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 Bootstrap Test for Single Index Models 0 0 0 6 0 0 1 132
A Bootstrap Test for Single Index Models 0 2 3 397 0 2 8 1,460
A Confidence Corridor for Expectile Functions 0 0 1 37 0 2 7 182
A Confidence Corridor for Sparse Longitudinal Data Curves 0 0 0 46 1 2 5 192
A Consistent Nonparametric Test for Causality in Quantile 1 1 1 147 2 3 4 334
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics 0 0 1 345 0 2 13 838
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 0 1 145 0 0 4 410
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics 0 0 1 46 0 2 7 235
A Microeconomic Explanation of the EPK Paradox 0 0 0 33 0 1 1 214
A Mortality Model for Multi-populations A Semi-Parametric Approach 0 1 2 20 1 3 8 16
A New Generation of a Statistical Computing Environment on the Net 0 0 0 3 1 1 4 74
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 0 0 2 312
A Review of Nonparametric Time Series Analysis 0 0 0 111 1 1 1 499
A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models 0 0 0 0 0 0 0 91
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data 0 1 1 32 0 3 5 82
A bootstrap test for positive definiteness of income effect matrices 0 0 0 2 0 0 1 12
A bootstrap test for positive definiteness of income effect matrices 0 0 0 0 0 0 2 392
A bootstrap test for single index models 0 0 1 63 2 2 5 264
A first econometric analysis of the CRIX family 1 3 6 23 2 9 30 72
Academic Ranking Scales in Economics: Prediction and Imputation 0 1 2 47 0 3 7 47
Adaptive Interest Rate Modelling 0 0 4 85 2 3 12 151
Adaptive Order Flow Forecasting with Multiplicative Error Models 0 0 1 94 0 2 21 64
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 4 0 0 2 37
Adaptive estimation for a time inhomogeneous stochastic-volatility model 0 0 0 34 1 2 3 150
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 45 1 1 3 215
Adaptive weights clustering of research papers 0 0 0 14 0 2 11 18
Additive Nonparametric Regression on Principal Components 0 0 0 36 0 0 0 162
An Analysis of Transformations for Additive Nonparanetric Regression 0 0 0 27 0 0 0 216
An Application of Principal Component Analysis on Multivariate Time-Stationary Spatio-Temporal Data 0 1 1 89 1 3 12 247
An Extended Single Index Model with Missing Response at Random 0 0 2 41 0 0 6 83
An empirical likelihood goodness-of-fit test for time series 0 1 2 93 0 1 2 498
An introduction to simulation of risk processes 0 0 0 35 1 2 14 173
Applied Nonparametric Methods 0 0 0 1 1 4 8 692
Applied Nonparametric Methods 0 9 27 1,102 3 18 63 2,203
Applied Nonparametric Methods 0 0 0 2 0 1 6 50
Applied Nonparametric Methods 0 0 0 1 1 3 6 363
Applied nonparametric methods 0 0 3 13 1 4 8 267
Applied nonparametric smoothing techniques 0 0 0 420 0 0 0 1,155
Asymptotic normality of parametric part in partial linear heteroscedastic regression models 0 0 0 8 0 0 1 186
Asymptotic properties of Maximum Likelihood Estimators for a Class of Linear Stochastic Differential Equation with Time Delay 0 0 0 0 0 1 1 168
Asymptotic properties of the nonparametric part in partial linear heteroscedastic regression models 0 0 0 1 0 0 1 106
BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION 0 0 0 0 1 1 4 333
Backtesting beyond VaR 0 0 1 116 0 2 3 389
Bandwidth choice for average derivative estimation 0 0 0 0 0 1 1 57
Bandwith choice for average derivative estimation 0 0 0 21 0 1 2 14
Bandwith choice for density derivatives 0 0 0 0 0 0 2 9
Bayesian Networks and Sex-related Homicides 0 0 1 36 0 1 3 101
Beta-boosted ensemble for big credit scoring data 0 1 4 43 0 2 12 27
Better Bootstrap Confidence Intervals for Curve Estimation 0 0 0 18 0 0 0 154
Better Bootstrap Confidence Intervals for Regression Curve Estimation 0 0 0 1 0 2 5 372
Biased crossvalidation for a kernel regression estimator and its derivatives 0 0 0 0 0 0 1 9
Bootstarp Methods in Nonparametric Regression 0 0 0 0 0 0 3 412
Bootstrap Inference in Semiparametric Generalized Additive Models 1 1 1 304 2 3 6 1,019
Bootstrap approximations in a partially linear regression model 0 0 0 0 0 0 0 145
Bootstrap confidence bands 0 0 0 0 1 1 3 188
Bootstrap confidence bands 1 1 1 2 1 1 1 10
Bootstrap inference in semiparametric generalized additive models 0 0 0 2 1 4 7 25
Bootstrap methods for time series 0 0 0 486 0 1 9 2,176
Bootstrap methods in nonparametric regression 0 1 2 17 0 1 4 33
Bootstrap simultaneous error for nonparametric regression 0 0 0 0 0 0 0 5
CDO Pricing with Copulae 0 0 1 142 0 3 4 259
CDO Surfaces Dynamics 0 0 0 25 1 1 1 65
