Access Statistics for Wolfgang Karl Härdle

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Machine Learning Based Regulatory Risk Index for Cryptocurrencies 0 0 2 40 0 7 13 55
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 1 4 6 91
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 2 4 323
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 1 3 3 104
A bootstrap test for positive definiteness of income effect matrices 0 0 0 3 0 4 4 26
A bootstrap test for single index models 0 0 0 64 0 3 3 278
A confidence corridor for expectile functions 0 0 1 39 0 7 9 213
A confidence corridor for sparse longitudinal data curves 0 0 0 47 0 4 8 215
A consistent nonparametric test for causality in quantile 0 0 0 161 0 3 9 407
A data-driven P-spline smoother and the P-Spline-GARCH models 0 0 1 30 0 6 12 40
A dynamic semiparametric factor model for implied volatility string dynamics 0 0 2 354 2 7 10 880
A financial risk meter for China 0 0 0 21 0 10 13 41
A first econometric analysis of the CRIX family 0 0 0 32 1 11 13 138
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 0 149 0 2 4 429
A joint analysis of the KOSPI 200 option and ODAX option markets dynamics 0 0 0 47 0 2 2 248
A microeconomic explanation of the EPK paradox 0 0 0 34 2 6 6 237
A mortality model for multi-populations: A semi-parametric approach 0 0 0 23 0 7 11 41
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 33 1 2 5 103
A time-varying network for cryptocurrencies 0 0 0 19 1 5 6 28
Academic ranking scales in economics: Prediction and imputation 0 0 0 52 4 10 12 90
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 5 8 56
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 35 0 2 2 166
Adaptive interest rate modelling 0 0 0 88 0 5 9 175
Adaptive order flow forecasting with multiplicative error models 0 0 1 100 3 9 12 117
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 2 5 6 233
Adaptive weights clustering of research papers 0 0 0 15 0 1 3 30
Additive Nonparametric Regression on Principal Components 0 0 0 36 2 3 3 173
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 4 5 226
An application of principal component analysis on multivariate time-stationary spatio-temporal data 0 0 0 92 0 5 8 274
An empirical likelihood goodness-of-fit test for time series 0 0 0 97 2 6 6 530
An extended single index model with missing response at random 0 0 0 45 0 6 10 114
An introduction to simulation of risk processes 0 0 2 50 0 3 6 218
Analysis of deviance in generalized partial linear models 0 0 0 41 1 3 4 85
Antisocial Online Behavior Detection Using Deep Learning 0 0 0 4 1 6 8 40
Applied Nonparametric Methods 0 1 5 1,186 0 3 13 2,459
Applied nonparametric smoothing techniques 0 0 0 421 0 0 1 1,172
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 1 7 8 199
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 1 3 5 186
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 4 1 5 7 122
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 0 4 7 369
Backtesting beyond VaR 0 0 0 117 0 2 3 399
Bandwith choice for average derivative estimation 0 0 0 21 0 4 7 32
Bandwith choice for density derivatives 0 0 0 0 0 5 6 23
Bayesian Networks and sex-related homicides 0 0 0 38 0 3 7 133
Beta-boosted ensemble for big credit scoring data 0 0 0 47 1 4 5 52
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 1 2 2 162
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 3 5 385
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 0 4 5 29
Blockchain mechanism and distributional characteristics of cryptos 0 0 0 9 0 6 11 39
Bootstarp Methods in Nonparametric Regression 0 0 0 0 0 4 8 436
Bootstrap Inference in Semiparametric Generalized Additive Models 0 0 0 304 1 6 10 1,047
Bootstrap approximations in a partially linear regression model 0 0 0 1 1 3 4 159
Bootstrap confidence bands 0 0 0 5 0 5 5 33
Bootstrap methods in nonparametric regression 0 0 0 29 1 3 5 71
Bootstrap simultaneous error for nonparametric regression 0 0 0 1 0 2 4 18
CDO and HAC 0 0 0 33 0 2 6 161
CDO pricing with copulae 0 0 0 143 1 2 4 282
CDO surfaces dynamics 0 0 0 26 2 2 2 83
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 0 2 2 73
CRIX an Index for cryptocurrencies 0 0 1 24 4 10 28 77
CRIX or evaluating blockchain based currencies 0 0 0 87 0 4 5 284
CRIX or evaluating blockchain based currencies 0 0 0 50 0 6 8 162
Calibrating CAT bonds for Mexican earthquakes 0 1 1 166 0 4 6 555
Calibration design of implied volatility surfaces 0 0 0 234 0 1 3 479
