametric Model 0 0 0 0 0 1 1 148
Testing a Regression Model when we Have Smooth Alternatives in Mind 0 0 0 1 0 0 4 597
Testing increasing dispersion 0 0 0 4 0 2 4 84
Testing increasing dispersion 0 0 0 33 0 2 5 296
Testing increasing dispersion 0 0 0 1 0 1 5 100
Textual Sentiment, Option Characteristics, and Stock Return Predictability 3 6 41 112 8 26 121 224
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling 0 0 1 197 0 1 5 502
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 41 1 4 10 161
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 3 9 261
The Influence of Oil Price Shocks on China’s Macroeconomy: A Perspective of International Trade 0 1 2 72 0 2 7 93
The Stochastic Fluctuation of the Quantile Regression Curve 0 0 0 60 0 2 4 348
The analysis of implied volatilities 0 0 1 80 0 1 28 384
The dynamics of hourly electricity prices 0 0 1 101 0 0 7 205
The dynamics of implied volatilities: A common principal components approach 0 0 4 139 0 4 26 630
The impact of news on US household inflation expectations 0 0 2 31 0 1 5 48
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 1 21 0 1 5 36
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 5 16 51 188 13 69 206 668
The three dimensions of multimedia teaching of statistics 0 0 0 6 0 0 1 182
Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators 0 0 0 35 0 1 5 74
Time Dependent Relative Risk Aversion 0 0 0 96 2 2 6 337
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 0 0 3 251
Time Series Modelling with Semiparametric Factor Dynamics 0 0 1 178 0 2 10 366
Time Varying Quantile Lasso 0 0 0 0 0 9 14 23
Time Varying Quantile Lasso 0 1 2 35 0 2 13 62
Time inhomogeneous multiple volatility modelling 0 0 0 37 0 1 2 295
Time varying Hierarchical Archimedean Copulae 0 0 0 111 0 1 7 213
Transactions That Did Not Happen and Their Influence on Prices 0 0 2 173 0 1 7 500
Transactions that did not happen and their influence on prices 0 0 0 24 0 1 4 243
Uniform confidence bands for pricing kernels 0 0 2 81 0 1 7 184
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 99 0 3 6 850
Using Wiki to Build an E-learning System in Statistics in Arabic Language 0 0 1 80 0 3 9 483
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 0 1 104 0 2 5 317
Value-at-Risk Calculations with Time Varying Copulae 0 0 1 224 0 2 13 658
Value-at-Risk and Expected Shortfall when there is long range dependence 0 0 0 218 0 0 6 610
Variable selection in Cox regression models with varying coefficients 0 0 3 57 0 1 8 199
Volatility Investing with Variance Swaps 2 3 7 135 3 5 14 299
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 2 2 132
Wann sind falsche VaR-Modelle dennoch adäquat? 0 1 1 4 0 3 6 27
Web quantlets for time series analysis 0 0 0 5 0 0 2 117
Working with the XQC 0 0 0 27 1 2 3 149
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics 0 0 3 75 2 2 11 193
Yxilon – A Client/Server Based Statistical Environment 0 0 0 66 1 2 4 357
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 1 1 12 0 2 6 100
e-Learning Statistics - A Selective Review 0 0 1 401 1 3 7 1,865
lCARE – localizing Conditional AutoRegressive Expectiles 0 0 1 32 0 0 5 45
Total Working Papers 31 92 449 23,367 135 877 3,311 90,762