CDO and HAC 0 0 0 32 0 2 5 132
COment on "Choosing a kernel regression estimator", by C.K. Ghu and J.S. Marron 0 0 0 0 1 5 6 33
CRIX or evaluating Blockchain based currencies 1 2 5 81 3 7 24 227
CRIX or evaluating blockchain based currencies 0 0 5 44 0 1 30 99
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 0 7 0 1 4 28
Calibrating CAT bonds for Mexican earthquakes 0 0 1 162 0 1 9 524
Calibrating CAT bonds for Mexican earthquakes 0 0 2 116 0 1 7 533
Calibration Design of Implied Volatility Surfaces 0 0 1 232 0 0 3 463
Calibration Risk for Exotic Options 0 2 3 387 0 2 9 1,037
Change point and trend analyses of annual expectile curves of tropical storms 0 0 0 6 1 2 6 48
Color Harmonization in Car Manufacturing Process 0 0 0 170 1 1 3 1,892
Common Functional Implied Volatility Analysis 0 0 1 169 0 0 4 507
Common Functional Principal Components 0 0 1 273 0 0 3 691
Common factors governing VDAX movements and the maximum loss 0 0 2 79 1 1 4 329
Common factors in credit defaults swaps markets 0 0 0 64 0 0 3 105
Comparing nonparametric versus parametric regression fits 0 0 0 2 2 4 12 792
Component analysis for additive models 0 0 0 6 0 0 1 88
Composite Quantile Regression for the Single-Index Model 1 2 4 131 1 8 22 404
Computational Statistics (Journal) 0 1 1 20 0 2 8 102
Computational Statistics and Data Visualization 0 0 8 115 1 1 10 294
Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security 0 0 0 6 0 0 3 60
Computerassisted Semiparametric Generalized Linear Models 0 0 0 12 0 0 0 155
Confidence Corridors for Multivariate Generalized Quantile Regression 0 0 0 27 0 2 5 49
Connected teaching of statistics 0 0 0 0 0 0 1 108
Convenience Yields for CO2 Emission Allowance Futures Contracts 0 1 1 317 0 4 7 946
Credit Rating Score Analysis 0 0 2 12 0 2 9 28
Credit Risk Calibration based on CDS Spreads 0 0 0 34 0 1 6 79
Cross section Engel Curves over Time 0 0 1 23 0 1 5 102
Cross section Engel curves over time 0 0 0 0 0 0 3 14
Cross section Engel curves over time 0 0 0 0 0 0 2 88
DPLS in XploRe: A PLS approach to dynamic path models 0 0 0 36 0 0 1 161
DSFM fitting of Implied Volatility Surfaces 1 1 1 166 1 1 4 497
Data Science & Digital Society 1 2 6 25 1 3 14 44
De copulis non est disputandum - Copulae: An Overview 0 0 0 78 2 5 8 143
Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry 1 1 2 47 2 3 9 98
Derivative estimation and testing in generalized additive models 0 0 0 2 0 1 3 15
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models 0 0 0 53 1 3 6 173
Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates 0 0 0 46 1 1 2 475
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates 0 0 0 0 3 7 12 545
Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates 0 0 0 0 1 1 3 93
Direct estimation of low dimensional components in additive models 0 0 0 11 0 4 4 166
Discrete time option pricing with flexible volatility estimation 0 0 0 1 0 0 0 5
Discrete time option pricing with flexible volatility estimation 0 2 2 9 0 2 2 182
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 0 0 79
Discussion 0 0 0 2 0 0 1 79
Distillation of News Flow into Analysis of Stock Reactions 0 0 2 26 0 1 20 96
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 2 263
Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries 0 0 1 54 0 2 10 102
Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China 0 1 1 28 0 2 5 88
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation 0 0 0 68 0 0 5 243
Dynamic Topic Modelling for Cryptocurrency Community Forums 0 0 3 61 0 1 20 79
Dynamic Valuation of Weather Derivatives under Default Risk 0 0 2 34 1 2 13 75
Dynamic credit default swaps curves in a network topology 0 0 3 18 0 2 11 16
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap 0 0 0 63 0 1 2 524
Dynamic semi-parametric factor model for functional expectiles 0 1 5 16 0 3 8 22
Dynamics of State Price Densities 0 1 1 124 1 2 8 310
E-learning / e-teaching of statistics: Students' and teachers' views 0 0 0 1 0 0 1 32
E-learning, e-teaching of statistics: A new challenge 0 0 0 6 0 0 3 48
Efficient estimation in single-index regression 0 0 1 3 0 1 4 115
Empirical Pricing Kernels and Investor Preferences 0 0 0 114 0 1 4 310
Empirical evidence on the law of demand 0 0 0 0 0 1 2 10
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study 0 0 0 1 0 0 2 24
Estimating Probabilities of Default With Support Vector Machines 0 0 1 107 1 1 3 253
Estimating probabilities of default with support vector machines 0 0 1 120 1 2 7 370
Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk 0 1 2 39 0 2 14 87
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration 0 0 0 98 0 0 2 323
Estimation and Variable Selection in Additive Nonparametric Regression Models 0 0 0 28 0 0 1 107
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 4 1 1 3 32
Estimation in an additive model when the components are linked parametrically 0 0 0 3 0 0 1 102
Estimation of Additive Regression Models with Links 0 0 0 3 0 0 1 83
Estimation of Default Probabilities with Support Vector Machines 1 1 3 166 2 2 4 457
Estimation of NAIRU with In ation Expectation Data 0 0 0 0 0 1 3 6
Estimation of NAIRU with Inflation Expectation Data 1 1 3 39 1 2 8 66
Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects 0 0 0 82 1 3 10 171
Exploratory Graphics of a Financial Dataset 0 0 0 142 0 0 0 399
Exploring credit data 0 0 0 7 0 0 1 24
FFT Based Option Pricing 0 1 2 230 0 2 5 520
FRM: a Financial Risk Meter based on penalizing tail events occurrence 1 1 4 42 2 3 16 40
Factorisable Multi-Task Quantile Regression 1 1 2 22 2 5 13 35
Factorisable Sparse Tail Event Curves 0 0 0 17 0 1 5 41
Fast and Simple Scatterplot Smoothing 0 0 0 27 0 1 1 154
Fast and simple scatterplot smoothing 0 0 0 0 0 1 1 59
Fast and simple scatterplot smoothing 0 0 0 173 0 0 0 1,260
Financial calculations on the net 0 0 1 2 0 0 1 105
Flexible stochastic volatility structures for high frequency financial data 0 0 0 0 0 0 2 151
Flexible time series analysis 0 0 0 23 0 0 0 106
Forecast based Pricing of Weather Derivatives 0 1 1 65 0 2 4 157
Forecasting Corporate Distress in the Asian and Pacific Region 0 0 0 47 0 1 3 62
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics 0 0 1 56 0 5 18 63
Forecasting the Term Structure of Variance Swaps 0 0 0 520 0 1 4 1,522
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 1 430
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 0 108
Functional Data Analysis of Generalized Quantile Regressions 0 0 0 93 1 2 4 210
Functional Principal Component Analysis for Derivatives of Multivariate Curves 0 0 2 26 0 5 10 31
GHICA - Risk Analysis with GH Distributions and Independent Components 0 0 0 94 0 1 2 291
Generalized single-index models: The EFM approach 0 1 2 64 0 2 6 204
Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin 0 0 0 0 0 0 0 156
GitHub API based QuantNet Mining infrastructure in R 0 0 2 21 1 4 18 67
Graphical Data Representation in Bankruptcy Analysis 0 0 0 180 0 0 3 694
HMM in dynamic HAC models 0 1 3 33 0 2 6 109
High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model 0 0 1 21 1 3 8 74
How Computational Statistics Became the Backbone of Modern Data Science 0 2 3 245 0 5 25 337
How Sensitive are Average Derivatives? 0 0 0 0 0 0 3 255
How many terms should be added into an additive model ? 0 0 0 0 0 1 3 188
How precise are price distributions predicted by implied binomial trees? 0 0 0 79 0 0 2 282
How sensitive are average derivates ? 0 0 0 0 0 1 2 45
How sensitive are average derivatives? 0 0 0 4 0 0 2 30
How to Measure a Performance of a Collaborative Research Centre 0 2 6 20 0 4 15 23
Immobilienbewertung mit dem Realoptionsverfahren: Eine Umsetzungsstudie 0 1 1 7 0 1 3 28
Implied Basket Correlation Dynamics 0 0 1 61 0 0 7 181
Implied Market Price of Weather Risk 0 0 0 124 0 1 1 325
Implied volatility string dynamics 1 1 1 24 1 2 6 75
Increasing Weather Risk: Fact or Fiction? 0 0 0 8 0 0 1 49
Independent Component Analysis Via Copula Techniques 0 0 0 199 1 2 3 480
Industry Interdependency Dynamics in a Network Context 0 1 2 22 1 4 12 34
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 0 37 0 0 3 25
Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach 0 0 1 1 0 4 9 13
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 142 0 0 10 414
Integrable e-lements for Statistics Education 0 0 0 8 0 1 2 217
Integration and Backfitting methods in additive models: finite sample properties and comparison 0 0 0 4 0 0 1 12
Internet based econometric computing 0 0 0 1 0 1 1 128
Investing with cryptocurrencies - A liquidity constrained investment approach 1 2 23 56 3 7 60 136
Iterated bootstrap with applications to frontier models 0 0 0 0 0 0 0 4
Iterated bootstrap with applications to frontier models 0 0 0 164 0 0 0 434
Iterated bootstrap with applications to frontier models 0 0 0 0 0 0 1 123
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 0 0 48
Kernel regression smoothing of time series 0 0 0 1 1 6 25 811
Kernel regression smoothing of time series 0 1 5 23 0 2 10 45