Calibration risk for exotic options 0 0 0 392 0 5 5 1,063
Change point and trend analyses of annual expectile curves of tropical storms 0 0 0 11 1 8 10 77
Color harmonization in car manufacturing process 0 0 0 174 0 3 3 1,919
Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting 0 0 0 1 2 3 3 21
Common factors governing VDAX movements and the maximum loss 0 0 0 80 0 6 11 375
Common factors in credit defaults swaps markets 0 0 0 66 0 7 9 131
Common functional implied volatility analysis 0 0 0 170 0 1 3 514
Common functional principal components 0 0 1 279 2 7 10 730
Comparing nonparametric versus parametric regression fits 0 0 0 2 1 6 11 863
Component analysis for additive models 0 0 0 6 0 1 5 104
Composite quantile regression for the single-index model 0 0 0 149 0 5 9 462
Computational Statistics (Journal) 0 0 0 25 0 2 4 131
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 1 4 6 89
Computational statistics and data visualization 0 0 0 125 0 1 2 361
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 1 1 163
Confidence corridors for multivariate generalized quantile regression 0 0 0 27 2 8 13 72
Connected teaching of statistics 0 0 0 0 3 6 8 136
Constrained Kelly portfolios under alpha-stable laws 0 0 0 1 3 10 15 20
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 3 3 5 1,020
Cooling Measures and Housing Wealth: Evidence from Singapore 0 0 0 0 1 7 10 19
Copula dynamics in CDOs 0 0 1 19 1 8 10 77
Copula-based factor model for credit risk analysis 0 0 0 49 1 2 9 149
Credit rating score analysis 0 0 1 15 0 2 5 55
Credit risk calibration based on CDS spreads 0 0 0 43 0 9 12 123
Cross section Engel Curves over Time 0 0 0 29 0 2 4 132
DAI Digital Art Index: a robust price index for heterogeneous digital assets 0 0 1 18 5 10 22 49
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 2 2 172
DSFM fitting of implied volatility surfaces 0 0 0 168 2 6 6 521
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition 0 0 1 25 4 7 11 29
Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid 0 0 0 8 1 10 14 43
Data Science & Digital Society 0 0 0 30 1 4 8 84
De copulis non est disputandum - Copulae: An overview 0 0 0 80 4 12 13 169
Default risk calculation based on predictor selection for the Southeast Asian industry 0 0 0 56 0 9 10 137
Derivative estimation and testing in generalized additive models 0 0 1 4 0 3 7 31
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 55 2 5 9 206
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 1 9 11 579
Direct estimation of low dimensional components in additive models 0 0 0 11 0 0 2 182
Discussion 0 0 0 2 1 5 12 116
Distillation of news flow into analysis of stock reactions 0 0 0 30 1 6 8 145
Do maternal health problems influence child's worrying status? Evidence from British cohort study 0 0 0 9 1 7 10 57
Does male age have an influence on the risk of spontaneous abortion? An approach combining semiparametric and parametric regression 0 0 0 19 2 13 15 290
Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries 0 0 0 58 1 4 6 136
Dynamic Network Perspective of Cryptocurrencies 0 0 0 5 1 3 5 22
Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China 0 0 0 28 4 11 15 116
Dynamic credit default swaps curves in a network topology 0 0 0 24 1 6 7 55
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 67 0 5 7 548
Dynamic semi-parametric factor model for functional expectiles 0 0 1 23 1 2 3 69
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 68 0 4 8 263
Dynamic topic modelling for cryptocurrency community forums 0 0 0 80 1 4 9 195
Dynamic valuation of weather derivatives under default risk 0 0 0 39 0 9 13 107
Dynamics of state price densities 0 0 0 126 2 2 7 337
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 7 9 50
E-learning statistics: A selective review 0 0 0 404 1 5 8 1,885
E-learning, e-teaching of statistics: A new challenge 0 0 0 7 1 4 4 62
Efficient estimation in single-index regression 0 0 0 9 1 4 5 149
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 1 9 10 39
Empirical pricing kernels and investor preferences 0 0 0 114 1 4 8 328
Estimating low sampling frequency risk measure by high-frequency data 0 0 0 1 1 4 7 24
Estimating probabilities of default with support vector machines 0 1 1 109 0 5 9 280
Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk 0 0 0 11 1 9 11 44
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 1 4 8 123
Estimation and determinants of Chinese banks' total factor efficiency: A new vsion based on unbalanced development of Chinese banks and their overall risk 0 0 0 42 0 4 9 114