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for Positive Definiteness of Income Effect Matrices 0 0 0 1 0 0 2 32
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE 1 3 10 44 4 11 31 161
A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 1 1 1 5 13
A Review of Nonparametric Time Series Analysis 0 0 0 0 1 2 5 5
A semiparametric factor model for CDO surfaces dynamics 0 0 1 3 0 1 3 20
A semiparametric factor model for implied volatility surface dynamics 2 2 4 37 4 5 15 81
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 3 2 3 5 23
Adaptive Interest Rate Modelling 0 0 2 2 1 3 9 14
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 0 0 4 175
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 3 0 0 6 22
An Extended Single-index Model with Missing Response at Random 0 0 0 0 0 1 5 10
An empirical likelihood goodness‐of‐fit test for time series 0 0 0 114 0 2 8 411
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 0 0 1 3 3
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 0 0 136
Asymptotic maximal deviation of M-smoothers 0 0 0 62 0 0 6 242
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS 0 1 1 18 1 3 6 77
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 8 0 1 2 59
Book reviews 0 0 0 3 0 1 2 46
Book reviews 0 0 0 1 0 1 2 42
Book reviews 0 0 0 0 0 3 5 42
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 1 3 5 73
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 53 1 3 4 139
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum 0 0 0 9 0 0 2 40
CRIX an Index for cryptocurrencies 0 0 7 8 6 22 149 155
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 24 0 9 12 119
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 2 4 12 289
Change point and trend analyses of annual expectile curves of tropical storms 0 0 1 3 0 2 9 22
Colour harmonization in car manufacturing processes 0 0 0 0 0 0 1 1
Common factors in credit defaults swap markets 0 0 0 2 0 0 2 19
Company rating with support vector machines 0 0 3 8 1 2 23 51
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 1 1 1 1 3 9
Copula dynamics in CDOs 0 0 1 4 0 1 7 41
Copula-based factor model for credit risk analysis 1 3 7 10 1 5 27 44
Data science and digital society 0 1 2 4 0 2 6 32
De copulis non est disputandum 0 0 0 10 0 0 3 75
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 9 0 0 6 67
Discrete time option pricing with flexible volatility estimation 0 0 0 482 0 0 2 1,582
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 0 1 1 7 22
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 1 1 2 7 1 1 14 28
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 1 2 3 31
Dynamic semi-parametric factor model for functional expectiles 0 0 0 0 1 2 9 9
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 0 5 153
Dynamic structured copula models 0 0 2 23 0 0 7 54
Dynamics of state price densities 0 0 0 59 0 1 5 240
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY 0 0 0 11 0 1 1 46
Efficient estimation in conditional single-index regression 0 0 0 30 0 3 4 108
Empirical Evidence on the Law of Demand 0 2 6 218 0 4 21 1,155
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 1 11
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration 0 0 0 20 0 2 3 123
Estimation of Non-sharp Support Boundaries 0 0 1 14 0 0 5 54
Fast and simple scatterplot smoothing 0 0 0 31 0 3 4 142
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 0 2 6 13 13
Forecasting volatility with support vector machine-based GARCH model 1 4 30 314 4 17 65 831
GHICA -- Risk analysis with GH distributions and independent components 0 0 0 25 0 0 12 115
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 3 0 0 0 30
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 2 2 0 0 5 26
How sensitive are average derivatives? 0 0 0 42 0 1 8 154
How to measure the performance of a Collaborative Research Center 1 1 1 1 1 1 7 8
Implied basket correlation dynamics 0 0 0 3 0 2 8 33
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 71 0 2 7 230
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 36 0 3 6 120
Internet-based econometric computing 0 0 0 32 1 2 4 156
KERNEL REGRESSION SMOOTHING OF TIME SERIES 1 2 6 6 1 5 13 13
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 0 1 0 0 4 18
Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts 0 0 1 7 0 0 3 33
Local polynomial estimators of the volatility function in nonparametric autoregression 0 0 4 148 1 5 13 351
Localized Realized Volatility Modeling 0 1 4 39 0 3 13 137
Localizing Temperature Risk 0 0 2 2 1 1 7 11
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 1 9 0 1 9 60
Multivariate factorizable expectile regression with application to fMRI data 0 0 1 6 0 3 7 23
Network quantile autoregression 1 1 2 2 3 8 11 11
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 0 0 2 122 0 0 8 314