LASSO-Driven Inference in Time and Space 0 1 20 20 0 5 21 21
LASSO-driven inference in time and space 1 2 2 2 1 4 7 7
Ladislaus von Bortkiewicz - statistician, economist, and a European intellectual 0 0 1 113 0 4 13 71
Large sample theory in a semiparametric partially linear errors-in-variables models 0 0 1 10 0 1 2 103
Large sample theory of the estimation of the error distribution for a semiparametric model 0 0 0 0 0 0 0 169
Learning Machines Supporting Bankruptcy Prediction 0 1 5 82 1 3 11 165
Leveraged ETF options implied volatility paradox: a statistical study 0 0 2 19 1 5 18 66
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts 0 0 0 62 0 0 6 141
Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression 0 0 0 30 0 0 4 158
Local Quantile Regression 1 1 1 52 1 1 1 126
Localising Forward Intensities for Multiperiod Corporate Default 0 0 2 47 2 3 9 59
Localising temperature risk 0 0 1 28 1 2 5 89
Localized Realized Volatility Modelling 0 1 6 80 0 2 12 273
Long Memory Persistence in the Factor of Implied Volatility Dynamics 0 0 0 100 1 1 3 278
M robustified additive nonparametric regression 0 0 0 0 0 0 2 21
MD*ReX: Linking XploRe to standard spread-sheet applications 0 0 0 36 0 0 2 542
MM*STAT: Eine interaktive Einführung in die Welt der Statistik 0 0 0 79 0 0 0 527
Mean Volatility Regressions 0 0 0 30 1 2 4 94
Measuring and Modeling Risk Using High-Frequency Data 0 0 0 139 0 0 2 242
Modeling Asset Prices 0 0 1 45 0 0 2 85
Modeling Dependencies in Finance using Copulae 0 0 0 179 0 0 0 285
Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics 0 0 0 54 0 0 1 147
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 1 86 1 2 9 248
Multivariate Factorisable Sparse Asymmetric Least Squares Regression 0 1 1 14 0 3 6 9
Multivariate and semiparametric kernel regression 0 0 7 33 2 4 24 459
Network Quantile Autoregression 0 0 3 49 1 6 19 70
Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis 0 0 0 71 0 0 3 278
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 0 1 2 337
Nonparametric Estimation of Additive Seperable Regression Models 0 0 0 18 0 0 0 143
Nonparametric Estimation of Risk-Neutral Densities 0 0 1 99 0 0 2 247
Nonparametric Productivity Analysis 0 0 0 149 0 0 0 284
Nonparametric Regression 0 0 0 74 0 0 5 204
Nonparametric Time Series Analysis, a selectiv review with examples 0 0 0 28 0 0 1 197
Nonparametric Time Series Model Selection 0 0 0 86 0 0 1 330
Nonparametric Vector Autoregression 0 0 0 76 1 3 8 371
Nonparametric approaches to generalized linear models 0 0 2 7 0 0 3 154
Nonparametric autoregression with multiplicative volatility and additive mean 0 0 0 6 0 1 3 181
Nonparametric estimation of additive models with homogeneous components 0 0 0 18 0 1 1 97
Numerics of Implied Binomial Trees 0 0 0 55 0 0 2 177
On Saving, Updating and Dynamic Programming -An Experimental Analysis- 0 0 0 0 0 0 2 80
On adaptive estimation in partial linear models 0 0 0 7 0 2 3 119
On adaptive estimation in partial linear models 0 0 1 9 0 0 1 76
On adaptive smoothing in partial linear models 0 0 0 29 0 0 2 284
On an efficient smoothing parameter selector proposed by Hall and Johnstone 0 0 0 0 0 0 1 21
On bootstrapping kernel spectralestimates 0 0 0 0 0 0 1 253
On efficient estimation of an averaged derivative 0 0 0 0 1 1 1 5
On teh inconsistency of bootstrap distribution estimators 0 0 0 0 1 1 4 240
On the Appropriateness of Inappropriate VaR Models 0 0 0 77 0 0 1 221
On the Difficulty to Design Arabic E-learning System in Statistics 0 0 0 81 0 1 2 590
On the Utility of E-Learning in Statistics 0 0 1 56 0 0 1 210
On the choice of Kernel regression estimators: a discussion 0 0 0 0 0 0 1 25
On the inconsistency of bootstrap distribution estimators 0 0 0 2 0 0 3 11
Optimal Median Smoothing 0 0 0 1 0 1 4 549
Optimal Median Smoothing 0 0 0 40 0 1 5 366
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator 0 0 1 73 0 0 4 145
Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator 0 0 0 0 0 0 3 9
Optimal smoothing for a computationally and statistically efficient single index estimator 0 0 0 0 0 0 3 14
Optimal smoothing in single index models 0 0 0 0 0 0 0 379
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 61 0 2 2 111
Partial Linear Quantile Regression and Bootstrap Confidence Bands 0 0 0 126 0 0 1 260
Partially linear models 1 1 7 213 1 2 26 560
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change 0 1 5 27 0 1 15 27
Portfolio Decisions and Brain Reactions via the CEAD method 0 0 0 4 0 2 6 39
Portfolio Value at Risk Based on Independent Components Analysis 0 0 0 272 1 1 2 574