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 5 4 11 13 54
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 98 1 6 8 348
Estimation in an additive model when the components are linked parametrically 0 0 0 4 0 9 12 123
Estimation of Additive Regression Models with Links 0 0 0 3 0 3 4 101
Estimation of NAIRU with inflation expectation data 0 0 0 49 4 7 7 109
Estimation of default probabilities with Support Vector Machines 0 0 2 170 0 4 7 493
Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects 0 0 0 89 0 3 5 205
Exploratory graphics of a financial dataset 0 0 0 143 1 7 8 424
Exploring credit data 0 0 1 11 1 10 11 45
FFT based option pricing 0 0 0 233 1 8 10 541
FRM Financial Risk Meter 0 0 0 10 2 9 10 61
FRM Financial Risk Meter for Emerging Markets 0 0 0 20 3 11 17 54
FRM: A financial risk meter based on penalizing tail events occurrence 0 1 1 55 0 5 7 116
Factorisable Multitask Quantile Regression 0 0 0 20 1 9 9 28
Factorisable multi-task quantile regression 0 0 0 25 2 8 10 77
Factorisable sparse tail event curves 0 0 0 18 4 10 11 67
Factorisable sparse tail event curves with expectiles 0 0 0 9 0 5 10 49
Fast and Simple Scatterplot Smoothing 0 0 0 27 1 2 2 165
Financial Risk Meter based on expectiles 0 0 0 27 0 2 4 50
Financial calculations on the net 0 0 0 2 1 5 5 112
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 5 7 170
Flexible time series analysis 0 0 0 24 0 4 4 125
Forecast based pricing of weather derivatives 0 0 0 73 0 4 7 189
Forecasting corporate distress in the Asian and Pacific region 0 0 0 47 6 12 12 87
Forecasting in Blockchain-based Local Energy Markets 1 1 1 4 3 10 15 38
Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics 0 0 0 59 1 5 12 92
Forecasting the term structure of variance swaps 0 0 1 521 1 6 9 1,539
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 2 3 450
Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks 0 0 3 9 1 3 10 50
Forex exchange rate forecasting using deep recurrent neural networks 0 0 0 21 4 16 20 61
From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples 0 0 0 15 0 5 5 120
Functional data analysis of generalized quantile regressions 0 0 0 103 0 2 3 236
Functional principal component analysis for derivatives of multivariate curves 1 1 2 37 1 5 9 78
GHICA: Risk analysis with GH distributions and independent components 0 0 0 94 0 2 3 312
Generalized single-index models: The EFM approach 0 0 0 67 0 3 6 226
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 1 4 166
GitHub API based QuantNet Mining infrastructure in R 0 0 0 27 0 2 6 163
Graphical data representation in bankruptcy analysis 0 0 0 181 1 3 5 719
Group Average Treatment Effects for Observational Studies 0 0 1 6 3 12 20 49
HMM in dynamic HAC models 0 0 0 38 1 9 16 144
Hedging Cryptocurrency Options 0 0 2 11 0 7 13 25
Hedging Cryptocurrency Options 0 0 1 10 0 8 27 53
Hedging cryptocurrency options 0 0 0 9 3 30 324 410
Hedging cryptos with Bitcoin futures 0 0 3 52 3 36 55 143
High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model 0 0 0 30 0 5 9 131
High-dimensional statistical learning techniques for time-varying limit order book networks 0 0 0 20 1 5 6 21
How Sensitive are Average Derivatives? 0 0 0 0 1 5 7 281
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? 0 0 0 4 1 5 6 14
How computational statistics became the backbone of modern data science 0 0 1 250 2 5 8 379
How many terms should be added into an additive model ? 0 0 0 0 0 3 6 220
How precise are price distributions predicted by implied binomial trees? 0 0 0 80 0 5 6 298
How to Measure a Performance of a Collaborative Research Centre 0 0 0 0 4 10 14 24
How to measure a performance of a Collaborative Research Centre 0 0 1 33 0 4 9 75
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 0 1 14 3 7 8 55
Implied basket correlation dynamics 0 0 1 70 0 2 8 214
Implied market price of weather risk 0 0 0 129 0 5 10 357
Implied volatility string dynamics 0 0 2 29 2 9 14 124
Improving Crime Count Forecasts Using Twitter and Taxi Data 0 0 0 2 3 5 9 23
Increasing weather risk: Fact of fiction? 0 0 0 10 0 10 11 68
Independent component analysis via copula techniques 0 0 0 201 0 2 7 503
Industry Interdependency Dynamics in a Network Context 0 0 0 29 0 4 5 63
Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach 0 0 0 39 1 7 8 49
Influencers and Communities in Social Networks 0 0 0 20 1 9 11 72