Nonparametric Autoregression with Multiplicative Volatility and Additive mean 0 0 0 0 0 1 7 7
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 2 24 0 5 9 78
Nonparametric and semiparametric approaches to discrete response analysis 0 0 0 96 0 2 6 213
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 5 100 0 1 18 291
On extracting information implied in options 1 1 2 74 1 1 6 169
On the Utility of E‐Learning in Statistics 0 0 0 13 0 0 1 77
On the appropriateness of inappropriate VaR models 0 0 0 10 0 1 5 92
On the backfitting algorithm for additive regression models 0 0 0 0 0 1 1 1
On the inconsistency of bootstrap distribution estimators 0 0 0 66 0 1 5 168
Optimal Median Smoothing 0 0 1 1 1 1 5 5
Principal component analysis in an asymmetric norm 0 0 2 2 1 2 7 7
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 26 0 1 1 86
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns 0 0 1 1 0 1 8 30
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 1 2 5 10 1 5 15 33
Regularization approach for network modeling of German power derivative market 0 1 1 1 0 1 1 1
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 0 0 1 2 2
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 3 0 0 9 32
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 3 4 0 0 7 8
Robust estimation of dimension reduction space 0 0 0 21 0 0 3 91
Robust regression function estimation 0 0 1 41 0 0 4 117
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 1 1 3 9 1 1 11 34
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 0 0 0 1 1
Semi-parametric estimation of partially linear single-index models 0 1 3 23 1 3 23 169
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 0 2 164
Semiparametric Regression Analysis With Missing Response at Random 0 0 5 64 1 1 8 168
Semiparametric analysis of German East-West migration intentions: facts and theory 0 0 1 183 1 3 6 791
Semiparametric diffusion estimation and application to a stock market index 0 0 0 17 0 2 8 117
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 1 9 0 0 3 39
Simultaneous confidence bands for expectile functions 0 0 1 22 1 3 6 70
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 3 7 7 1 4 13 23
Smoothed L-estimation of regression function 0 0 0 14 0 1 7 84
Spatial functional principal component analysis with applications to brain image data 0 4 5 5 0 11 19 19
State price densities implied from weather derivatives 0 0 1 6 1 2 7 38
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 1 7 0 1 13 60
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 0 6 31 0 2 17 108
Structural Tests in Additive Regression 0 0 0 11 0 3 5 52
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 1 98 0 2 5 382
Symmetrized nearest neighbor regression estimates 0 0 0 17 1 3 5 111
TENET: Tail-Event driven NETwork risk 1 5 18 52 5 17 67 195
TVICA—Time varying independent component analysis and its application to financial data 0 1 2 11 1 3 7 60
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 2 10 0 1 14 52
Tail event driven networks of SIFIs 1 2 8 9 11 24 58 59
Testing a Parametric Model Against a Semiparametric Alternative 0 1 2 27 0 1 5 68
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 6 0 1 1 31
Testing increasing dispersion 0 0 0 6 0 0 1 46
Testing monotonicity of pricing kernels 0 1 2 5 0 2 7 44
The Bayesian Additive Classification Tree applied to credit risk modelling 1 1 2 47 1 2 5 181
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 0 1 457 0 0 11 1,149
The Implied Market Price of Weather Risk 0 0 0 11 1 1 6 86
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 1 3 0 3 6 28
Time Inhomogeneous Multiple Volatility Modeling 0 0 0 0 0 1 1 173
Time Series Modelling With Semiparametric Factor Dynamics 0 0 0 69 0 1 6 148
Transactions that did not happen and their influence on prices 0 0 0 113 0 0 4 331
Uniform Confidence Bands for Pricing Kernels 0 0 0 2 0 2 7 26
Using wiki to build an e-learning system in statistics in the Arabic language 0 0 0 1 0 2 6 38
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 13 1 1 4 97
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 1 1 1 17 1 3 4 62
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 2 58 1 2 10 216
Variance swap dynamics 0 0 0 2 0 2 4 14
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 2 89
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 2 2 0 0 8 14
lCARE - localizing conditional autoregressive expectiles 0 0 2 3 0 0 18 23
Total Journal Articles 16 47 211 4,331 79 309 1,250 16,403


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 1 4 9 266
Total Books 0 0 0 0 1 4 9 266


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied nonparametric methods 0 1 4 775 2 7 21 1,756
Total Chapters 0 1 4 775 2 7 21 1,756


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XploRe 1 1 6 999 3 4 18 3,739
Total Software Items 1 1 6 999 3 4 18 3,739


Statistics updated 2020-03-04