Predicting Bankruptcy with Support Vector Machines 0 0 3 269 0 1 6 618
Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives 0 0 2 28 0 1 3 108
Pricing Green Financial Products 0 1 2 20 0 4 12 28
Pricing Kernel Modeling 0 0 1 40 0 3 8 73
Pricing of Asian temperature risk 0 0 0 48 0 1 3 121
Principal Component Analysis in an Asymmetric Norm 0 0 1 8 0 1 12 46
Principal Component Analysis in an Asymmetric Norm 0 0 0 28 0 0 6 102
Prognose mit nichtparametrischen Verfahren 0 0 0 7 0 1 3 72
Prognose mit nichtparametrischen Verfahren 0 0 0 25 0 0 2 126
Q3-D3-LSA 0 1 1 7 0 2 4 13
QuantNet – A Database-Driven Online Repository of Scientific Information 0 0 0 37 0 0 7 319
Quantifizierbarkeit von Risiken auf Finanzmärkten 0 0 1 21 0 0 2 88
Quantile Regression in Risk Calibration 0 0 0 84 0 3 15 216
R robustified additive nonparametric regression 0 0 0 0 1 2 6 37
Rating Companies with Support Vector Machines 0 1 3 198 2 3 11 543
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns 0 0 0 186 0 1 3 394
Recursive Portfolio Selection with Decision Trees 0 0 1 163 0 0 2 428
Reference Dependent Preferences and the EPK Puzzle 0 0 1 13 0 0 1 52
Regression smoothing parameters that are not far from their optimum 0 0 0 1 0 0 0 9
Regression smoothing parameters that are not far from their optimum 0 0 0 0 0 0 0 58
Remarks on sliced inverse regression 0 0 0 1 0 0 3 442
Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns 0 0 1 25 0 1 2 81
Risk Related Brain Regions Detected with 3D Image FPCA 0 0 0 12 1 2 6 45
Robust Econometrics 0 0 1 256 1 1 15 1,083
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 15
Robust adaptive estimation of dimension reduction space 0 0 0 8 0 0 3 27
Robust estimation of dimension reduction space 0 0 0 26 0 0 0 140
Robust locally adaptive non-parametric regression 0 0 0 0 0 0 1 12
Robust locally adaptive nonparametric regression 0 0 0 0 0 0 3 220
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM 0 0 0 0 1 1 5 72
Search of Significant Variables in Nonparametric Additive Regression 0 0 0 10 0 0 0 133
Semi-parametric estimation of generalized partially linear single-index models 0 0 0 43 1 1 3 277
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 1 1 299
Semiparametric Regression Analysis under Imputation for Missing Response Data 0 0 0 2 0 1 2 11
Semiparametric Single Index Versus Fixed Link Function Modelling 0 0 0 5 1 1 2 57
Semiparametric additive indices for binary response and generalized additive models 0 0 0 2 0 0 1 141
Semiparametric analysis of German East-West migration intentions: Facts and theory 0 0 1 16 0 1 3 356
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient 0 0 1 67 0 0 1 236
Semiparametric comparison of regression curves 0 0 0 0 0 0 1 8
Semiparametric diffusion estimation and application to a stock market index 0 0 0 59 2 4 5 287
Semiparametric regression analysis under imputation for missing response data 0 0 0 0 0 1 3 30
Semiparametric regression analysis under imputation for missing response data 0 0 0 31 0 0 6 231
Semiparametric regression analysis with missing response at random 0 0 1 238 0 1 6 703
Shape invariant modelling pricing kernels and risk aversion 0 0 0 55 0 0 1 139
Simulation of risk processes 0 0 0 24 0 0 2 110
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models 0 0 0 48 0 1 5 78
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors 0 0 0 21 0 2 5 26
Skewness and Kurtosis Trades 0 0 0 64 0 0 4 241
Smoothed L-estimation of Regression Function 0 0 0 3 0 0 2 25
Smoothed L-estimation of regression function 0 0 0 2 0 0 4 31
Smoothing by weighted averaging of rounded points 0 0 0 0 0 4 9 686
Smoothing by weighted averaging of rounded points 0 0 0 0 0 5 6 62
Spatial Functional Principal Component Analysis with Applications to Brain Image Data 0 0 3 12 7 7 19 26
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity 0 1 2 34 0 2 6 100
Stable Distributions 1 2 3 218 2 7 19 384
State Price Densities implied from weather derivatives 0 0 0 13 0 0 6 57
Statistics E-learning Platforms Evaluation: Case Study 0 1 2 167 0 1 4 416
Statistics of Risk Aversion 0 1 4 111 2 3 26 548
Stochastic Population Analysis: A Functional Data Approach 0 0 0 49 0 2 5 69
Stochastic Population Forecast for Germany and its Consequence for the German Pension System 1 2 2 103 1 3 5 306
Structural tests in additive regression 0 0 0 0 0 0 0 8
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 1 1 2 78 1 1 9 173
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns 1 3 7 276 1 5 14 658