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns 0 1 1 1 6 15 21 31
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 0 4 6 429
Integrable e-lements for statistics education 0 0 0 8 1 3 5 231
Internet based econometric computing 0 0 0 1 1 6 9 141
Investing with cryptocurrencies - A liquidity constrained investment approach 0 0 1 83 0 4 5 236
Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies 0 1 1 11 1 8 20 55
Is scientific performance a function of funds? 0 0 0 20 2 8 9 53
Iterated bootstrap with applications to frontier models 0 0 0 164 4 8 10 452
K-expectiles clustering 0 0 0 19 1 5 8 25
Kernel Estimation: the Equivalent Spline Smoothing Method 0 0 0 14 0 6 10 27
Kernel Estimation: the Equivalent Spline-Smoothing Method 0 0 0 82 0 2 3 328
Kernel regression smoothing of time series 0 0 0 28 1 5 8 68
LASSO-Driven Inference in Time and Space 0 0 0 4 1 4 5 25
LASSO-Driven Inference in Time and Space 0 0 0 1 0 3 5 28
Ladislaus von Bortkiewicz: Statistician, economist, and a European intellectual 0 0 0 117 1 6 10 122
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 0 19 1 5 7 146
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 1 1 6 8 187
Learning machines supporting bankruptcy prediction 0 0 0 89 1 7 10 209
Leveraged ETF options implied volatility paradox: A statistical study 0 0 0 23 2 4 6 90
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 3 6 191
Local adaptive multiplicative error models for high-frequency forecasts 0 1 1 67 0 5 7 169
Local quantile regression 0 0 0 55 0 5 11 165
Localising forward intensities for multiperiod corporate default 0 0 0 51 0 6 8 86
Localising temperature risk 1 1 1 34 5 7 8 116
Localized realized volatility modelling 0 0 0 80 3 11 13 312
Localizing Multivariate CAViaR 0 0 0 3 3 9 32 63
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 1 9 11 302
M robustified additive nonparametric regression 0 0 0 3 0 5 6 47
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 1 5 6 563
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 0 0 80 1 6 6 542
Mean volatility regressions 0 0 0 30 2 4 5 119
Measuring and modeling risk using high-frequency data 0 0 0 142 1 8 9 263
Media-expressed tone, Option Characteristics, and Stock Return Predictability 0 0 0 6 7 10 12 37
Modeling asset prices 0 0 0 46 0 5 6 99
Modeling dependencies in finance using copulae 0 0 0 180 3 10 12 306
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 59 0 5 8 174
Multivariate and semiparametric kernel regression 0 1 2 53 0 7 10 548
Multivariate factorisable sparse asymmetric least squares regression 0 0 0 23 0 2 5 43
Network quantile autoregression 0 0 0 63 0 3 5 153
Networks of news and cross-sectional returns 0 1 1 16 1 9 13 37
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 75 0 5 8 312
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 2 6 6 364
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 1 3 6 161
Nonparametric Regression 0 0 0 74 0 7 8 227
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 4 7 237
Nonparametric Time Series Model Selection 0 0 0 86 0 2 4 337
Nonparametric Vector Autoregression 0 0 0 76 0 4 8 406
Nonparametric approaches to generalized linear models 0 0 1 15 0 3 5 189
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 5 7 110
Nonparametric estimation of risk-neutral densities 0 0 0 106 0 4 14 286
Nonparametric productivity analysis 0 0 0 149 0 4 6 300
Nonparametric risk management with generalized hyperbolic distributions 0 0 0 137 1 5 7 388
Numerics of implied binomial trees 0 0 1 60 0 4 5 194
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 1 2 4 94
On adaptive estimation in partial linear models 0 0 0 9 2 4 6 88
On adaptive smoothing in partial linear models 0 0 0 31 2 7 9 300
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 1 3 25
On bootstrapping kernel spectralestimates 0 0 0 0 1 5 6 265
On efficient estimation of an averaged derivative 0 0 0 0 2 4 4 16
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 0 2 4 258
On the appropriateness of inappropriate VaR models 0 0 0 78 3 8 11 250
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 1 2 32
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 1 3 5 610
On the utility of e-learning in statistics 0 0 0 59 1 4 4 233
Optimal Median Smoothing 0 0 0 40 1 5 10 388
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 74 0 3 4 155
Optimal smoothing in single index models 0 0 0 0 2 6 11 434
Oracally efficient two-step estimation of generalized additive model 0 0 0 64 0 3 6 133