TEDAS - Tail Event Driven ASset Allocation 0 0 3 58 0 3 22 168
TENET: Tail-Event driven NETwork risk 0 0 1 57 2 8 24 114
TERES - Tail Event Risk Expectile based Shortfall 0 0 0 39 0 2 7 73
TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data 0 0 1 89 0 1 9 208
Tail event driven networks of SIFIs 0 1 3 46 0 5 15 70
Teaching wavelets in XploRe 0 0 0 3 0 0 1 128
Testing Monotonicity of Pricing Kernels 0 0 0 90 0 0 1 258
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 5 0 0 1 25
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models 0 0 0 23 1 1 2 225
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 5 0 1 4 32
Testing a Parametric Model Against a Semiparametric Alternative 0 0 0 0 3 6 7 343
Testing a Parametric Model against a Semiparametric Model 0 0 0 0 0 0 0 147
Testing a Regression Model when we Have Smooth Alternatives in Mind 0 0 0 1 0 2 4 596
Testing increasing dispersion 0 0 0 4 0 0 1 80
Testing increasing dispersion 0 0 0 33 0 1 3 292
Testing increasing dispersion 0 0 0 1 1 1 2 97
Textual Sentiment, Option Characteristics, and Stock Return Predictability 1 12 87 87 10 31 141 141
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling 1 1 1 197 1 2 3 499
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 0 82 0 1 3 253
The Default Risk of Firms Examined with Smooth Support Vector Machines 0 0 1 41 0 1 3 152
The Influence of Oil Price Shocks on China’s Macroeconomy: A Perspective of International Trade 0 1 1 71 0 2 6 88
The Stochastic Fluctuation of the Quantile Regression Curve 0 0 0 60 1 1 1 345
The analysis of implied volatilities 0 1 1 80 0 4 10 360
The dynamics of hourly electricity prices 0 0 0 100 0 0 9 201
The dynamics of implied volatilities: A common principal components approach 0 0 1 136 0 4 6 610
The impact of news on US household inflation expectations 0 1 3 31 0 2 10 46
The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends 0 1 1 21 0 2 5 33
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS 6 8 29 148 12 18 90 489
The three dimensions of multimedia teaching of statistics 0 0 0 6 0 0 1 181
Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators 0 0 1 35 0 0 2 69
Time Dependent Relative Risk Aversion 0 0 2 96 0 0 10 332
Time Inhomogeneous Multiple Volatility Modelling 0 0 0 115 0 0 2 248
Time Series Modelling with Semiparametric Factor Dynamics 1 1 1 178 1 1 4 357
Time Varying Quantile Lasso 0 0 0 0 0 0 4 9
Time Varying Quantile Lasso 0 0 1 33 1 4 16 53
Time inhomogeneous multiple volatility modelling 0 0 1 37 0 0 1 293
Time varying Hierarchical Archimedean Copulae 0 0 2 111 0 0 4 207
Transactions That Did Not Happen and Their Influence on Prices 0 0 1 172 0 0 1 494
Transactions that did not happen and their influence on prices 0 0 0 24 0 1 3 240
Uniform confidence bands for pricing kernels 0 0 0 79 0 0 0 177
Using R, LaTeX and Wiki for an Arabic e-learning platform 0 0 0 99 1 1 4 845
Using Wiki to Build an E-learning System in Statistics in Arabic Language 0 0 0 79 0 0 2 474
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 0 0 103 0 0 0 312
Value-at-Risk Calculations with Time Varying Copulae 0 0 0 223 1 3 11 648
Value-at-Risk and Expected Shortfall when there is long range dependence 0 0 1 218 1 2 5 607
Variable selection in Cox regression models with varying coefficients 1 2 3 56 1 2 5 193
Volatility Investing with Variance Swaps 0 0 4 130 1 2 11 290
Wachsende Dispersion und Engel-Kurven 0 0 0 0 0 0 0 130
Wann sind falsche VaR-Modelle dennoch adäquat? 0 0 0 3 0 1 3 22
Web quantlets for time series analysis 0 0 0 5 0 0 2 115
Working with the XQC 0 0 0 27 0 0 2 147
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics 0 0 1 72 0 0 6 183
Yxilon – A Client/Server Based Statistical Environment 0 0 0 66 0 0 0 353
Yxilon: Designing The Next Generation, Vertically Integrable Statistical Software Environment 0 0 0 11 0 0 4 95
e-Learning Statistics - A Selective Review 0 1 1 401 0 2 3 1,860
lCARE – localizing Conditional AutoRegressive Expectiles 0 0 1 32 1 1 12 43
Total Working Papers 32 113 485 23,081 156 574 2,310 88,260
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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 30
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE 1 2 6 37 3 4 17 137
A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk 0 0 0 1 1 1 6 9
A Review of Nonparametric Time Series Analysis 0 0 0 0 0 1 1 1
A semiparametric factor model for CDO surfaces dynamics 0 0 0 2 0 0 2 18
A semiparametric factor model for implied volatility surface dynamics 0 1 3 34 1 4 14 73