Partial linear quantile regression and bootstrap confidence bands 0 0 0 128 0 2 9 292
Partially linear models 0 0 3 276 1 6 19 823
Penalized Adaptive Forecasting with Large Information Sets and Structural Changes 0 0 0 0 1 9 10 13
Penalized adaptive method in forecasting with large information set and structure change 0 0 0 31 0 2 4 55
Penalized weigted competing risks models based on quantile regression 0 1 1 27 1 9 11 27
Phenotypic convergence of cryptocurrencies 0 0 1 5 0 1 3 26
Portfolio decisions and brain reactions via the CEAD method 0 0 0 5 0 6 12 69
Portfolio value at risk based on independent components analysis 0 0 0 272 0 1 3 589
Predicting bankruptcy with support vector machines 0 0 1 278 0 2 5 655
Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives 0 0 0 36 0 4 6 138
Pricing Cryptocurrency options: the case of CRIX and Bitcoin 0 0 0 15 5 9 18 78
Pricing Green Financial Products 0 0 0 28 1 5 8 78
Pricing kernel modeling 0 0 0 48 4 6 10 198
Pricing of Asian temperature risk 0 0 0 51 2 4 6 145
Principal component analysis in an asymmetric norm 0 0 0 29 0 7 10 143
Principal component analysis in an asymmetric norm 0 0 0 11 0 1 6 81
Prognose mit nichtparametrischen Verfahren 0 0 0 29 1 3 3 154
Prognose mit nichtparametrischen Verfahren 0 0 0 8 0 2 2 90
Q3-D3-LSA 1 1 1 11 2 7 12 43
QuantNet: A database-driven online repository of scientific information 0 0 0 37 0 4 5 351
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 0 21 0 1 2 103
Quantile regression in risk calibration 0 0 0 94 0 5 7 275
R robustified additive nonparametric regression 0 0 0 0 0 6 8 56
Rating Companies with Support Vector Machines 0 0 0 208 3 12 17 654
Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns 0 0 0 190 1 2 7 424
Recursive portfolio selection with decision trees 0 0 0 167 1 5 9 462
Regression smoothing parameters that are not far from their optimum 0 0 0 13 1 7 8 47
Regularization Approach for Network Modeling of German Energy Market 0 0 0 0 0 2 3 6
Remarks on sliced inverse regression 0 0 0 1 0 2 3 454
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies 0 0 0 2 5 10 21 42
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts 0 0 1 2 3 9 14 40
Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 0 27 2 6 7 111
Risk related brain regions detected with 3D image FPCA 0 0 0 14 0 2 3 62
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 1 1 22
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 2 3 5
Robust adaptive estimation of dimension reduction space 0 0 0 9 2 7 9 43
Robust econometrics 0 0 0 258 1 3 8 1,108
Robust estimation of dimension reduction space 0 0 0 27 0 3 5 150
Robust locally adaptive nonparametric regression 0 0 0 0 3 4 4 233
Robustifying Markowitz 0 0 0 29 2 6 12 41
Rodeo or ascot: Which hat to wear at the crypto race? 0 0 0 8 3 9 13 35
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 0 1 3 80
SONIC: SOcial Network with Influencers and Communities 0 0 0 3 1 4 8 21
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 0 139
Semi-parametric estimation of generalized partially linear single-index models 0 0 1 45 0 3 6 295
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 6 7 316
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 3 0 1 3 24
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 0 3 5 69
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 1 6 9 160
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 0 20 0 14 16 391
Semiparametric comparison of regression curves 0 0 0 3 5 11 15 33
Service Data Analytics and Business Intelligence 0 0 0 16 0 2 4 30
Shape invariant modelling pricing kernels and risk aversion 0 0 0 56 2 6 8 160
Simulation of risk processes 0 0 0 27 0 6 10 150
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function 0 0 0 6 1 4 8 23
Simultaneous confidence corridors and variable selection for generalized additive models 0 0 0 50 0 4 7 97
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors 0 0 0 23 0 2 3 48
Skewness and Kurtosis Trades 0 0 1 70 1 4 8 288
Smooth principal component analysis for high dimensional data 0 0 0 17 0 3 5 65
Smoothed L-estimation of Regression Function 0 0 0 1 0 2 4 9
Smoothing by weighted averaging of rounded points 0 0 0 0 0 3 12 164
Spatial risk premium on weather derivatives and hedging weather exposure in electricity 0 0 0 39 1 10 12 145
Stable distributions 0 0 1 238 0 15 18 484
State Price Densities implied from weather derivatives 0 0 0 16 0 2 5 82
Statistics e-learning platforms evaluation: Case study 0 0 0 172 1 4 8 449
Statistics of risk aversion 0 0 0 112 1 2 2 569
Stochastic population analysis: A functional data approach 0 0 1 55 1 3 8 98
Stochastic population forecast for Germany and its consequence for the German pension system 0 0 0 110 0 2 4 333
Support vector machines with evolutionary feature selection for default prediction 0 0 0 97 0 4 5 230
Support vector regression based GARCH model with application to forecasting volatility of financial returns 0 0 1 287 0 7 11 714
Surrogate Models for Optimization of Dynamical Systems 0 0 0 16 0 7 12 38
TEDAS - Tail Event Driven ASset Allocation 0 0 0 68 0 5 9 223
TENET: Tail-Event driven NETwork risk 0 0 0 73 5 16 21 411
TERES: Tail event risk expectile based shortfall 0 0 1 52 0 7 12 124
TVICA - time varying independent component analysis and its application to financial data 0 0 1 94 2 11 19 255
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis 0 0 0 12 2 10 15 49
Tail event driven ASset allocation: Evidence from equity and mutual funds' markets 0 0 0 1 0 1 2 5
Tail event driven networks of SIFIs 0 0 0 54 1 6 12 142
Tail-risk protection: Machine Learning meets modern Econometrics 0 0 0 28 1 7 13 43
Teaching wavelets in XploRe 0 0 0 3 0 3 7 141
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 0 4 5 240
Testing monotonicity of pricing Kernels 0 0 0 91 0 2 7 279
Textual Sentiment and Sector specific reaction 0 0 0 0 2 6 8 20
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 0 5 1 3 7 46
Textual Sentiment, Option Characteristics, and Stock Return Predictability 0 0 2 142 3 20 32 373
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 6 12 281
The Effect of Control Measures on COVID-19 Transmission and Work Resumption: International Evidence 0 0 0 19 3 4 7 45
The analysis of implied volatilities 0 0 1 84 1 4 11 407
The bayesian additive classification tree applied to credit risk modelling 0 0 0 198 0 2 3 512
The common and speci fic components of inflation expectation across European countries 0 0 0 14 2 8 9 24
The default risk of firms examined with smooth support vector machines 0 0 0 41 1 6 7 184
The dynamics of hourly electricity prices 0 0 1 106 0 8 11 235
The impact of news on US household inflation expectations 0 0 0 36 1 5 6 71
The influence of oil price shocks on China's macro-economy: A perspective of international trade 0 0 0 76 4 12 13 130
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 0 0 23 0 5 6 49
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 1 1 3 326 2 13 20 1,401
The stochastic fluctuation of the quantile regression curve 0 0 0 60 3 7 8 359
The three dimensions of multimedia teaching of statistics 0 0 0 7 1 6 10 203
Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators 0 0 0 36 0 7 9 93
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 0 6 10 263
Time dependent relative risk aversion 0 0 0 99 2 6 8 360
Time series modelling with semiparametric factor dynamics 0 0 1 182 0 1 14 391
Time varying hierarchical archimedean copulae 0 0 0 114 0 4 8 237
Time varying quantile Lasso 0 0 0 40 1 4 7 94
Time-varying Limit Order Book Networks 0 0 1 5 1 13 15 28
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models 0 0 1 1 1 6 8 11
Transactions That Did Not Happen and Their Influence on Prices 0 0 0 173 2 9 15 530
Understanding Cryptocurrencies 0 0 2 37 3 10 17 148
Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective 0 0 0 3 0 7 10 18
Understanding Smart Contracts: Hype or hope? 0 0 1 16 0 4 9 48
Understanding jumps in high frequency digital asset markets 0 0 0 16 3 7 11 38
Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression 0 0 1 46 5 13 21 102
Uniform confidence bands for pricing kernels 0 0 0 84 0 3 5 208
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 100 1 6 9 882
Using Wiki to build an e-learning system in statistics in Arabic language 0 0 0 80 5 13 16 513
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 3 5 329
VCRIX - a volatility index for crypto-currencies 0 0 1 21 4 37 60 289
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 0 6 9 640
Value-at-risk calculations with time varying copulae 0 0 0 227 0 3 5 675
Variable selection in Cox regression models with varying coefficients 0 0 0 63 0 4 7 224
Volatility investing with variance swaps 0 0 0 147 0 4 8 332
Wachsende Dispersion und Engel-Kurven 0 0 0 0 1 2 3 142
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 6 2 5 8 43
Working with the XQC 0 0 0 27 0 3 5 164