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 1 3 0 1 4 19
Adaptive Interest Rate Modelling 0 0 1 1 0 2 5 8
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 0 0 0 41 0 0 7 171
An Application of Principal Component Analysis on Multivariate Time-stationary Spatio-temporal Data 0 0 0 3 0 1 3 18
An Extended Single-index Model with Missing Response at Random 0 0 0 0 0 0 3 6
An empirical likelihood goodness‐of‐fit test for time series 0 0 0 114 0 0 1 403
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators 0 0 0 38 0 0 1 136
Asymptotic maximal deviation of M-smoothers 0 0 0 62 1 2 6 239
Bayesian networks for sex-related homicides: structure learning and prediction 0 0 0 8 0 0 0 57
Book reviews 0 0 0 0 0 0 1 37
Book reviews 0 0 0 1 0 0 1 40
Book reviews 0 0 0 3 0 0 1 44
Bootstrap confidence bands and partial linear quantile regression 0 0 0 5 0 0 1 68
CONFIDENCE BANDS IN QUANTILE REGRESSION 0 0 0 53 1 1 4 136
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum 0 0 0 9 0 0 0 38
CRIX an Index for cryptocurrencies 0 4 5 5 19 52 65 65
Calibrating CAT Bonds for Mexican Earthquakes 0 0 2 24 0 1 10 108
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 1 2 11 281
Change point and trend analyses of annual expectile curves of tropical storms 0 0 0 2 0 0 1 13
Colour harmonization in car manufacturing processes 0 0 0 0 0 0 0 0
Common factors in credit defaults swap markets 0 0 0 2 0 0 1 17
Company rating with support vector machines 0 1 1 6 0 5 9 33
Confidence Corridors for Multivariate Generalized Quantile Regression 0 1 1 1 0 2 5 8
Copula dynamics in CDOs 0 0 1 3 0 1 9 36
Copula-based factor model for credit risk analysis 0 1 2 4 1 6 12 23
Data science and digital society 1 1 1 3 2 3 16 29
De copulis non est disputandum 0 0 0 10 1 1 3 74
Difference based ridge and Liu type estimators in semiparametric regression models 0 0 0 9 0 2 4 65
Discrete time option pricing with flexible volatility estimation 0 0 0 482 0 0 1 1,580
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study 0 0 0 0 1 1 12 16
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics 0 0 5 5 1 2 17 17
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 5 28
Dynamic semi-parametric factor model for functional expectiles 0 0 0 0 1 1 1 1
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 22 0 1 8 149
Dynamic structured copula models 0 1 2 22 0 1 5 50
Dynamics of state price densities 0 0 0 59 0 0 4 236
Efficient estimation in conditional single-index regression 0 0 2 30 0 0 3 104
Empirical Evidence on the Law of Demand 1 1 2 213 3 5 21 1,142
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China 0 0 0 0 0 0 0 10
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration 0 0 0 20 0 0 3 121
Estimation of Non-sharp Support Boundaries 0 0 0 13 0 0 0 49
Fast and simple scatterplot smoothing 0 0 0 31 0 0 0 138
Forecasting volatility with support vector machine-based GARCH model 1 10 20 296 4 15 39 786
GHICA -- Risk analysis with GH distributions and independent components 0 0 0 25 1 1 4 105
Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series 0 0 1 3 0 0 4 30
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 0 0 1 2 23
How sensitive are average derivatives? 0 0 2 42 0 1 4 147
How to measure the performance of a Collaborative Research Center 0 0 0 0 2 4 5 5
Implied basket correlation dynamics 0 0 1 3 0 2 12 29
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 70 0 1 16 226
Integration and backfitting methods in additive models-finite sample properties and comparison 0 0 0 36 0 0 1 115
Internet-based econometric computing 0 0 0 32 0 1 1 153
KERNEL REGRESSION SMOOTHING OF TIME SERIES 0 1 2 2 0 3 4 4
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual 0 0 0 1 0 2 2 16
Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts 0 0 0 6 0 0 3 30
Local polynomial estimators of the volatility function in nonparametric autoregression 2 2 2 146 2 3 7 342
Localized Realized Volatility Modeling 0 1 3 38 0 3 9 130
Localizing Temperature Risk 0 1 1 1 1 3 5 7
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 8 0 0 9 52
Multivariate factorizable expectile regression with application to fMRI data 0 1 3 6 1 2 12 19
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market 1 1 3 122 2 5 11 312
Nonparametric Autoregression with Multiplicative Volatility and Additive mean 0 0 0 0 0 1 1 1
Nonparametric Risk Management With Generalized Hyperbolic Distributions 0 1 2 24 0 1 3 71