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 1 81 1 6 13 226
Yxilon: A client-server based statistical environment 0 0 0 66 0 2 3 362
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 12 1 4 6 116
lCARE: Localizing conditional autoregressive expectiles 0 0 0 32 2 5 11 64
Total Working Papers 5 15 89 23,357 379 2,128 3,596 86,462

Journal Article File Downloads Abstract Views
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A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 2 1 3 5 45
A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS 0 0 1 9 0 1 5 27
A Review of Nonparametric Time Series Analysis 0 1 1 9 0 3 5 35
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 0 2 10 0 6 11 55
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 3 6 29
A semiparametric factor model for implied volatility surface dynamics 1 1 1 64 4 11 13 150
Adaptive Interest Rate Modelling 0 0 0 2 0 2 6 25
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 0 4 9 192
Adaptive weights clustering of research papers 0 0 0 0 0 5 8 24
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 7 1 9 18 59
An Extended Single-index Model with Missing Response at Random 0 0 0 1 1 2 4 23
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models 0 0 0 2 1 3 6 16
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 2 3 147
Asymptotic maximal deviation of M-smoothers 0 0 0 75 1 2 3 278
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 9 0 1 2 71
Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders 0 0 0 10 2 5 8 38
Book reviews 0 0 0 3 1 1 1 47
Book reviews 0 0 0 0 0 1 1 44
Book reviews 0 0 0 1 1 1 1 48
Bootstrap Methods for Time Series 0 1 2 4 0 8 10 30
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 2 8 10 100
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 55 0 7 9 157
CRIX an Index for cryptocurrencies 0 0 2 53 0 6 18 424
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 1 7 9 158
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 6 10 320
Comment 0 0 0 3 0 5 6 27
Common factors in credit defaults swap markets 0 0 0 2 0 5 9 34
Company rating with support vector machines 0 0 0 16 0 6 14 112
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 1 1 7 9 33
Copula dynamics in CDOs 0 0 0 6 1 3 6 56
Copula-based factor model for credit risk analysis 0 0 1 19 1 5 10 95
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid 0 0 1 3 1 6 11 36
Discrete time option pricing with flexible volatility estimation 0 0 0 483 0 5 8 1,601
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 2 0 4 10 44
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 0 0 0 14 1 4 5 57
Dynamic credit default swap curves in a network topology 0 0 0 2 1 2 8 24
Dynamic semi-parametric factor model for functional expectiles 0 0 0 2 2 8 12 38
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 4 6 166
Dynamic structured copula models 0 0 0 25 0 3 4 69
Efficient estimation in conditional single-index regression 0 0 0 31 1 9 17 131
Empirical Evidence on the Law of Demand 0 0 1 245 5 33 41 1,286
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 2 3 17
Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk 0 0 0 1 0 2 7 25
Estimation of Non-sharp Support Boundaries 0 0 0 19 0 2 3 76
FACTORISABLE MULTITASK QUANTILE REGRESSION 0 0 0 3 2 7 8 20
Financial Risk Meter FRM based on Expectiles 0 0 0 5 1 6 9 25
Financial Risk Meter for emerging markets 1 2 2 10 1 4 8 24
Forecasting in Blockchain-Based Local Energy Markets 0 0 0 8 1 5 6 65
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics 0 0 0 1 1 9 14 33
Forecasting volatility with support vector machine-based GARCH model 0 5 17 437 4 17 39 1,086
Forex exchange rate forecasting using deep recurrent neural networks 0 0 1 18 2 12 27 104
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 0 7 1 3 7 53
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 3 3 38
How to measure the performance of a Collaborative Research Center 0 0 0 2 1 5 7 28
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 37 0 3 5 128
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* 0 1 2 20 0 11 16 85
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 0 0 5 12 4 13 36 54
K-expectiles clustering 0 0 0 2 1 8 13 19
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 1 1 2 0 5 7 38
Localized Realized Volatility Modeling 0 0 1 42 1 3 6 155
Localizing Temperature Risk 0 0 0 3 0 7 10 31
Media-expressed tone, option characteristics, and stock return predictability 0 0 2 6 3 8 12 35
Model-driven statistical arbitrage on LETF option markets 0 0 0 1 1 7 8 14
Modelling industry interdependency dynamics in a network context 0 0 0 10 1 5 6 22
Multivariate factorizable expectile regression with application to fMRI data 0 0 0 10 2 3 4 42
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 1 2 3 139 6 11 13 364
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 0 0 25 1 12 17 106
Nonparametric and semiparametric approaches to discrete response analysis 0 0 0 99 0 2 4 229
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 105 1 7 15 333
On extracting information implied in options 0 0 1 91 1 4 6 217
On the backfitting algorithm for additive regression models 0 1 1 15 0 4 5 42
On the inconsistency of bootstrap distribution estimators 0 0 0 67 0 1 1 180
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 9 0 1 3 71
Pricing Cryptocurrency Options* 0 1 2 27 1 5 16 158
Pricing wind power futures 0 0 0 4 2 9 14 39
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 30 0 4 6 101
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 0 0 16 2 4 4 54
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 3 6 22
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 4 0 2 4 21
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies 0 0 1 17 6 14 24 72
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 4 0 2 8 52
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 1 9 0 5 6 22
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws 0 0 0 17 5 23 29 71
Robust regression function estimation 0 0 0 45 0 7 9 141
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 0 0 1 13 0 6 7 56
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 1 0 2 2 7
SONIC: SOcial Network analysis with Influencers and Communities 0 0 0 2 1 8 11 29
Semi-parametric estimation of partially linear single-index models 0 1 3 37 1 7 11 206
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 6 8 178
Semiparametric Regression Analysis With Missing Response at Random 0 1 1 66 0 9 14 204
Service data analytics and business intelligence 2017 0 0 0 1 0 6 8 23
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 0 12 2 4 5 53
Simultaneous confidence bands for expectile functions 0 0 0 26 0 2 6 90
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 2 30 1 6 11 107
State price densities implied from weather derivatives 0 0 0 7 0 2 3 54
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 0 22 2 5 8 136
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 0 2 2 45 0 8 16 155
Structural Tests in Additive Regression 0 0 0 12 0 3 4 59
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 0 101 0 2 5 403
Symmetrized nearest neighbor regression estimates 0 0 0 18 0 2 4 119
TERES: Tail Event Risk Expectile Shortfall 0 2 2 6 0 5 7 13
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 0 12 2 6 15 89
Testing a Parametric Model Against a Semiparametric Alternative 0 0 1 28 2 7 10 81
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 8 3 5 5 40
Testing increasing dispersion 0 0 0 6 1 5 8 56
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 1 4 473 2 7 15 1,209
The Implied Market Price of Weather Risk 0 0 1 13 2 6 9 109
The common and specific components of inflation expectations across European countries 0 0 0 7 2 5 8 24
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 6 1 4 9 44
Understanding Cryptocurrencies 2 3 9 194 3 15 46 605
Uniform Confidence Bands for Pricing Kernels 0 0 1 4 0 5 9 55
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 2 6 8 111
VCRIX — A volatility index for crypto-currencies 0 0 2 11 4 10 29 119
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 1 3 4 73
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 0 0 0 59 1 8 11 241
Variance swap dynamics 0 0 1 4 0 3 4 21
Web Quantlets for Time Series Analysis 0 0 0 6 0 5 5 101
Total Journal Articles 5 26 82 4,030 115 669 1,136 15,733
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Nonparametric Regression 0 0 0 0 2 9 23 374
Total Books 0 0 0 0 2 9 23 374

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Tail-Risk Protection: Machine Learning Meets Modern Econometrics 0 0 0 0 1 13 15 32
Time Dependent Relative Risk Aversion 0 0 0 0 2 4 4 5
Total Chapters 0 0 0 0 3 17 19 37
1 registered items for which data could not be found

Software Item File Downloads Abstract Views
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XploRe 0 0 0 1,010 1 7 13 3,821
Total Software Items 0 0 0 1,010 1 7 13 3,821

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