Nonparametric and semiparametric approaches to discrete response analysis 0 0 1 96 0 0 6 207
Nonparametric state price density estimation using constrained least squares and the bootstrap 0 1 3 96 0 4 14 281
On extracting information implied in options 0 0 1 72 0 1 6 165
On the Utility of E-Learning in Statistics 0 0 0 13 0 0 1 76
On the appropriateness of inappropriate VaR models 0 0 0 10 1 1 1 88
On the backfitting algorithm for additive regression models 0 0 0 0 0 0 0 0
On the inconsistency of bootstrap distribution estimators 0 0 0 66 0 0 1 163
Optimal Median Smoothing 0 1 1 1 0 2 2 2
Principal component analysis in an asymmetric norm 0 1 1 1 1 2 2 2
Random approximations to some measures of accuracy in nonparametric curve estimation 0 0 0 26 0 0 0 85
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns 0 1 1 1 0 4 9 27
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle 0 0 2 6 0 1 8 20
Resistant Smoothing Using the Fast Fourier Transform 0 0 0 0 0 0 0 0
Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study 0 0 0 3 0 0 0 23
Risk related brain regions detection and individual risk classification with 3D image FPCA 0 0 1 1 0 0 1 1
Robust estimation of dimension reduction space 0 0 1 21 0 0 2 89
Robust regression function estimation 0 0 1 40 1 2 5 115
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION 1 2 3 8 3 5 11 28
SOME THEORY ON M‐SMOOTHING OF TIME SERIES 0 0 0 0 0 0 0 0
Semi-parametric estimation of partially linear single-index models 0 0 0 20 1 13 14 160
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient 0 0 0 47 0 0 0 162
Semiparametric Regression Analysis With Missing Response at Random 0 1 1 60 0 1 3 161
Semiparametric analysis of German East-West migration intentions: facts and theory 0 0 0 182 0 1 2 786
Semiparametric diffusion estimation and application to a stock market index 0 0 0 17 2 4 4 113
Shape Invariant Modeling of Pricing Kernels and Risk Aversion 0 0 1 9 0 1 2 38
Simultaneous confidence bands for expectile functions 0 0 0 21 0 0 1 64
Single-Index-Based CoVaR With Very High-Dimensional Covariates 0 0 0 0 0 1 11 11
Smoothed L-estimation of regression function 0 0 0 14 0 0 3 78
Spatial functional principal component analysis with applications to brain image data 1 1 1 1 1 2 3 3
State price densities implied from weather derivatives 0 0 1 5 0 0 5 31
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 2 6 1 1 10 49
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations 1 3 6 30 1 4 10 98
Structural Tests in Additive Regression 0 0 0 11 0 0 1 47
Support Vector Machines: eine neue Methode zum Rating von Unternehmen 0 0 0 97 0 1 1 378
Symmetrized nearest neighbor regression estimates 0 0 0 17 0 0 2 106
TENET: Tail-Event driven NETwork risk 0 3 17 39 6 17 53 153
TVICA—Time varying independent component analysis and its application to financial data 0 0 1 9 0 2 4 56
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets 0 0 4 8 1 4 22 42
Tail event driven networks of SIFIs 0 2 3 3 2 11 16 16
Testing a Parametric Model Against a Semiparametric Alternative 0 1 1 26 0 1 2 65
Testing a Regression Model When We Have Smooth Alternatives in Mind 0 0 0 6 0 0 1 30
Testing increasing dispersion 0 0 0 6 0 0 0 45
Testing monotonicity of pricing kernels 0 0 0 3 0 1 1 38
The Bayesian Additive Classification Tree applied to credit risk modelling 1 1 3 46 1 1 7 177
The Dynamics of Implied Volatilities: A Common Principal Components Approach 0 1 1 457 1 5 16 1,144
The Implied Market Price of Weather Risk 0 0 0 11 0 1 3 81
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models 0 0 0 2 0 0 3 23
Time Inhomogeneous Multiple Volatility Modeling 0 0 0 0 0 0 1 172
Time Series Modelling With Semiparametric Factor Dynamics 0 0 0 69 0 0 1 143
Transactions that did not happen and their influence on prices 0 0 0 113 0 0 1 327
Uniform Confidence Bands for Pricing Kernels 0 0 0 2 0 0 0 19
Using wiki to build an e-learning system in statistics in the Arabic language 0 0 0 1 1 2 4 34
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 13 0 1 2 94
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 1 16 0 0 2 59
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies 2 2 2 58 2 2 5 208
Variance swap dynamics 0 0 0 2 0 0 0 10
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 2 87
Yield curve modeling and forecasting using semiparametric factor dynamics 0 0 0 0 2 2 5 9
lCARE - localizing conditional autoregressive expectiles 0 0 3 3 0 1 11 11
Total Journal Articles 13 52 140 4,161 78 254 763 15,384
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